PortfoliosLab logo
Bloomberg Agriculture Index (^BCOMAG)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Bloomberg Agriculture Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%500.00%1,000.00%1,500.00%2,000.00%December2025FebruaryMarchAprilMay
-43.25%
1,649.33%
^BCOMAG (Bloomberg Agriculture Index)
Benchmark (^GSPC)

Returns By Period

Bloomberg Agriculture Index (^BCOMAG) returned -0.28% year-to-date (YTD) and -6.79% over the past 12 months. Over the past 10 years, ^BCOMAG returned -0.05% annually, underperforming the S&P 500 benchmark at 10.31%.


^BCOMAG

YTD

-0.28%

1M

0.39%

6M

1.08%

1Y

-6.79%

5Y*

10.15%

10Y*

-0.05%

^GSPC (Benchmark)

YTD

-4.26%

1M

11.24%

6M

-5.02%

1Y

8.55%

5Y*

14.02%

10Y*

10.31%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^BCOMAG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.45%-2.62%-0.75%0.82%-2.02%-0.28%
2024-1.51%-4.76%2.09%-1.48%3.20%-6.29%-5.29%0.85%7.19%-4.53%1.55%0.79%-8.72%
20231.88%-3.58%0.63%-2.03%-4.65%4.60%2.12%-1.93%-4.63%1.86%1.49%-4.85%-9.25%
20225.80%8.85%4.04%5.64%-2.01%-9.16%-2.22%3.32%-1.88%0.77%-0.65%1.26%13.22%
20214.80%3.75%-1.78%14.05%-0.94%-0.19%-0.98%0.05%-0.11%2.94%-0.37%3.60%26.61%
2020-5.45%-1.70%-3.30%-5.68%-0.91%1.77%2.52%5.49%3.44%3.92%5.75%10.41%16.03%
20192.82%-4.08%-2.41%-3.54%7.35%0.33%-5.31%-5.21%4.01%1.59%-0.57%5.61%-0.41%
20181.22%4.59%-2.94%1.28%0.42%-10.62%2.52%-6.13%-2.25%1.96%0.23%-2.59%-12.54%
20173.27%-0.33%-5.88%-1.30%-2.25%3.00%0.76%-6.94%-0.09%-1.02%0.30%-1.60%-11.89%
2016-0.83%-2.81%4.41%7.01%3.41%1.76%-7.44%-4.81%4.22%3.08%-2.89%-2.30%1.76%
2015-5.74%2.21%-5.37%-0.53%-3.51%12.81%-11.12%-3.85%2.22%1.58%-2.72%-1.03%-15.65%
2014-0.47%11.51%4.96%3.48%-7.19%-6.28%-7.32%-2.25%-9.55%8.91%-1.14%-1.92%-9.26%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^BCOMAG is 16, meaning it’s performing worse than 84% of other indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^BCOMAG is 1616
Overall Rank
The Sharpe Ratio Rank of ^BCOMAG is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of ^BCOMAG is 1111
Sortino Ratio Rank
The Omega Ratio Rank of ^BCOMAG is 1313
Omega Ratio Rank
The Calmar Ratio Rank of ^BCOMAG is 2424
Calmar Ratio Rank
The Martin Ratio Rank of ^BCOMAG is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Bloomberg Agriculture Index (^BCOMAG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current Bloomberg Agriculture Index Sharpe ratio is -0.39. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Bloomberg Agriculture Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.50
0.44
^BCOMAG (Bloomberg Agriculture Index)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-60.33%
-8.35%
^BCOMAG (Bloomberg Agriculture Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Bloomberg Agriculture Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Bloomberg Agriculture Index was 76.17%, occurring on Jun 26, 2020. The portfolio has not yet recovered.

The current Bloomberg Agriculture Index drawdown is 60.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-76.17%May 30, 19975797Jun 26, 2020
-22.95%Mar 6, 1991572Jun 16, 1993233May 23, 1994805
-19.65%May 20, 1996118Nov 5, 1996139May 29, 1997257
-10.01%Jul 19, 1994103Dec 14, 1994146Jul 17, 1995249
-7.22%May 24, 199422Jun 23, 199411Jul 11, 199433

Volatility

Volatility Chart

The current Bloomberg Agriculture Index volatility is 3.69%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
3.69%
11.43%
^BCOMAG (Bloomberg Agriculture Index)
Benchmark (^GSPC)