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AIGA.L vs. MKC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIGA.L vs. MKC - Performance Comparison

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

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Returns By Period

In the year-to-date period, AIGA.L achieves a 2.21% return, which is significantly higher than MKC's -27.49% return. Over the past 10 years, AIGA.L has underperformed MKC with an annualized return of 0.03%, while MKC has yielded a comparatively higher 1.82% annualized return.


AIGA.L

1D
-0.17%
1M
-5.79%
YTD
2.21%
6M
-0.00%
1Y
-1.31%
3Y*
-3.46%
5Y*
0.70%
10Y*
0.03%

MKC

1D
-0.57%
1M
5.61%
YTD
-27.49%
6M
-25.55%
1Y
-31.93%
3Y*
-16.44%
5Y*
-9.29%
10Y*
1.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIGA.L vs. MKC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIGA.L
WisdomTree Agriculture
2.21%-2.00%-6.82%-4.27%13.91%25.62%14.26%0.00%-17.58%0.00%
MKC
McCormick & Company, Incorporated
-27.49%-8.33%13.97%-15.68%-12.65%2.67%14.70%23.65%39.01%11.34%

Correlation

The correlation between AIGA.L and MKC is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (10Y)
Calculated over the trailing 10-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.03

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Return for Risk

AIGA.L vs. MKC — Risk / Return Rank

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

AIGA.L
AIGA.L Risk / Return Rank: 99
Overall Rank
AIGA.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
AIGA.L Sortino Ratio Rank: 99
Sortino Ratio Rank
AIGA.L Omega Ratio Rank: 99
Omega Ratio Rank
AIGA.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
AIGA.L Martin Ratio Rank: 1010
Martin Ratio Rank

MKC
MKC Risk / Return Rank: 55
Overall Rank
MKC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
MKC Sortino Ratio Rank: 44
Sortino Ratio Rank
MKC Omega Ratio Rank: 66
Omega Ratio Rank
MKC Calmar Ratio Rank: 99
Calmar Ratio Rank
MKC Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AIGA.L vs. MKC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Agriculture (AIGA.L) and McCormick & Company, Incorporated (MKC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AIGA.LMKCDifference
Sharpe ratioReturn per unit of total volatility

+1.21

Sortino ratioReturn per unit of downside risk

+1.81

Omega ratioGain probability vs. loss probability

1.01

0.80

+0.21

Calmar ratioReturn relative to maximum drawdown

0.02

-0.85

+0.87

Martin ratioReturn relative to average drawdown

0.04

-1.69

+1.72

AIGA.L vs. MKC - Sharpe Ratio Comparison

The current AIGA.L Sharpe Ratio is 0.01, which is higher than the MKC Sharpe Ratio of -1.20. The chart below compares the historical Sharpe Ratios of AIGA.L and MKC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AIGA.L vs. MKC - Drawdown Comparison

The maximum AIGA.L drawdown since its inception was -67.98%, which is greater than MKC's maximum drawdown of -52.02%. Use the drawdown chart below to compare losses from any high point for AIGA.L and MKC.


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Drawdown Indicators


AIGA.LMKCDifference

Max Drawdown

Largest peak-to-trough decline

-67.98%

-52.02%

-15.96%

Max Drawdown (1Y)

Largest decline over 1 year

-10.42%

-39.50%

+29.08%

Max Drawdown (3Y)

Largest decline over 3 years

-23.75%

-47.65%

+23.90%

Max Drawdown (5Y)

Largest decline over 5 years

-28.61%

-52.02%

+23.41%

Max Drawdown (10Y)

Largest decline over 10 years

-43.38%

-52.02%

+8.64%

Current Drawdown

Current decline from peak

-43.26%

-48.49%

+5.23%

Average Drawdown

Average peak-to-trough decline

-41.31%

-11.03%

-30.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

19.92%

-15.40%

Volatility

AIGA.L vs. MKC - Volatility Comparison

The current volatility for WisdomTree Agriculture (AIGA.L) is 5.27%, while McCormick & Company, Incorporated (MKC) has a volatility of 6.12%. This indicates that AIGA.L experiences smaller price fluctuations and is considered to be less risky than MKC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIGA.LMKCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

6.12%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

10.23%

23.28%

-13.05%

Volatility (1Y)

Calculated over the trailing 1-year period

13.53%

28.06%

-14.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.74%

24.34%

-7.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.29%

24.17%

+4.12%

Dividends

AIGA.L vs. MKC - Dividend Comparison

AIGA.L has not paid dividends to shareholders, while MKC's dividend yield for the trailing twelve months is around 3.80%.


PositionTTM20252024202320222021202020192018201720162015
AIGA.L
WisdomTree Agriculture
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MKC
McCormick & Company, Incorporated
3.80%2.69%2.24%2.32%1.81%1.44%1.68%1.37%1.53%1.89%1.89%1.91%

Frequently Asked Questions


AIGA.L and MKC have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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