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KROP vs. COM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KROP vs. COM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X AgTech & Food Innovation ETF (KROP) and Direxion Auspice Broad Commodity Strategy ETF (COM). The values are adjusted to include any dividend payments, if applicable.

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KROP vs. COM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
KROP
Global X AgTech & Food Innovation ETF
14.02%7.95%-8.74%-23.86%-27.23%-18.75%
COM
Direxion Auspice Broad Commodity Strategy ETF
14.18%7.72%5.81%-2.09%9.17%6.78%

Returns By Period

The year-to-date returns for both investments are quite close, with KROP having a 14.02% return and COM slightly higher at 14.18%.


KROP

1D
1.09%
1M
-5.99%
YTD
14.02%
6M
11.97%
1Y
19.02%
3Y*
-5.52%
5Y*
10Y*

COM

1D
0.21%
1M
5.67%
YTD
14.18%
6M
18.01%
1Y
17.69%
3Y*
6.92%
5Y*
10.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KROP vs. COM - Expense Ratio Comparison

KROP has a 0.50% expense ratio, which is lower than COM's 0.70% expense ratio.


Return for Risk

KROP vs. COM — Risk / Return Rank

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

KROP
KROP Risk / Return Rank: 5555
Overall Rank
KROP Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
KROP Sortino Ratio Rank: 5757
Sortino Ratio Rank
KROP Omega Ratio Rank: 5454
Omega Ratio Rank
KROP Calmar Ratio Rank: 6565
Calmar Ratio Rank
KROP Martin Ratio Rank: 4141
Martin Ratio Rank

COM
COM Risk / Return Rank: 8383
Overall Rank
COM Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
COM Sortino Ratio Rank: 8585
Sortino Ratio Rank
COM Omega Ratio Rank: 8787
Omega Ratio Rank
COM Calmar Ratio Rank: 9090
Calmar Ratio Rank
COM Martin Ratio Rank: 6767
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.

KROP vs. COM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X AgTech & Food Innovation ETF (KROP) and Direxion Auspice Broad Commodity Strategy ETF (COM). 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.


KROPCOMDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.72

-0.73

Sortino ratio

Return per unit of downside risk

1.45

2.24

-0.79

Omega ratio

Gain probability vs. loss probability

1.20

1.34

-0.14

Calmar ratio

Return relative to maximum drawdown

1.63

2.96

-1.33

Martin ratio

Return relative to average drawdown

3.86

6.37

-2.51

KROP vs. COM - Sharpe Ratio Comparison

The current KROP Sharpe Ratio is 0.99, which is lower than the COM Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of KROP and COM, 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


KROPCOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.72

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.60

0.73

-1.33

Correlation

The correlation between KROP and COM is 0.22, 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

KROP vs. COM - Dividend Comparison

KROP's dividend yield for the trailing twelve months is around 2.40%, less than COM's 2.48% yield.


TTM202520242023202220212020201920182017
KROP
Global X AgTech & Food Innovation ETF
2.40%2.73%1.89%1.36%0.71%0.69%0.00%0.00%0.00%0.00%
COM
Direxion Auspice Broad Commodity Strategy ETF
2.48%2.99%3.88%3.80%8.59%10.32%0.13%1.09%2.36%0.09%

Drawdowns

KROP vs. COM - Drawdown Comparison

The maximum KROP drawdown since its inception was -61.96%, which is greater than COM's maximum drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for KROP and COM.


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Drawdown Indicators


KROPCOMDifference

Max Drawdown

Largest peak-to-trough decline

-61.96%

-15.95%

-46.01%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-6.15%

-5.14%

Max Drawdown (5Y)

Largest decline over 5 years

-14.02%

Current Drawdown

Current decline from peak

-50.06%

-0.64%

-49.42%

Average Drawdown

Average peak-to-trough decline

-44.32%

-6.38%

-37.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.77%

2.86%

+1.91%

Volatility

KROP vs. COM - Volatility Comparison

Global X AgTech & Food Innovation ETF (KROP) has a higher volatility of 5.45% compared to Direxion Auspice Broad Commodity Strategy ETF (COM) at 3.77%. This indicates that KROP's price experiences larger fluctuations and is considered to be riskier than COM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KROPCOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

3.77%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

12.32%

8.21%

+4.11%

Volatility (1Y)

Calculated over the trailing 1-year period

19.32%

10.35%

+8.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.44%

9.71%

+12.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.44%

9.76%

+12.68%