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KROP vs. COM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KROP and COM is 0.23, 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.


-0.50.00.51.00.2

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.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%AugustSeptemberOctoberNovemberDecember2025
-1.76%
2.11%
KROP
COM

Key characteristics

Sharpe Ratio

KROP:

-0.15

COM:

1.22

Sortino Ratio

KROP:

-0.09

COM:

1.81

Omega Ratio

KROP:

0.99

COM:

1.22

Calmar Ratio

KROP:

-0.04

COM:

0.66

Martin Ratio

KROP:

-0.31

COM:

3.12

Ulcer Index

KROP:

7.98%

COM:

2.84%

Daily Std Dev

KROP:

16.84%

COM:

7.26%

Max Drawdown

KROP:

-60.23%

COM:

-15.95%

Current Drawdown

KROP:

-58.05%

COM:

-5.27%

Returns By Period

In the year-to-date period, KROP achieves a 3.41% return, which is significantly higher than COM's 2.79% return.


KROP

YTD

3.41%

1M

-0.47%

6M

-3.17%

1Y

-1.40%

5Y*

N/A

10Y*

N/A

COM

YTD

2.79%

1M

2.21%

6M

1.59%

1Y

9.33%

5Y*

9.66%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


KROP vs. COM - Expense Ratio Comparison

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


COM
Direxion Auspice Broad Commodity Strategy ETF
Expense ratio chart for COM: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
Expense ratio chart for KROP: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

KROP vs. COM — Risk-Adjusted Performance Rank

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

KROP
The Risk-Adjusted Performance Rank of KROP is 88
Overall Rank
The Sharpe Ratio Rank of KROP is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of KROP is 77
Sortino Ratio Rank
The Omega Ratio Rank of KROP is 77
Omega Ratio Rank
The Calmar Ratio Rank of KROP is 88
Calmar Ratio Rank
The Martin Ratio Rank of KROP is 88
Martin Ratio Rank

COM
The Risk-Adjusted Performance Rank of COM is 5151
Overall Rank
The Sharpe Ratio Rank of COM is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of COM is 5959
Sortino Ratio Rank
The Omega Ratio Rank of COM is 5858
Omega Ratio Rank
The Calmar Ratio Rank of COM is 3939
Calmar Ratio Rank
The Martin Ratio Rank of COM is 4141
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.

KROP vs. COM - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for KROP, currently valued at -0.15, compared to the broader market0.002.004.00-0.151.22
The chart of Sortino ratio for KROP, currently valued at -0.09, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.091.81
The chart of Omega ratio for KROP, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.000.991.22
The chart of Calmar ratio for KROP, currently valued at -0.04, compared to the broader market0.005.0010.0015.00-0.040.66
The chart of Martin ratio for KROP, currently valued at -0.31, compared to the broader market0.0020.0040.0060.0080.00100.00-0.313.12
KROP
COM

The current KROP Sharpe Ratio is -0.15, which is lower than the COM Sharpe Ratio of 1.22. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.15
1.22
KROP
COM

Dividends

KROP vs. COM - Dividend Comparison

KROP's dividend yield for the trailing twelve months is around 1.83%, less than COM's 3.77% yield.


TTM20242023202220212020201920182017
KROP
Global X AgTech & Food Innovation ETF
1.83%1.89%1.36%0.71%0.69%0.00%0.00%0.00%0.00%
COM
Direxion Auspice Broad Commodity Strategy ETF
3.77%3.87%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 -60.23%, 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. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-58.05%
-5.27%
KROP
COM

Volatility

KROP vs. COM - Volatility Comparison

Global X AgTech & Food Innovation ETF (KROP) has a higher volatility of 5.92% compared to Direxion Auspice Broad Commodity Strategy ETF (COM) at 2.36%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
5.92%
2.36%
KROP
COM
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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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