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YOLO vs. REGL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YOLO vs. REGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Pure Cannabis ETF (YOLO) and ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL). The values are adjusted to include any dividend payments, if applicable.

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YOLO vs. REGL - 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%
REGL
ProShares S&P MidCap 400 Dividend Aristocrats ETF
3.68%6.89%12.26%5.41%-0.62%20.38%7.50%5.87%

Returns By Period

In the year-to-date period, YOLO achieves a -19.09% return, which is significantly lower than REGL's 3.68% return.


YOLO

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

REGL

1D
0.45%
1M
-5.49%
YTD
3.68%
6M
3.27%
1Y
9.65%
3Y*
9.67%
5Y*
6.92%
10Y*
9.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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YOLO vs. REGL - Expense Ratio Comparison

YOLO has a 0.75% expense ratio, which is higher than REGL's 0.40% expense ratio.


Return for Risk

YOLO vs. REGL — 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

REGL
REGL Risk / Return Rank: 3232
Overall Rank
REGL Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
REGL Sortino Ratio Rank: 3131
Sortino Ratio Rank
REGL Omega Ratio Rank: 2828
Omega Ratio Rank
REGL Calmar Ratio Rank: 3535
Calmar Ratio Rank
REGL Martin Ratio Rank: 3535
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. REGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Pure Cannabis ETF (YOLO) and ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL). 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.


YOLOREGLDifference

Sharpe ratio

Return per unit of total volatility

0.71

0.60

+0.11

Sortino ratio

Return per unit of downside risk

1.67

0.97

+0.69

Omega ratio

Gain probability vs. loss probability

1.20

1.12

+0.07

Calmar ratio

Return relative to maximum drawdown

1.24

0.93

+0.31

Martin ratio

Return relative to average drawdown

2.75

3.24

-0.49

YOLO vs. REGL - Sharpe Ratio Comparison

The current YOLO Sharpe Ratio is 0.71, which is comparable to the REGL Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of YOLO and REGL, 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


YOLOREGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.60

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.66

0.43

-1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.51

0.53

-1.04

Correlation

The correlation between YOLO and REGL is 0.36, 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. REGL - Dividend Comparison

YOLO has not paid dividends to shareholders, while REGL's dividend yield for the trailing twelve months is around 2.24%.


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%
REGL
ProShares S&P MidCap 400 Dividend Aristocrats ETF
2.24%2.32%2.28%2.40%2.32%2.50%2.41%1.96%2.09%1.63%1.20%1.66%

Drawdowns

YOLO vs. REGL - Drawdown Comparison

The maximum YOLO drawdown since its inception was -94.68%, which is greater than REGL's maximum drawdown of -36.37%. Use the drawdown chart below to compare losses from any high point for YOLO and REGL.


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Drawdown Indicators


YOLOREGLDifference

Max Drawdown

Largest peak-to-trough decline

-94.68%

-36.37%

-58.31%

Max Drawdown (1Y)

Largest decline over 1 year

-41.09%

-10.94%

-30.15%

Max Drawdown (5Y)

Largest decline over 5 years

-93.23%

-16.96%

-76.27%

Max Drawdown (10Y)

Largest decline over 10 years

-36.37%

Current Drawdown

Current decline from peak

-90.54%

-6.09%

-84.45%

Average Drawdown

Average peak-to-trough decline

-68.44%

-4.09%

-64.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.46%

3.13%

+15.33%

Volatility

YOLO vs. REGL - Volatility Comparison

AdvisorShares Pure Cannabis ETF (YOLO) has a higher volatility of 15.29% compared to ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL) at 4.30%. This indicates that YOLO's price experiences larger fluctuations and is considered to be riskier than REGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YOLOREGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.29%

4.30%

+10.99%

Volatility (6M)

Calculated over the trailing 6-month period

50.82%

9.20%

+41.62%

Volatility (1Y)

Calculated over the trailing 1-year period

71.85%

16.26%

+55.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.54%

16.11%

+36.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.88%

18.31%

+32.57%