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YOLO vs. MSOS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between YOLO and MSOS is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

YOLO vs. MSOS - Performance Comparison

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

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-29.11%
-50.49%
YOLO
MSOS

Key characteristics

Sharpe Ratio

YOLO:

-0.30

MSOS:

-0.53

Sortino Ratio

YOLO:

-0.11

MSOS:

-0.40

Omega Ratio

YOLO:

0.99

MSOS:

0.95

Calmar Ratio

YOLO:

-0.16

MSOS:

-0.45

Martin Ratio

YOLO:

-0.65

MSOS:

-1.26

Ulcer Index

YOLO:

23.11%

MSOS:

33.52%

Daily Std Dev

YOLO:

50.44%

MSOS:

79.93%

Max Drawdown

YOLO:

-91.71%

MSOS:

-93.55%

Current Drawdown

YOLO:

-91.71%

MSOS:

-93.46%

Returns By Period

In the year-to-date period, YOLO achieves a -20.53% return, which is significantly higher than MSOS's -48.64% return.


YOLO

YTD

-20.53%

1M

-12.69%

6M

-30.15%

1Y

-15.85%

5Y*

-25.39%

10Y*

N/A

MSOS

YTD

-48.64%

1M

-23.08%

6M

-50.48%

1Y

-41.46%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


YOLO vs. MSOS - Expense Ratio Comparison

YOLO has a 0.75% expense ratio, which is higher than MSOS's 0.74% expense ratio.


YOLO
AdvisorShares Pure Cannabis ETF
Expense ratio chart for YOLO: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for MSOS: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%

Risk-Adjusted Performance

YOLO vs. MSOS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Pure Cannabis ETF (YOLO) and AdvisorShares Pure US Cannabis ETF (MSOS). 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.


Sharpe ratio
The chart of Sharpe ratio for YOLO, currently valued at -0.31, compared to the broader market0.002.004.00-0.31-0.53
The chart of Sortino ratio for YOLO, currently valued at -0.14, compared to the broader market-2.000.002.004.006.008.0010.00-0.14-0.40
The chart of Omega ratio for YOLO, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.000.980.95
The chart of Calmar ratio for YOLO, currently valued at -0.17, compared to the broader market0.005.0010.0015.00-0.17-0.45
The chart of Martin ratio for YOLO, currently valued at -0.68, compared to the broader market0.0020.0040.0060.0080.00100.00-0.68-1.26
YOLO
MSOS

The current YOLO Sharpe Ratio is -0.30, which is higher than the MSOS Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of YOLO and MSOS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.31
-0.53
YOLO
MSOS

Dividends

YOLO vs. MSOS - Dividend Comparison

YOLO's dividend yield for the trailing twelve months is around 4.06%, while MSOS has not paid dividends to shareholders.


TTM20232022202120202019
YOLO
AdvisorShares Pure Cannabis ETF
4.06%1.18%0.56%3.93%2.03%4.52%
MSOS
AdvisorShares Pure US Cannabis ETF
0.00%0.00%0.00%0.27%0.00%0.00%

Drawdowns

YOLO vs. MSOS - Drawdown Comparison

The maximum YOLO drawdown since its inception was -91.71%, roughly equal to the maximum MSOS drawdown of -93.55%. Use the drawdown chart below to compare losses from any high point for YOLO and MSOS. For additional features, visit the drawdowns tool.


-94.00%-92.00%-90.00%-88.00%-86.00%JulyAugustSeptemberOctoberNovemberDecember
-91.71%
-93.46%
YOLO
MSOS

Volatility

YOLO vs. MSOS - Volatility Comparison

The current volatility for AdvisorShares Pure Cannabis ETF (YOLO) is 8.00%, while AdvisorShares Pure US Cannabis ETF (MSOS) has a volatility of 16.43%. This indicates that YOLO experiences smaller price fluctuations and is considered to be less risky than MSOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
8.00%
16.43%
YOLO
MSOS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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