XLY.TO vs. YOLO

Last updated Jul 21, 2026

XLY.TO (Auxly Cannabis Group Inc.) is a stock, while YOLO (AdvisorShares Pure Cannabis ETF) is Cannabis fund actively managed by AdvisorShares. Over the past 5 years, XLY.TO returned -6.22%/yr vs -30.70%/yr for YOLO. At a 0.22 correlation, their price movements are largely independent.

Performance

XLY.TO vs. YOLO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Auxly Cannabis Group Inc. (XLY.TO) and AdvisorShares Pure Cannabis ETF (YOLO). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

XLY.TO is traded in CAD, while YOLO is traded in USD. To make them comparable, the YOLO values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XLY.TO achieves a 27.59% return, which is significantly higher than YOLO's -19.49% return.

XLY.TO

• 1D: 2.78%
• 1M: -5.13%
• 6M: 32.14%
• YTD: 27.59%
• 1Y: 27.59%
• 3Y*: 109.92%
• 5Y*: -6.22%
• 10Y*: —
• ALL TIME*: -21.21%

YOLO

• 1D: -2.92%
• 1M: -8.81%
• 6M: -19.39%
• YTD: -19.49%
• 1Y: 29.22%
• 3Y*: 3.39%
• 5Y*: -30.70%
• 10Y*: —
• ALL TIME*: -24.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XLY.TO vs. YOLO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
XLY.TO Auxly Cannabis Group Inc.	27.59%	262.50%	300.00%	-50.00%	-89.19%	-27.45%	-52.78%	-33.33%
YOLO AdvisorShares Pure Cannabis ETF	-19.49%	30.14%	-10.85%	-17.12%	-70.45%	-20.52%	43.67%	-52.32%

Correlation

The correlation between XLY.TO and YOLO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (All Time) Calculated using the full available price history since Apr 18, 2019	0.22

Return for Risk

XLY.TO vs. YOLO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XLY.TO

XLY.TO Risk / Return Rank: 61
XLY.TO Sharpe Ratio Rank: 61
XLY.TO Sortino Ratio Rank: 62
XLY.TO Omega Ratio Rank: 59
XLY.TO Calmar Ratio Rank: 63
XLY.TO Martin Ratio Rank: 61

YOLO

YOLO Risk / Return Rank: 22
YOLO Sharpe Ratio Rank: 17
YOLO Sortino Ratio Rank: 28
YOLO Omega Ratio Rank: 26
YOLO Calmar Ratio Rank: 20
YOLO Martin Ratio Rank: 17

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XLY.TO vs. YOLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Auxly Cannabis Group Inc. (XLY.TO) and AdvisorShares Pure Cannabis ETF (YOLO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	XLY.TO	YOLO	Difference
Sharpe ratio: Return per unit of total volatility	0.43	0.39	+0.04
Sortino ratio: Return per unit of downside risk	1.11	1.24	-0.13
Omega ratio: Gain probability vs. loss probability	1.13	1.15	-0.02
Calmar ratio: Return relative to maximum drawdown	0.77	0.73	+0.04
Martin ratio: Return relative to average drawdown	1.42	1.20	+0.23

XLY.TO vs. YOLO - Sharpe Ratio Comparison

The current XLY.TO Sharpe Ratio is 0.43, which is comparable to the YOLO Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of XLY.TO and YOLO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XLY.TO vs. YOLO - Drawdown Comparison

The maximum XLY.TO drawdown since its inception was -99.32%, which is greater than YOLO's maximum drawdown of -94.04%. Use the drawdown chart below to compare losses from any high point for XLY.TO and YOLO.

Drawdown Indicators

	XLY.TO	YOLO	Difference
Max Drawdown Largest peak-to-trough decline	-99.32%	-94.04%	-5.28%
Max Drawdown (1Y) Largest decline over 1 year	-36.11%	-40.48%	+4.37%
Max Drawdown (3Y) Largest decline over 3 years	-58.33%	-65.05%	+6.72%
Max Drawdown (5Y) Largest decline over 5 years	-97.01%	-90.56%	-6.45%
Current Drawdown Current decline from peak	-87.50%	-89.84%	+2.34%
Average Drawdown Average peak-to-trough decline	-80.21%	-69.14%	-11.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.43%	24.46%	-5.03%

Volatility

XLY.TO vs. YOLO - Volatility Comparison

Auxly Cannabis Group Inc. (XLY.TO) has a higher volatility of 17.11% compared to AdvisorShares Pure Cannabis ETF (YOLO) at 14.87%. This indicates that XLY.TO's price experiences larger fluctuations and is considered to be riskier than YOLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XLY.TO	YOLO	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.11%	14.87%	+2.24%
Volatility (6M) Calculated over the trailing 6-month period	48.49%	39.46%	+9.03%
Volatility (1Y) Calculated over the trailing 1-year period	65.12%	75.55%	-10.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	180.44%	54.18%	+126.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	152.78%	51.48%	+101.30%

Dividends

XLY.TO vs. YOLO - Dividend Comparison

Neither XLY.TO nor YOLO has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
XLY.TO Auxly Cannabis Group Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
YOLO AdvisorShares Pure Cannabis ETF	0.00%	0.00%	3.57%	1.17%	0.55%	3.93%	2.03%	4.52%

Frequently Asked Questions

Can I hold both XLY.TO and YOLO in my portfolio?

XLY.TO and YOLO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.