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AIGA.L vs. COFF.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

AIGA.L vs. COFF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Agriculture (AIGA.L) and WisdomTree Coffee (COFF.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AIGA.L:

-0.09

COFF.L:

0.77

Sortino Ratio

AIGA.L:

0.12

COFF.L:

1.20

Omega Ratio

AIGA.L:

1.01

COFF.L:

1.14

Calmar Ratio

AIGA.L:

0.00

COFF.L:

0.38

Martin Ratio

AIGA.L:

0.03

COFF.L:

2.58

Ulcer Index

AIGA.L:

5.24%

COFF.L:

10.53%

Daily Std Dev

AIGA.L:

14.17%

COFF.L:

36.74%

Max Drawdown

AIGA.L:

-68.40%

COFF.L:

-88.11%

Current Drawdown

AIGA.L:

-45.50%

COFF.L:

-58.93%

Returns By Period

In the year-to-date period, AIGA.L achieves a -2.43% return, which is significantly higher than COFF.L's -3.31% return. Over the past 10 years, AIGA.L has underperformed COFF.L with an annualized return of -0.36%, while COFF.L has yielded a comparatively higher 3.67% annualized return.


AIGA.L

YTD
-2.43%
1M
-3.94%
6M
-3.20%
1Y
0.17%
3Y*
-2.46%
5Y*
10.40%
10Y*
-0.36%

COFF.L

YTD
-3.31%
1M
-16.39%
6M
-6.14%
1Y
27.12%
3Y*
22.29%
5Y*
27.30%
10Y*
3.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WisdomTree Agriculture

WisdomTree Coffee

AIGA.L vs. COFF.L - Expense Ratio Comparison

Both AIGA.L and COFF.L have an expense ratio of 0.49%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AIGA.L vs. COFF.L — Risk-Adjusted Performance Rank

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

AIGA.L
The Risk-Adjusted Performance Rank of AIGA.L is 1414
Overall Rank
The Sharpe Ratio Rank of AIGA.L is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of AIGA.L is 1414
Sortino Ratio Rank
The Omega Ratio Rank of AIGA.L is 1414
Omega Ratio Rank
The Calmar Ratio Rank of AIGA.L is 1515
Calmar Ratio Rank
The Martin Ratio Rank of AIGA.L is 1515
Martin Ratio Rank

COFF.L
The Risk-Adjusted Performance Rank of COFF.L is 5656
Overall Rank
The Sharpe Ratio Rank of COFF.L is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of COFF.L is 6464
Sortino Ratio Rank
The Omega Ratio Rank of COFF.L is 5454
Omega Ratio Rank
The Calmar Ratio Rank of COFF.L is 3939
Calmar Ratio Rank
The Martin Ratio Rank of COFF.L is 5959
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.

AIGA.L vs. COFF.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Agriculture (AIGA.L) and WisdomTree Coffee (COFF.L). 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.


The current AIGA.L Sharpe Ratio is -0.09, which is lower than the COFF.L Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of AIGA.L and COFF.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Correlation

The correlation between AIGA.L and COFF.L is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AIGA.L vs. COFF.L - Dividend Comparison

Neither AIGA.L nor COFF.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AIGA.L vs. COFF.L - Drawdown Comparison

The maximum AIGA.L drawdown since its inception was -68.40%, smaller than the maximum COFF.L drawdown of -88.11%. Use the drawdown chart below to compare losses from any high point for AIGA.L and COFF.L.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AIGA.L vs. COFF.L - Volatility Comparison

The current volatility for WisdomTree Agriculture (AIGA.L) is 4.48%, while WisdomTree Coffee (COFF.L) has a volatility of 9.69%. This indicates that AIGA.L experiences smaller price fluctuations and is considered to be less risky than COFF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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