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YOLO vs. HITI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YOLO vs. HITI - Performance Comparison

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

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Returns By Period

In the year-to-date period, YOLO achieves a -19.39% return, which is significantly lower than HITI's -16.23% return.


YOLO

1D
-5.00%
1M
-8.90%
YTD
-19.39%
6M
-20.12%
1Y
51.14%
3Y*
2.29%
5Y*
-32.93%
10Y*

HITI

1D
-3.06%
1M
-7.11%
YTD
-16.23%
6M
-20.71%
1Y
2.78%
3Y*
23.10%
5Y*
-22.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YOLO vs. HITI - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
YOLO
AdvisorShares Pure Cannabis ETF
-19.39%36.36%-17.81%-15.10%-72.21%-20.48%47.17%-51.27%
HITI
High Tide Inc
-16.23%-14.24%89.57%5.84%-63.76%41.45%47.39%-59.00%

Correlation

The correlation between YOLO and HITI is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2019

0.40

The correlation between YOLO and HITI shifts across timeframes, from 0.40 (all time) to 0.51 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

YOLO vs. HITI — Risk / Return Rank

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

YOLO
YOLO Risk / Return Rank: 2626
Overall Rank
YOLO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
YOLO Sortino Ratio Rank: 3232
Sortino Ratio Rank
YOLO Omega Ratio Rank: 2929
Omega Ratio Rank
YOLO Calmar Ratio Rank: 2727
Calmar Ratio Rank
YOLO Martin Ratio Rank: 2020
Martin Ratio Rank

HITI
HITI Risk / Return Rank: 4444
Overall Rank
HITI Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
HITI Sortino Ratio Rank: 4444
Sortino Ratio Rank
HITI Omega Ratio Rank: 4242
Omega Ratio Rank
HITI Calmar Ratio Rank: 4444
Calmar Ratio Rank
HITI Martin Ratio Rank: 4444
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. HITI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Pure Cannabis ETF (YOLO) and High Tide Inc (HITI). 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.


YOLOHITIDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

1.19

1.05

+0.14

Calmar ratioReturn relative to maximum drawdown

1.25

0.06

+1.19

Martin ratioReturn relative to average drawdown

2.25

0.09

+2.16

YOLO vs. HITI - Sharpe Ratio Comparison

The current YOLO Sharpe Ratio is 0.69, which is higher than the HITI Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of YOLO and HITI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

YOLO vs. HITI - Drawdown Comparison

The maximum YOLO drawdown since its inception was -94.68%, roughly equal to the maximum HITI drawdown of -91.20%. Use the drawdown chart below to compare losses from any high point for YOLO and HITI.


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Drawdown Indicators


YOLOHITIDifference

Max Drawdown

Largest peak-to-trough decline

-94.68%

-91.20%

-3.48%

Max Drawdown (1Y)

Largest decline over 1 year

-41.09%

-44.22%

+3.13%

Max Drawdown (3Y)

Largest decline over 3 years

-66.45%

-51.56%

-14.89%

Max Drawdown (5Y)

Largest decline over 5 years

-92.37%

-87.52%

-4.85%

Current Drawdown

Current decline from peak

-90.57%

-81.22%

-9.35%

Average Drawdown

Average peak-to-trough decline

-69.06%

-68.48%

-0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.81%

30.25%

-7.44%

Volatility

YOLO vs. HITI - Volatility Comparison

The current volatility for AdvisorShares Pure Cannabis ETF (YOLO) is 13.47%, while High Tide Inc (HITI) has a volatility of 16.52%. This indicates that YOLO experiences smaller price fluctuations and is considered to be less risky than HITI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YOLOHITIDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.47%

16.52%

-3.05%

Volatility (6M)

Calculated over the trailing 6-month period

38.34%

30.28%

+8.06%

Volatility (1Y)

Calculated over the trailing 1-year period

75.07%

51.63%

+23.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.79%

62.99%

-9.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.30%

81.37%

-30.07%

Dividends

YOLO vs. HITI - Dividend Comparison

Neither YOLO nor HITI has paid dividends to shareholders.


PositionTTM2025202420232022202120202019
HITI
High Tide 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


YOLO and HITI have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HITI has higher volatility (16.52%) compared to YOLO (13.47%). In terms of maximum drawdown, YOLO dropped -94.68% vs HITI's -91.20%.

YOLO currently has the higher Sharpe Ratio (0.69 vs 0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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