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AIGG.L vs. WEAT.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AIGG.L and WEAT.L is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

AIGG.L vs. WEAT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Grains (AIGG.L) and WisdomTree Wheat (WEAT.L). The values are adjusted to include any dividend payments, if applicable.

-90.00%-80.00%-70.00%-60.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-53.82%
-91.09%
AIGG.L
WEAT.L

Key characteristics

Sharpe Ratio

AIGG.L:

-1.28

WEAT.L:

-0.73

Sortino Ratio

AIGG.L:

-1.84

WEAT.L:

-0.94

Omega Ratio

AIGG.L:

0.80

WEAT.L:

0.90

Calmar Ratio

AIGG.L:

-0.32

WEAT.L:

-0.22

Martin Ratio

AIGG.L:

-1.37

WEAT.L:

-1.14

Ulcer Index

AIGG.L:

15.22%

WEAT.L:

17.68%

Daily Std Dev

AIGG.L:

16.28%

WEAT.L:

27.42%

Max Drawdown

AIGG.L:

-73.81%

WEAT.L:

-93.64%

Current Drawdown

AIGG.L:

-63.42%

WEAT.L:

-93.46%

Returns By Period

The year-to-date returns for both stocks are quite close, with AIGG.L having a -19.02% return and WEAT.L slightly lower at -19.80%. Over the past 10 years, AIGG.L has outperformed WEAT.L with an annualized return of -3.63%, while WEAT.L has yielded a comparatively lower -9.10% annualized return.


AIGG.L

YTD

-19.02%

1M

-1.42%

6M

-13.32%

1Y

-20.10%

5Y (annualized)

4.04%

10Y (annualized)

-3.63%

WEAT.L

YTD

-19.80%

1M

-5.64%

6M

-18.11%

1Y

-20.45%

5Y (annualized)

-5.84%

10Y (annualized)

-9.10%

Compare stocks, funds, or ETFs

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


AIGG.L vs. WEAT.L - Expense Ratio Comparison

Both AIGG.L and WEAT.L have an expense ratio of 0.49%.


AIGG.L
WisdomTree Grains
Expense ratio chart for AIGG.L: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for WEAT.L: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

AIGG.L vs. WEAT.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Grains (AIGG.L) and WisdomTree Wheat (WEAT.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.


Sharpe ratio
The chart of Sharpe ratio for AIGG.L, currently valued at -1.28, compared to the broader market0.002.004.00-1.28-0.73
The chart of Sortino ratio for AIGG.L, currently valued at -1.84, compared to the broader market-2.000.002.004.006.008.0010.0012.00-1.84-0.94
The chart of Omega ratio for AIGG.L, currently valued at 0.80, compared to the broader market0.501.001.502.002.503.000.800.90
The chart of Calmar ratio for AIGG.L, currently valued at -0.32, compared to the broader market0.005.0010.0015.00-0.32-0.22
The chart of Martin ratio for AIGG.L, currently valued at -1.37, compared to the broader market0.0020.0040.0060.0080.00100.00-1.37-1.14
AIGG.L
WEAT.L

The current AIGG.L Sharpe Ratio is -1.28, which is lower than the WEAT.L Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of AIGG.L and WEAT.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.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
-1.28
-0.73
AIGG.L
WEAT.L

Dividends

AIGG.L vs. WEAT.L - Dividend Comparison

Neither AIGG.L nor WEAT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AIGG.L vs. WEAT.L - Drawdown Comparison

The maximum AIGG.L drawdown since its inception was -73.81%, smaller than the maximum WEAT.L drawdown of -93.64%. Use the drawdown chart below to compare losses from any high point for AIGG.L and WEAT.L. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-63.42%
-93.46%
AIGG.L
WEAT.L

Volatility

AIGG.L vs. WEAT.L - Volatility Comparison

The current volatility for WisdomTree Grains (AIGG.L) is 3.55%, while WisdomTree Wheat (WEAT.L) has a volatility of 6.80%. This indicates that AIGG.L experiences smaller price fluctuations and is considered to be less risky than WEAT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.55%
6.80%
AIGG.L
WEAT.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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