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

Key characteristics


YOLOMSOS
YTD Return35.79%37.95%
1Y Return47.17%64.74%
3Y Return (Ann)-41.11%-39.07%
Sharpe Ratio0.981.05
Daily Std Dev53.22%76.88%
Max Drawdown-91.56%-91.24%
Current Drawdown-85.83%-82.43%

Correlation

-0.50.00.51.00.8

The correlation between YOLO and MSOS is 0.84, 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.

Performance

YOLO vs. MSOS - Performance Comparison

In the year-to-date period, YOLO achieves a 35.79% return, which is significantly lower than MSOS's 37.95% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-75.00%-70.00%-65.00%-60.00%-55.00%December2024FebruaryMarchAprilMay
-64.18%
-60.80%
YOLO
MSOS

Compare stocks, funds, or ETFs

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


AdvisorShares Pure Cannabis ETF

AdvisorShares Pure US Cannabis ETF

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.


YOLO
Sharpe ratio
The chart of Sharpe ratio for YOLO, currently valued at 0.98, compared to the broader market0.002.004.000.98
Sortino ratio
The chart of Sortino ratio for YOLO, currently valued at 1.82, compared to the broader market-2.000.002.004.006.008.001.82
Omega ratio
The chart of Omega ratio for YOLO, currently valued at 1.22, compared to the broader market0.501.001.502.002.501.22
Calmar ratio
The chart of Calmar ratio for YOLO, currently valued at 0.57, compared to the broader market0.002.004.006.008.0010.0012.0014.000.57
Martin ratio
The chart of Martin ratio for YOLO, currently valued at 3.18, compared to the broader market0.0020.0040.0060.0080.003.18
MSOS
Sharpe ratio
The chart of Sharpe ratio for MSOS, currently valued at 1.05, compared to the broader market0.002.004.001.05
Sortino ratio
The chart of Sortino ratio for MSOS, currently valued at 1.97, compared to the broader market-2.000.002.004.006.008.001.97
Omega ratio
The chart of Omega ratio for MSOS, currently valued at 1.23, compared to the broader market0.501.001.502.002.501.23
Calmar ratio
The chart of Calmar ratio for MSOS, currently valued at 0.89, compared to the broader market0.002.004.006.008.0010.0012.0014.000.89
Martin ratio
The chart of Martin ratio for MSOS, currently valued at 4.48, compared to the broader market0.0020.0040.0060.0080.004.48

YOLO vs. MSOS - Sharpe Ratio Comparison

The current YOLO Sharpe Ratio is 0.98, which roughly equals the MSOS Sharpe Ratio of 1.05. The chart below compares the 12-month rolling Sharpe Ratio of YOLO and MSOS.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00December2024FebruaryMarchAprilMay
0.98
1.05
YOLO
MSOS

Dividends

YOLO vs. MSOS - Dividend Comparison

YOLO's dividend yield for the trailing twelve months is around 1.29%, while MSOS has not paid dividends to shareholders.


TTM20232022202120202019
YOLO
AdvisorShares Pure Cannabis ETF
1.29%1.17%0.55%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 -91.24%. Use the drawdown chart below to compare losses from any high point for YOLO and MSOS. For additional features, visit the drawdowns tool.


-90.00%-88.00%-86.00%-84.00%-82.00%-80.00%December2024FebruaryMarchAprilMay
-85.83%
-82.43%
YOLO
MSOS

Volatility

YOLO vs. MSOS - Volatility Comparison

The current volatility for AdvisorShares Pure Cannabis ETF (YOLO) is 23.74%, while AdvisorShares Pure US Cannabis ETF (MSOS) has a volatility of 32.52%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%December2024FebruaryMarchAprilMay
23.74%
32.52%
YOLO
MSOS