YOLO vs. SMCP

Last updated Apr 3, 2026

Compare and contrast key facts about AdvisorShares Pure Cannabis ETF (YOLO) and AlphaMark Actively Managed Small Cap ETF (SMCP).

YOLO and SMCP 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. SMCP is a passively managed fund by AlphaMark Advisors that tracks the performance of the Actively Managed. It was launched on Apr 20, 2015.

Performance

YOLO vs. SMCP - Performance Comparison

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

YOLO vs. SMCP - Yearly Performance Comparison

	2026 (YTD)
YOLO AdvisorShares Pure Cannabis ETF	-6.44%
SMCP AlphaMark Actively Managed Small Cap ETF	0.00%

Returns By Period

YOLO

• 1D: 3.37%
• 1M: -4.50%
• YTD: -16.36%
• 6M: -21.81%
• 1Y: 55.31%
• 3Y*: -0.06%
• 5Y*: -34.00%
• 10Y*: —

SMCP

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

YOLO vs. SMCP - Expense Ratio Comparison

YOLO has a 0.75% expense ratio, which is lower than SMCP's 0.90% expense ratio.

SMCP

AlphaMark Actively Managed Small Cap ETF

YOLO

AdvisorShares Pure Cannabis ETF

Return for Risk

YOLO vs. SMCP — Risk / Return Rank

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

YOLO

YOLO Risk / Return Rank: 45
YOLO Sharpe Ratio Rank: 37
YOLO Sortino Ratio Rank: 65
YOLO Omega Ratio Rank: 51
YOLO Calmar Ratio Rank: 44
YOLO Martin Ratio Rank: 29

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. SMCP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Pure Cannabis ETF (YOLO) and AlphaMark Actively Managed Small Cap ETF (SMCP). 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	SMCP	Difference
Sharpe ratio Return per unit of total volatility	0.77	—	—
Sortino ratio Return per unit of downside risk	1.74	—	—
Omega ratio Gain probability vs. loss probability	1.21	—	—
Calmar ratio Return relative to maximum drawdown	1.36	—	—
Martin ratio Return relative to average drawdown	3.01	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	YOLO	SMCP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.77	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.65	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.50	—	—

Dividends

YOLO vs. SMCP - Dividend Comparison

Neither YOLO nor SMCP has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019
YOLO AdvisorShares Pure Cannabis ETF	0.00%	0.00%	3.57%	1.17%	0.55%	3.93%	2.03%	4.52%
SMCP AlphaMark Actively Managed Small Cap ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

YOLO vs. SMCP - Drawdown Comparison

The maximum YOLO drawdown since its inception was -94.68%, which is greater than SMCP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for YOLO and SMCP.

Drawdown Indicators

	YOLO	SMCP	Difference
Max Drawdown Largest peak-to-trough decline	-94.68%	0.00%	-94.68%
Max Drawdown (1Y) Largest decline over 1 year	-41.09%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-93.23%	—	—
Current Drawdown Current decline from peak	-90.22%	0.00%	-90.22%
Average Drawdown Average peak-to-trough decline	-68.45%	0.00%	-68.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.59%	—	—

Volatility

Volatility by Period

	YOLO	SMCP	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.55%	—	—
Volatility (6M) Calculated over the trailing 6-month period	50.93%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	71.92%	0.00%	+71.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.54%	0.00%	+52.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.88%	0.00%	+50.88%