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

Performance

CATL.L vs. AIGA.L - Performance Comparison

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

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CATL.L vs. AIGA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CATL.L
WisdomTree Live Cattle
7.06%30.08%17.70%10.29%1.56%-0.70%-19.53%0.24%1.47%6.97%
AIGA.L
WisdomTree Agriculture
5.22%-1.87%-6.84%-4.32%13.91%25.62%14.26%0.00%-10.92%-12.14%

Returns By Period

In the year-to-date period, CATL.L achieves a 7.06% return, which is significantly higher than AIGA.L's 5.22% return. Over the past 10 years, CATL.L has outperformed AIGA.L with an annualized return of 4.39%, while AIGA.L has yielded a comparatively lower 1.72% annualized return.


CATL.L

1D
1.12%
1M
7.20%
YTD
7.06%
6M
6.18%
1Y
27.59%
3Y*
20.46%
5Y*
12.31%
10Y*
4.39%

AIGA.L

1D
-1.45%
1M
3.83%
YTD
5.22%
6M
6.57%
1Y
-1.02%
3Y*
-2.47%
5Y*
4.45%
10Y*
1.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

CATL.L vs. AIGA.L — Risk / Return Rank

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

CATL.L
CATL.L Risk / Return Rank: 6868
Overall Rank
CATL.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CATL.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
CATL.L Omega Ratio Rank: 7272
Omega Ratio Rank
CATL.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
CATL.L Martin Ratio Rank: 5353
Martin Ratio Rank

AIGA.L
AIGA.L Risk / Return Rank: 1010
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
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.

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

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


CATL.LAIGA.LDifference

Sharpe ratio

Return per unit of total volatility

1.55

-0.08

+1.63

Sortino ratio

Return per unit of downside risk

1.99

-0.03

+2.02

Omega ratio

Gain probability vs. loss probability

1.28

1.00

+0.29

Calmar ratio

Return relative to maximum drawdown

1.65

-0.10

+1.75

Martin ratio

Return relative to average drawdown

5.48

-0.18

+5.66

CATL.L vs. AIGA.L - Sharpe Ratio Comparison

The current CATL.L Sharpe Ratio is 1.55, which is higher than the AIGA.L Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of CATL.L and AIGA.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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Sharpe Ratios by Period


CATL.LAIGA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

-0.08

+1.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.10

0.26

+0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.11

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.03

-0.07

Correlation

The correlation between CATL.L and AIGA.L is 0.10, 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

CATL.L vs. AIGA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

CATL.L vs. AIGA.L - Drawdown Comparison

The maximum CATL.L drawdown since its inception was -60.08%, smaller than the maximum AIGA.L drawdown of -68.40%. Use the drawdown chart below to compare losses from any high point for CATL.L and AIGA.L.


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Drawdown Indicators


CATL.LAIGA.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.08%

-68.40%

+8.32%

Max Drawdown (1Y)

Largest decline over 1 year

-15.78%

-10.24%

-5.54%

Max Drawdown (5Y)

Largest decline over 5 years

-15.78%

-28.58%

+12.80%

Max Drawdown (10Y)

Largest decline over 10 years

-42.23%

-45.85%

+3.62%

Current Drawdown

Current decline from peak

-10.07%

-42.33%

+32.26%

Average Drawdown

Average peak-to-trough decline

-35.90%

-39.50%

+3.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.74%

5.85%

-1.11%

Volatility

CATL.L vs. AIGA.L - Volatility Comparison

WisdomTree Live Cattle (CATL.L) has a higher volatility of 5.30% compared to WisdomTree Agriculture (AIGA.L) at 4.43%. This indicates that CATL.L's price experiences larger fluctuations and is considered to be riskier than AIGA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CATL.LAIGA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

4.43%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

13.77%

8.47%

+5.30%

Volatility (1Y)

Calculated over the trailing 1-year period

17.72%

12.61%

+5.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.15%

16.98%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.10%

15.68%

+10.42%