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

Key characteristics


YOLOVUG
YTD Return35.79%9.19%
1Y Return47.17%38.11%
3Y Return (Ann)-41.11%8.66%
5Y Return (Ann)-28.59%16.46%
Sharpe Ratio0.982.39
Daily Std Dev53.22%15.67%
Max Drawdown-91.56%-50.68%
Current Drawdown-85.83%-2.10%

Correlation

-0.50.00.51.00.5

The correlation between YOLO and VUG is 0.45, 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.

Performance

YOLO vs. VUG - Performance Comparison

In the year-to-date period, YOLO achieves a 35.79% return, which is significantly higher than VUG's 9.19% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%-50.00%0.00%50.00%100.00%December2024FebruaryMarchAprilMay
-81.26%
117.94%
YOLO
VUG

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

Vanguard Growth ETF

YOLO vs. VUG - Expense Ratio Comparison

YOLO has a 0.75% expense ratio, which is higher than VUG's 0.04% 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 VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

YOLO vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Pure Cannabis ETF (YOLO) and Vanguard Growth ETF (VUG). 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 market0.002.004.006.008.0010.0012.000.57
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
VUG
Sharpe ratio
The chart of Sharpe ratio for VUG, currently valued at 2.39, compared to the broader market0.002.004.002.39
Sortino ratio
The chart of Sortino ratio for VUG, currently valued at 3.27, compared to the broader market-2.000.002.004.006.008.003.27
Omega ratio
The chart of Omega ratio for VUG, currently valued at 1.41, compared to the broader market0.501.001.502.002.501.41
Calmar ratio
The chart of Calmar ratio for VUG, currently valued at 1.60, compared to the broader market0.002.004.006.008.0010.0012.001.60
Martin ratio
The chart of Martin ratio for VUG, currently valued at 11.80, compared to the broader market0.0020.0040.0060.0080.0011.80

YOLO vs. VUG - Sharpe Ratio Comparison

The current YOLO Sharpe Ratio is 0.98, which is lower than the VUG Sharpe Ratio of 2.39. The chart below compares the 12-month rolling Sharpe Ratio of YOLO and VUG.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.98
2.39
YOLO
VUG

Dividends

YOLO vs. VUG - Dividend Comparison

YOLO's dividend yield for the trailing twelve months is around 1.29%, more than VUG's 0.54% yield.


TTM20232022202120202019201820172016201520142013
YOLO
AdvisorShares Pure Cannabis ETF
1.29%1.17%0.55%3.93%2.03%4.52%0.00%0.00%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.54%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

YOLO vs. VUG - Drawdown Comparison

The maximum YOLO drawdown since its inception was -91.56%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for YOLO and VUG. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-85.83%
-2.10%
YOLO
VUG

Volatility

YOLO vs. VUG - Volatility Comparison

AdvisorShares Pure Cannabis ETF (YOLO) has a higher volatility of 23.74% compared to Vanguard Growth ETF (VUG) at 5.84%. This indicates that YOLO's price experiences larger fluctuations and is considered to be riskier than VUG 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%December2024FebruaryMarchAprilMay
23.74%
5.84%
YOLO
VUG