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EAH.L vs. DBC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EAH.L and DBC is 0.11, 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.


-0.50.00.51.00.1

Performance

EAH.L vs. DBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eco Animal Health Group plc (EAH.L) and Invesco DB Commodity Index Tracking Fund (DBC). The values are adjusted to include any dividend payments, if applicable.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-47.09%
7.23%
EAH.L
DBC

Key characteristics

Sharpe Ratio

EAH.L:

-0.85

DBC:

0.63

Sortino Ratio

EAH.L:

-1.07

DBC:

0.99

Omega Ratio

EAH.L:

0.82

DBC:

1.12

Calmar Ratio

EAH.L:

-0.43

DBC:

0.18

Martin Ratio

EAH.L:

-1.14

DBC:

1.74

Ulcer Index

EAH.L:

31.95%

DBC:

5.15%

Daily Std Dev

EAH.L:

43.15%

DBC:

14.20%

Max Drawdown

EAH.L:

-85.47%

DBC:

-76.36%

Current Drawdown

EAH.L:

-85.09%

DBC:

-43.28%

Returns By Period

In the year-to-date period, EAH.L achieves a -16.20% return, which is significantly lower than DBC's 5.99% return. Over the past 10 years, EAH.L has outperformed DBC with an annualized return of 6.84%, while DBC has yielded a comparatively lower 3.81% annualized return.


EAH.L

YTD

-16.20%

1M

-4.80%

6M

-44.65%

1Y

-36.50%

5Y*

-19.34%

10Y*

6.84%

DBC

YTD

5.99%

1M

1.43%

6M

7.23%

1Y

8.20%

5Y*

11.28%

10Y*

3.81%

*Annualized

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Risk-Adjusted Performance

EAH.L vs. DBC — Risk-Adjusted Performance Rank

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

EAH.L
The Risk-Adjusted Performance Rank of EAH.L is 1212
Overall Rank
The Sharpe Ratio Rank of EAH.L is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of EAH.L is 1010
Sortino Ratio Rank
The Omega Ratio Rank of EAH.L is 66
Omega Ratio Rank
The Calmar Ratio Rank of EAH.L is 2121
Calmar Ratio Rank
The Martin Ratio Rank of EAH.L is 1818
Martin Ratio Rank

DBC
The Risk-Adjusted Performance Rank of DBC is 2020
Overall Rank
The Sharpe Ratio Rank of DBC is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of DBC is 2323
Sortino Ratio Rank
The Omega Ratio Rank of DBC is 2222
Omega Ratio Rank
The Calmar Ratio Rank of DBC is 1212
Calmar Ratio Rank
The Martin Ratio Rank of DBC is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EAH.L vs. DBC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eco Animal Health Group plc (EAH.L) and Invesco DB Commodity Index Tracking Fund (DBC). 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.


Sharpe ratio
The chart of Sharpe ratio for EAH.L, currently valued at -0.81, compared to the broader market-2.000.002.00-0.810.61
The chart of Sortino ratio for EAH.L, currently valued at -1.00, compared to the broader market-4.00-2.000.002.004.006.00-1.000.96
The chart of Omega ratio for EAH.L, currently valued at 0.84, compared to the broader market0.501.001.502.000.841.11
The chart of Calmar ratio for EAH.L, currently valued at -0.41, compared to the broader market0.002.004.006.00-0.410.17
The chart of Martin ratio for EAH.L, currently valued at -1.11, compared to the broader market-10.000.0010.0020.0030.00-1.111.64
EAH.L
DBC

The current EAH.L Sharpe Ratio is -0.85, which is lower than the DBC Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of EAH.L and DBC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50SeptemberOctoberNovemberDecember2025February
-0.81
0.61
EAH.L
DBC

Dividends

EAH.L vs. DBC - Dividend Comparison

EAH.L has not paid dividends to shareholders, while DBC's dividend yield for the trailing twelve months is around 4.92%.


TTM20242023202220212020201920182017201620152014
EAH.L
Eco Animal Health Group plc
0.00%0.00%0.00%0.00%62.50%0.00%726.57%309.76%118.83%112.87%149.61%199.52%
DBC
Invesco DB Commodity Index Tracking Fund
4.92%5.22%4.94%0.59%0.00%0.00%1.59%1.30%0.00%0.00%0.00%0.00%

Drawdowns

EAH.L vs. DBC - Drawdown Comparison

The maximum EAH.L drawdown since its inception was -85.47%, which is greater than DBC's maximum drawdown of -76.36%. Use the drawdown chart below to compare losses from any high point for EAH.L and DBC. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%SeptemberOctoberNovemberDecember2025February
-86.46%
-43.28%
EAH.L
DBC

Volatility

EAH.L vs. DBC - Volatility Comparison

Eco Animal Health Group plc (EAH.L) has a higher volatility of 7.82% compared to Invesco DB Commodity Index Tracking Fund (DBC) at 3.58%. This indicates that EAH.L's price experiences larger fluctuations and is considered to be riskier than DBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
7.82%
3.58%
EAH.L
DBC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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