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COTN.L vs. SUGA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COTN.L vs. SUGA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Cotton (COTN.L) and WisdomTree Sugar (SUGA.L). The values are adjusted to include any dividend payments, if applicable.

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COTN.L vs. SUGA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COTN.L
WisdomTree Cotton
5.57%-11.34%-16.60%-1.06%-8.04%41.68%7.77%-7.05%-7.59%10.38%
SUGA.L
WisdomTree Sugar
4.13%-17.47%-5.25%23.23%11.54%23.41%6.59%-0.53%-24.60%-27.09%

Returns By Period

In the year-to-date period, COTN.L achieves a 5.57% return, which is significantly higher than SUGA.L's 4.13% return. Over the past 10 years, COTN.L has outperformed SUGA.L with an annualized return of 2.03%, while SUGA.L has yielded a comparatively lower -0.26% annualized return.


COTN.L

1D
-1.50%
1M
8.14%
YTD
5.57%
6M
2.28%
1Y
-4.62%
3Y*
-8.13%
5Y*
0.51%
10Y*
2.03%

SUGA.L

1D
-2.70%
1M
7.71%
YTD
4.13%
6M
-2.33%
1Y
-21.77%
3Y*
-5.31%
5Y*
6.34%
10Y*
-0.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COTN.L vs. SUGA.L - Expense Ratio Comparison

Both COTN.L and SUGA.L have an expense ratio of 0.49%.


Return for Risk

COTN.L vs. SUGA.L — Risk / Return Rank

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

COTN.L
COTN.L Risk / Return Rank: 77
Overall Rank
COTN.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
COTN.L Sortino Ratio Rank: 66
Sortino Ratio Rank
COTN.L Omega Ratio Rank: 66
Omega Ratio Rank
COTN.L Calmar Ratio Rank: 77
Calmar Ratio Rank
COTN.L Martin Ratio Rank: 77
Martin Ratio Rank

SUGA.L
SUGA.L Risk / Return Rank: 22
Overall Rank
SUGA.L Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SUGA.L Sortino Ratio Rank: 11
Sortino Ratio Rank
SUGA.L Omega Ratio Rank: 22
Omega Ratio Rank
SUGA.L Calmar Ratio Rank: 22
Calmar Ratio Rank
SUGA.L 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.

COTN.L vs. SUGA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cotton (COTN.L) and WisdomTree Sugar (SUGA.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.


COTN.LSUGA.LDifference

Sharpe ratio

Return per unit of total volatility

-0.29

-0.91

+0.62

Sortino ratio

Return per unit of downside risk

-0.31

-1.25

+0.94

Omega ratio

Gain probability vs. loss probability

0.96

0.87

+0.09

Calmar ratio

Return relative to maximum drawdown

-0.34

-0.72

+0.38

Martin ratio

Return relative to average drawdown

-0.59

-1.08

+0.49

COTN.L vs. SUGA.L - Sharpe Ratio Comparison

The current COTN.L Sharpe Ratio is -0.29, which is higher than the SUGA.L Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of COTN.L and SUGA.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


COTN.LSUGA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.29

-0.91

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.25

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

-0.01

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

-0.09

+0.08

Correlation

The correlation between COTN.L and SUGA.L is 0.21, 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

COTN.L vs. SUGA.L - Dividend Comparison

Neither COTN.L nor SUGA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

COTN.L vs. SUGA.L - Drawdown Comparison

The maximum COTN.L drawdown since its inception was -73.59%, smaller than the maximum SUGA.L drawdown of -83.65%. Use the drawdown chart below to compare losses from any high point for COTN.L and SUGA.L.


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Drawdown Indicators


COTN.LSUGA.LDifference

Max Drawdown

Largest peak-to-trough decline

-73.59%

-83.65%

+10.06%

Max Drawdown (1Y)

Largest decline over 1 year

-14.45%

-30.61%

+16.16%

Max Drawdown (5Y)

Largest decline over 5 years

-53.70%

-43.28%

-10.42%

Max Drawdown (10Y)

Largest decline over 10 years

-53.70%

-67.83%

+14.13%

Current Drawdown

Current decline from peak

-58.93%

-66.31%

+7.38%

Average Drawdown

Average peak-to-trough decline

-49.73%

-51.19%

+1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.37%

20.18%

-11.81%

Volatility

COTN.L vs. SUGA.L - Volatility Comparison

The current volatility for WisdomTree Cotton (COTN.L) is 5.67%, while WisdomTree Sugar (SUGA.L) has a volatility of 8.63%. This indicates that COTN.L experiences smaller price fluctuations and is considered to be less risky than SUGA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COTN.LSUGA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.67%

8.63%

-2.96%

Volatility (6M)

Calculated over the trailing 6-month period

9.81%

17.10%

-7.29%

Volatility (1Y)

Calculated over the trailing 1-year period

16.01%

23.97%

-7.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.44%

25.07%

+2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.87%

25.96%

-1.09%