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AZO vs. DBMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AZO vs. DBMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AutoZone, Inc. (AZO) and iMGP DBi Managed Futures Strategy ETF (DBMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AZO achieves a -8.96% return, which is significantly lower than DBMF's 8.91% return.


AZO

1D
1.36%
1M
-9.36%
YTD
-8.96%
6M
-10.66%
1Y
-13.69%
3Y*
8.41%
5Y*
15.86%
10Y*
14.90%

DBMF

1D
-0.43%
1M
-2.09%
YTD
8.91%
6M
8.12%
1Y
25.13%
3Y*
8.63%
5Y*
7.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AZO vs. DBMF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AZO
AutoZone, Inc.
-8.96%5.92%23.84%4.84%17.64%76.84%-0.49%17.33%
DBMF
iMGP DBi Managed Futures Strategy ETF
8.91%13.85%7.24%-8.94%21.61%11.49%1.80%10.51%

Correlation

The correlation between AZO and DBMF is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

-0.01

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

-0.01

Correlation (All Time)
Calculated using the full available price history since May 8, 2019

0.04

The correlation between AZO and DBMF shifts across timeframes, from -0.11 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AZO vs. DBMF — Risk / Return Rank

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

AZO
AZO Risk / Return Rank: 2323
Overall Rank
AZO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
AZO Sortino Ratio Rank: 2121
Sortino Ratio Rank
AZO Omega Ratio Rank: 2121
Omega Ratio Rank
AZO Calmar Ratio Rank: 2828
Calmar Ratio Rank
AZO Martin Ratio Rank: 2626
Martin Ratio Rank

DBMF
DBMF Risk / Return Rank: 7676
Overall Rank
DBMF Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
DBMF Sortino Ratio Rank: 6565
Sortino Ratio Rank
DBMF Omega Ratio Rank: 7979
Omega Ratio Rank
DBMF Calmar Ratio Rank: 8484
Calmar Ratio Rank
DBMF Martin Ratio Rank: 8181
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.

AZO vs. DBMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AutoZone, Inc. (AZO) and iMGP DBi Managed Futures Strategy ETF (DBMF). 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.


AZODBMFDifference
Sharpe ratioReturn per unit of total volatility

-2.52

Sortino ratioReturn per unit of downside risk

-3.19

Omega ratioGain probability vs. loss probability

0.93

1.42

-0.48

Calmar ratioReturn relative to maximum drawdown

-0.42

4.14

-4.56

Martin ratioReturn relative to average drawdown

-0.84

14.62

-15.46

AZO vs. DBMF - Sharpe Ratio Comparison

The current AZO Sharpe Ratio is -0.50, which is lower than the DBMF Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of AZO and DBMF, 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

AZO vs. DBMF - Drawdown Comparison

The maximum AZO drawdown since its inception was -46.32%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for AZO and DBMF.


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Drawdown Indicators


AZODBMFDifference

Max Drawdown

Largest peak-to-trough decline

-46.32%

-20.39%

-25.93%

Max Drawdown (1Y)

Largest decline over 1 year

-32.59%

-6.10%

-26.49%

Max Drawdown (3Y)

Largest decline over 3 years

-32.59%

-15.60%

-16.99%

Max Drawdown (5Y)

Largest decline over 5 years

-32.59%

-20.39%

-12.20%

Max Drawdown (10Y)

Largest decline over 10 years

-42.14%

Current Drawdown

Current decline from peak

-29.09%

-3.12%

-25.97%

Average Drawdown

Average peak-to-trough decline

-10.90%

-6.55%

-4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.26%

1.72%

+14.54%

Volatility

AZO vs. DBMF - Volatility Comparison

AutoZone, Inc. (AZO) has a higher volatility of 12.50% compared to iMGP DBi Managed Futures Strategy ETF (DBMF) at 3.13%. This indicates that AZO's price experiences larger fluctuations and is considered to be riskier than DBMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AZODBMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.50%

3.13%

+9.37%

Volatility (6M)

Calculated over the trailing 6-month period

22.26%

10.09%

+12.17%

Volatility (1Y)

Calculated over the trailing 1-year period

27.69%

12.48%

+15.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.57%

12.53%

+12.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.54%

12.41%

+14.13%

Dividends

AZO vs. DBMF - Dividend Comparison

AZO has not paid dividends to shareholders, while DBMF's dividend yield for the trailing twelve months is around 5.25%.


PositionTTM2025202420232022202120202019
AZO
AutoZone, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DBMF
iMGP DBi Managed Futures Strategy ETF
5.25%5.91%5.75%2.91%7.72%10.38%0.86%9.35%

Frequently Asked Questions


AZO and DBMF have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AZO has higher volatility (12.50%) compared to DBMF (3.13%). In terms of maximum drawdown, AZO dropped -46.32% vs DBMF's -20.39%.

DBMF currently has the higher Sharpe Ratio (2.02 vs -0.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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