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

Performance

YOLO vs. URA - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-33.17%
-1.76%
YOLO
URA

Returns By Period

In the year-to-date period, YOLO achieves a -10.34% return, which is significantly lower than URA's 17.51% return.


YOLO

YTD

-10.34%

1M

-21.19%

6M

-33.15%

1Y

-5.72%

5Y (annualized)

-25.61%

10Y (annualized)

N/A

URA

YTD

17.51%

1M

-2.84%

6M

-1.76%

1Y

18.50%

5Y (annualized)

28.18%

10Y (annualized)

5.01%

Key characteristics


YOLOURA
Sharpe Ratio-0.110.57
Sortino Ratio0.211.03
Omega Ratio1.031.12
Calmar Ratio-0.060.27
Martin Ratio-0.291.67
Ulcer Index19.82%12.22%
Daily Std Dev51.45%36.09%
Max Drawdown-91.56%-93.54%
Current Drawdown-90.64%-65.72%

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YOLO vs. URA - Expense Ratio Comparison

YOLO has a 0.75% expense ratio, which is higher than URA's 0.69% 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 URA: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%

Correlation

-0.50.00.51.00.4

The correlation between YOLO and URA is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

YOLO vs. URA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Pure Cannabis ETF (YOLO) and Global X Uranium ETF (URA). 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 -0.11, compared to the broader market0.002.004.006.00-0.110.57
The chart of Sortino ratio for YOLO, currently valued at 0.21, compared to the broader market-2.000.002.004.006.008.0010.0012.000.211.03
The chart of Omega ratio for YOLO, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.12
The chart of Calmar ratio for YOLO, currently valued at -0.06, compared to the broader market0.005.0010.0015.00-0.060.68
The chart of Martin ratio for YOLO, currently valued at -0.29, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-0.291.67
YOLO
URA

The current YOLO Sharpe Ratio is -0.11, which is lower than the URA Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of YOLO and URA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
-0.11
0.57
YOLO
URA

Dividends

YOLO vs. URA - Dividend Comparison

YOLO's dividend yield for the trailing twelve months is around 3.60%, less than URA's 5.25% yield.


TTM20232022202120202019201820172016201520142013
YOLO
AdvisorShares Pure Cannabis ETF
3.60%1.18%0.56%3.93%2.03%4.52%0.00%0.00%0.00%0.00%0.00%0.00%
URA
Global X Uranium ETF
5.25%6.07%0.76%5.85%1.69%1.66%0.45%2.03%7.28%1.96%4.28%0.54%

Drawdowns

YOLO vs. URA - Drawdown Comparison

The maximum YOLO drawdown since its inception was -91.56%, roughly equal to the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for YOLO and URA. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-90.64%
-2.84%
YOLO
URA

Volatility

YOLO vs. URA - Volatility Comparison

AdvisorShares Pure Cannabis ETF (YOLO) has a higher volatility of 23.74% compared to Global X Uranium ETF (URA) at 9.67%. This indicates that YOLO's price experiences larger fluctuations and is considered to be riskier than URA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
23.74%
9.67%
YOLO
URA