DBA vs. STNG
DBA (Invesco DB Agriculture Fund) is Agricultural Commodities fund tracking the DBIQ Diversified Agriculture Index Excess Return, while STNG (Scorpio Tankers Inc.) is a stock. Over the past 10 years, DBA returned 4.14%/yr vs 8.38%/yr for STNG. At a 0.12 correlation, their price movements are largely independent.
Performance
DBA vs. STNG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DBA achieves a 8.82% return, which is significantly lower than STNG's 57.90% return. Over the past 10 years, DBA has underperformed STNG with an annualized return of 4.14%, while STNG has yielded a comparatively higher 8.38% 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%
STNG
- 1D
- 4.03%
- 1M
- 4.14%
- 6M
- 46.43%
- YTD
- 57.90%
- 1Y
- 79.55%
- 3Y*
- 24.33%
- 5Y*
- 34.53%
- 10Y*
- 8.38%
DBA vs. STNG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
STNG Scorpio Tankers Inc. | 57.90% | 6.03% | -16.29% | 15.40% | 325.48% | 17.40% | -70.74% | 127.09% | -41.26% | -31.93% |
Correlation
The correlation between DBA and STNG is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2010 | 0.12 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DBA vs. STNG — Risk / Return Rank
DBA
STNG
DBA vs. STNG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco DB Agriculture Fund (DBA) and Scorpio Tankers Inc. (STNG). 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.
| DBA | STNG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.34 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.35 | 3.49 | -2.14 |
| Martin ratioReturn relative to average drawdown | 2.83 | 8.91 | -6.08 |
Loading charts...
Drawdowns
DBA vs. STNG - Drawdown Comparison
The maximum DBA drawdown since its inception was -67.97%, smaller than the maximum STNG drawdown of -91.13%. Use the drawdown chart below to compare losses from any high point for DBA and STNG.
Loading charts...
Drawdown Indicators
| DBA | STNG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.97% | -91.13% | +23.16% |
Max Drawdown (1Y)Largest decline over 1 year | -8.67% | -22.74% | +14.07% |
Max Drawdown (3Y)Largest decline over 3 years | -12.36% | -60.97% | +48.61% |
Max Drawdown (5Y)Largest decline over 5 years | -15.94% | -60.97% | +45.03% |
Max Drawdown (10Y)Largest decline over 10 years | -37.97% | -81.67% | +43.70% |
Current DrawdownCurrent decline from peak | -23.39% | -8.12% | -15.27% |
Average DrawdownAverage peak-to-trough decline | -41.02% | -49.15% | +8.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.12% | 8.90% | -4.78% |
Volatility
DBA vs. STNG - Volatility Comparison
The current volatility for Invesco DB Agriculture Fund (DBA) is 3.88%, while Scorpio Tankers Inc. (STNG) has a volatility of 12.53%. This indicates that DBA experiences smaller price fluctuations and is considered to be less risky than STNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DBA | STNG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 12.53% | -8.65% |
Volatility (6M)Calculated over the trailing 6-month period | 7.43% | 28.31% | -20.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.83% | 38.59% | -27.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.86% | 45.01% | -31.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.06% | 54.21% | -41.15% |
Dividends
DBA vs. STNG - Dividend Comparison
DBA's dividend yield for the trailing twelve months is around 3.29%, more than STNG's 2.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBA Invesco DB Agriculture Fund | 3.29% | 3.58% | 4.08% | 4.63% | 0.48% | 0.00% | 0.00% | 1.55% | 1.06% | 0.00% | 0.00% | 0.00% |
STNG Scorpio Tankers Inc. | 2.17% | 3.19% | 3.22% | 1.73% | 0.74% | 3.12% | 3.57% | 1.02% | 2.27% | 1.31% | 11.04% | 6.17% |
Frequently Asked Questions
DBA and STNG have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STNG has higher volatility (12.53%) compared to DBA (3.88%). In terms of maximum drawdown, DBA dropped -67.97% vs STNG's -91.13%.
STNG currently has the higher Sharpe Ratio (2.12 vs 1.08), 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.
Find the right allocation for DBA and STNG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer