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DBA vs. ISSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBA vs. ISSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Agriculture Fund (DBA) and Innovative Solutions and Support, Inc. (ISSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBA achieves a 8.82% return, which is significantly higher than ISSC's -0.48% return. Over the past 10 years, DBA has underperformed ISSC with an annualized return of 4.14%, while ISSC has yielded a comparatively higher 22.38% annualized return.


DBA

1D
0.22%
1M
5.59%
6M
7.72%
YTD
8.82%
1Y
11.65%
3Y*
13.55%
5Y*
12.19%
10Y*
4.14%

ISSC

1D
2.00%
1M
-2.68%
6M
2.39%
YTD
-0.48%
1Y
39.42%
3Y*
37.51%
5Y*
23.51%
10Y*
22.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBA vs. ISSC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBA
Invesco DB Agriculture Fund
8.82%-0.56%33.45%7.64%2.53%22.37%-2.54%-0.71%-8.74%-6.06%
ISSC
Innovative Solutions and Support, Inc.
-0.48%121.78%0.12%3.77%25.32%0.61%29.83%158.41%-23.13%-11.71%

Correlation

The correlation between DBA and ISSC is -0.02, 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

-0.02

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

0.09

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

0.10

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

0.08

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2007

0.06

The correlation between DBA and ISSC shifts across timeframes, from -0.02 (1 year) to 0.10 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

DBA vs. ISSC — Risk / Return Rank

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

DBA
DBA Risk / Return Rank: 3434
Overall Rank
DBA Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
DBA Sortino Ratio Rank: 3838
Sortino Ratio Rank
DBA Omega Ratio Rank: 3535
Omega Ratio Rank
DBA Calmar Ratio Rank: 3333
Calmar Ratio Rank
DBA Martin Ratio Rank: 2626
Martin Ratio Rank

ISSC
ISSC Risk / Return Rank: 6262
Overall Rank
ISSC Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
ISSC Sortino Ratio Rank: 6464
Sortino Ratio Rank
ISSC Omega Ratio Rank: 6565
Omega Ratio Rank
ISSC Calmar Ratio Rank: 6161
Calmar Ratio Rank
ISSC Martin Ratio Rank: 5959
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.

DBA vs. ISSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Agriculture Fund (DBA) and Innovative Solutions and Support, Inc. (ISSC). 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.


DBAISSCDifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.19

1.16

+0.03

Calmar ratioReturn relative to maximum drawdown

1.35

0.68

+0.66

Martin ratioReturn relative to average drawdown

2.83

1.18

+1.65

DBA vs. ISSC - Sharpe Ratio Comparison

The current DBA Sharpe Ratio is 1.08, which is higher than the ISSC Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of DBA and ISSC, 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

DBA vs. ISSC - Drawdown Comparison

The maximum DBA drawdown since its inception was -67.97%, smaller than the maximum ISSC drawdown of -89.03%. Use the drawdown chart below to compare losses from any high point for DBA and ISSC.


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Drawdown Indicators


DBAISSCDifference

Max Drawdown

Largest peak-to-trough decline

-67.97%

-89.03%

+21.06%

Max Drawdown (1Y)

Largest decline over 1 year

-8.67%

-57.83%

+49.16%

Max Drawdown (3Y)

Largest decline over 3 years

-12.36%

-57.83%

+45.47%

Max Drawdown (5Y)

Largest decline over 5 years

-15.94%

-57.83%

+41.89%

Max Drawdown (10Y)

Largest decline over 10 years

-37.97%

-62.41%

+24.44%

Current Drawdown

Current decline from peak

-23.39%

-38.32%

+14.93%

Average Drawdown

Average peak-to-trough decline

-41.02%

-50.56%

+9.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

33.57%

-29.45%

Volatility

DBA vs. ISSC - Volatility Comparison

The current volatility for Invesco DB Agriculture Fund (DBA) is 3.88%, while Innovative Solutions and Support, Inc. (ISSC) has a volatility of 18.85%. This indicates that DBA experiences smaller price fluctuations and is considered to be less risky than ISSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBAISSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

18.85%

-14.97%

Volatility (6M)

Calculated over the trailing 6-month period

7.43%

57.42%

-49.99%

Volatility (1Y)

Calculated over the trailing 1-year period

10.83%

83.12%

-72.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.86%

59.22%

-45.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.06%

57.11%

-44.05%

Dividends

DBA vs. ISSC - Dividend Comparison

DBA's dividend yield for the trailing twelve months is around 3.29%, while ISSC has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
DBA
Invesco DB Agriculture Fund
3.29%3.58%4.08%4.63%0.48%0.00%0.00%1.55%1.06%
ISSC
Innovative Solutions and Support, Inc.
0.00%0.00%0.00%0.00%0.01%0.00%17.64%0.00%0.00%

Frequently Asked Questions


DBA and ISSC have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISSC has higher volatility (18.85%) compared to DBA (3.88%). In terms of maximum drawdown, DBA dropped -67.97% vs ISSC's -89.03%.

DBA currently has the higher Sharpe Ratio (1.08 vs 0.48), 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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