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

Correlation

The correlation between YOLO and THCX is 0.76, 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. THCX - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-29.18%
0
YOLO
THCX

Key characteristics

Returns By Period


YOLO

YTD

-18.49%

1M

-8.05%

6M

-29.15%

1Y

-14.89%

5Y*

-25.10%

10Y*

N/A

THCX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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YOLO vs. THCX - Expense Ratio Comparison

Both YOLO and THCX have an expense ratio of 0.75%.


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 THCX: 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%

Risk-Adjusted Performance

YOLO vs. THCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Pure Cannabis ETF (YOLO) and Cannabis ETF (THCX). 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 -0.22, compared to the broader market0.002.004.00-0.220.13
The chart of Sortino ratio for YOLO, currently valued at 0.02, compared to the broader market-2.000.002.004.006.008.0010.000.020.28
The chart of Omega ratio for YOLO, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.001.001.08
The chart of Calmar ratio for YOLO, currently valued at -0.12, compared to the broader market0.005.0010.0015.00-0.120.02
The chart of Martin ratio for YOLO, currently valued at -0.47, compared to the broader market0.0020.0040.0060.0080.00100.00-0.470.29
YOLO
THCX


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.22
0.13
YOLO
THCX

Dividends

YOLO vs. THCX - Dividend Comparison

YOLO's dividend yield for the trailing twelve months is around 3.96%, while THCX has not paid dividends to shareholders.


TTM20232022202120202019
YOLO
AdvisorShares Pure Cannabis ETF
3.96%1.18%0.56%3.93%2.03%4.52%
THCX
Cannabis ETF
105.05%2.87%1.03%0.04%3.58%3.33%

Drawdowns

YOLO vs. THCX - Drawdown Comparison


-94.00%-92.00%-90.00%-88.00%JulyAugustSeptemberOctoberNovemberDecember
-91.49%
-94.08%
YOLO
THCX

Volatility

YOLO vs. THCX - Volatility Comparison

AdvisorShares Pure Cannabis ETF (YOLO) has a higher volatility of 8.35% compared to Cannabis ETF (THCX) at 0.00%. This indicates that YOLO's price experiences larger fluctuations and is considered to be riskier than THCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
8.35%
0
YOLO
THCX
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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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