YOLO vs. MSOS
Compare and contrast key facts about AdvisorShares Pure Cannabis ETF (YOLO) and AdvisorShares Pure US Cannabis ETF (MSOS).
YOLO and MSOS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. YOLO is an actively managed fund by AdvisorShares. It was launched on Apr 17, 2019. MSOS is an actively managed fund by AdvisorShares. It was launched on Sep 1, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: YOLO or MSOS.
Performance
YOLO vs. MSOS - Performance Comparison
Returns By Period
In the year-to-date period, YOLO achieves a -12.04% return, which is significantly higher than MSOS's -34.81% return.
YOLO
-12.04%
-26.21%
-29.13%
-9.71%
-25.21%
N/A
MSOS
-34.81%
-40.49%
-43.79%
-33.67%
N/A
N/A
Key characteristics
| YOLO | MSOS | |
|---|---|---|
| Sharpe Ratio | -0.17 | -0.41 |
| Sortino Ratio | 0.11 | -0.13 |
| Omega Ratio | 1.01 | 0.98 |
| Calmar Ratio | -0.10 | -0.36 |
| Martin Ratio | -0.44 | -1.15 |
| Ulcer Index | 20.17% | 28.82% |
| Daily Std Dev | 51.45% | 80.39% |
| Max Drawdown | -91.56% | -92.64% |
| Current Drawdown | -90.82% | -91.70% |
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YOLO vs. MSOS - Expense Ratio Comparison
YOLO has a 0.75% expense ratio, which is higher than MSOS's 0.74% expense ratio.
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.
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.
Dividends
YOLO vs. MSOS - Dividend Comparison
YOLO's dividend yield for the trailing twelve months is around 3.67%, while MSOS has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
YOLO AdvisorShares Pure Cannabis ETF | 3.67% | 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 -91.56%, roughly equal to the maximum MSOS drawdown of -92.64%. Use the drawdown chart below to compare losses from any high point for YOLO and MSOS. For additional features, visit the drawdowns tool.
Volatility
YOLO vs. MSOS - Volatility Comparison
The current volatility for AdvisorShares Pure Cannabis ETF (YOLO) is 22.45%, while AdvisorShares Pure US Cannabis ETF (MSOS) has a volatility of 44.69%. 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.