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YOLO vs. GDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YOLO vs. GDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Pure Cannabis ETF (YOLO) and VanEck Gold Miners ETF (GDX). The values are adjusted to include any dividend payments, if applicable.

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YOLO vs. GDX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
YOLO
AdvisorShares Pure Cannabis ETF
-19.09%36.36%-17.81%-15.10%-72.21%-20.48%47.17%-50.02%
GDX
VanEck Gold Miners ETF
11.94%154.77%10.63%9.98%-9.01%-9.52%23.66%38.21%

Returns By Period

In the year-to-date period, YOLO achieves a -19.09% return, which is significantly lower than GDX's 11.94% return.


YOLO

1D
1.52%
1M
-6.64%
YTD
-19.09%
6M
-23.28%
1Y
50.85%
3Y*
-1.62%
5Y*
-34.43%
10Y*

GDX

1D
4.62%
1M
-16.76%
YTD
11.94%
6M
25.38%
1Y
111.15%
3Y*
45.40%
5Y*
25.09%
10Y*
18.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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YOLO vs. GDX - Expense Ratio Comparison

YOLO has a 0.75% expense ratio, which is higher than GDX's 0.51% expense ratio.


Return for Risk

YOLO vs. GDX — Risk / Return Rank

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

YOLO
YOLO Risk / Return Rank: 4545
Overall Rank
YOLO Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
YOLO Sortino Ratio Rank: 6363
Sortino Ratio Rank
YOLO Omega Ratio Rank: 4949
Omega Ratio Rank
YOLO Calmar Ratio Rank: 4545
Calmar Ratio Rank
YOLO Martin Ratio Rank: 3131
Martin Ratio Rank

GDX
GDX Risk / Return Rank: 9292
Overall Rank
GDX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GDX Sortino Ratio Rank: 9090
Sortino Ratio Rank
GDX Omega Ratio Rank: 8989
Omega Ratio Rank
GDX Calmar Ratio Rank: 9393
Calmar Ratio Rank
GDX Martin Ratio Rank: 9191
Martin Ratio Rank
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.

YOLO vs. GDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Pure Cannabis ETF (YOLO) and VanEck Gold Miners ETF (GDX). 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.


YOLOGDXDifference

Sharpe ratio

Return per unit of total volatility

0.71

2.42

-1.71

Sortino ratio

Return per unit of downside risk

1.67

2.60

-0.93

Omega ratio

Gain probability vs. loss probability

1.20

1.38

-0.18

Calmar ratio

Return relative to maximum drawdown

1.24

3.58

-2.34

Martin ratio

Return relative to average drawdown

2.75

12.86

-10.11

YOLO vs. GDX - Sharpe Ratio Comparison

The current YOLO Sharpe Ratio is 0.71, which is lower than the GDX Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of YOLO and GDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


YOLOGDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

2.42

-1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.66

0.71

-1.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.51

0.14

-0.65

Correlation

The correlation between YOLO and GDX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

YOLO vs. GDX - Dividend Comparison

YOLO has not paid dividends to shareholders, while GDX's dividend yield for the trailing twelve months is around 0.66%.


TTM20252024202320222021202020192018201720162015
YOLO
AdvisorShares Pure Cannabis ETF
0.00%0.00%3.57%1.17%0.55%3.93%2.03%4.52%0.00%0.00%0.00%0.00%
GDX
VanEck Gold Miners ETF
0.66%0.74%1.19%1.61%1.66%1.67%0.53%0.67%0.50%0.76%0.26%0.85%

Drawdowns

YOLO vs. GDX - Drawdown Comparison

The maximum YOLO drawdown since its inception was -94.68%, which is greater than GDX's maximum drawdown of -80.34%. Use the drawdown chart below to compare losses from any high point for YOLO and GDX.


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Drawdown Indicators


YOLOGDXDifference

Max Drawdown

Largest peak-to-trough decline

-94.68%

-80.34%

-14.34%

Max Drawdown (1Y)

Largest decline over 1 year

-41.09%

-30.84%

-10.25%

Max Drawdown (5Y)

Largest decline over 5 years

-93.23%

-46.51%

-46.72%

Max Drawdown (10Y)

Largest decline over 10 years

-49.79%

Current Drawdown

Current decline from peak

-90.54%

-17.12%

-73.42%

Average Drawdown

Average peak-to-trough decline

-68.44%

-40.60%

-27.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.46%

8.58%

+9.88%

Volatility

YOLO vs. GDX - Volatility Comparison

The current volatility for AdvisorShares Pure Cannabis ETF (YOLO) is 15.29%, while VanEck Gold Miners ETF (GDX) has a volatility of 17.26%. This indicates that YOLO experiences smaller price fluctuations and is considered to be less risky than GDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YOLOGDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.29%

17.26%

-1.97%

Volatility (6M)

Calculated over the trailing 6-month period

50.82%

38.43%

+12.39%

Volatility (1Y)

Calculated over the trailing 1-year period

71.85%

46.20%

+25.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.54%

35.76%

+16.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.88%

37.46%

+13.42%