MNST vs. FTGC

Last updated Aug 6, 2026

MNST (Monster Beverage Corporation) is a stock, while FTGC (First Trust Global Tactical Commodity Strategy Fund) is Commodities fund actively managed by First Trust. Over the past 10 years, MNST returned 13.31%/yr vs 7.80%/yr for FTGC. Their 0.08 correlation means their historical movements had little consistent relationship.

Performance

MNST vs. FTGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monster Beverage Corporation (MNST) and First Trust Global Tactical Commodity Strategy Fund (FTGC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MNST achieves a 23.20% return, which is significantly lower than FTGC's 25.85% return. Over the past 10 years, MNST has outperformed FTGC with an annualized return of 13.31%, while FTGC has yielded a comparatively lower 7.80% annualized return.

MNST

• 1D: 0.30%
• 1M: -2.99%
• 6M: 15.99%
• YTD: 23.20%
• 1Y: 59.99%
• 3Y*: 19.68%
• 5Y*: 14.27%
• 10Y*: 13.31%
• ALL TIME*: 33.47%

FTGC

• 1D: 0.70%
• 1M: 3.00%
• 6M: 17.84%
• YTD: 25.85%
• 1Y: 38.29%
• 3Y*: 14.48%
• 5Y*: 13.14%
• 10Y*: 7.80%
• ALL TIME*: 3.21%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FTGC First Trust Global Tactical Commodity Strategy Fund	$16.29M	$14.65M	$23.11M
MNST Monster Beverage Corporation	$511.45M	$548.90M	$548.28M

MNST vs. FTGC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MNST Monster Beverage Corporation	23.20%	45.87%	-8.77%	13.48%	5.72%	3.85%	45.52%	29.11%	-22.23%	42.74%
FTGC First Trust Global Tactical Commodity Strategy Fund	25.85%	14.61%	9.96%	-5.36%	17.36%	27.95%	2.17%	6.40%	-12.75%	2.73%

Correlation

The correlation between MNST and FTGC is -0.17, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.17
Correlation (3Y) Balances recent behavior with more history.	-0.09
Correlation (5Y) Shows whether the relationship held over a longer period.	-0.01
Correlation (10Y) Provides a long-term view across more market conditions.	0.09
Correlation (All Time) Calculated using the full available price history since Oct 23, 2013	0.08

The correlation between MNST and FTGC shifts across timeframes, from -0.17 (1 year) to 0.09 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

MNST vs. FTGC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MNST

MNST Risk / Return Rank: 92
MNST Sharpe Ratio Rank: 93
MNST Sortino Ratio Rank: 94
MNST Omega Ratio Rank: 93
MNST Calmar Ratio Rank: 88
MNST Martin Ratio Rank: 90

FTGC

FTGC Risk / Return Rank: 82
FTGC Sharpe Ratio Rank: 90
FTGC Sortino Ratio Rank: 87
FTGC Omega Ratio Rank: 87
FTGC Calmar Ratio Rank: 77
FTGC Martin Ratio Rank: 72

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MNST vs. FTGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Monster Beverage Corporation (MNST) and First Trust Global Tactical Commodity Strategy Fund (FTGC). 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.

	MNST	FTGC	Difference
Sharpe ratio: Return per unit of total volatility	2.29	2.42	-0.13
Sortino ratio: Return per unit of downside risk	3.35	3.19	+0.16
Omega ratio: Gain probability vs. loss probability	1.44	1.42	+0.02
Calmar ratio: Return relative to maximum drawdown	3.41	3.12	+0.29
Martin ratio: Return relative to average drawdown	10.05	10.11	-0.06

MNST vs. FTGC - Sharpe Ratio Comparison

The current MNST Sharpe Ratio is 2.29, which is comparable to the FTGC Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of MNST and FTGC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MNST vs. FTGC - Drawdown Comparison

The maximum MNST drawdown since its inception was -69.17%, which is greater than FTGC's maximum drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for MNST and FTGC.

Drawdown Indicators

	MNST	FTGC	Difference
Max Drawdown Largest peak-to-trough decline	-69.17%	-59.47%	-9.70%
Max Drawdown (1Y) Largest decline over 1 year	-17.70%	-12.34%	-5.36%
Max Drawdown (3Y) Largest decline over 3 years	-26.04%	-12.34%	-13.70%
Max Drawdown (5Y) Largest decline over 5 years	-26.62%	-22.64%	-3.98%
Max Drawdown (10Y) Largest decline over 10 years	-30.42%	-35.91%	+5.49%
Current Drawdown Current decline from peak	-5.48%	-5.62%	+0.14%
Average Drawdown Average peak-to-trough decline	-20.58%	-27.15%	+6.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.99%	3.80%	+2.19%

Volatility

MNST vs. FTGC - Volatility Comparison

Monster Beverage Corporation (MNST) has a higher volatility of 7.45% compared to First Trust Global Tactical Commodity Strategy Fund (FTGC) at 4.02%. This indicates that MNST's price experiences larger fluctuations and is considered to be riskier than FTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MNST	FTGC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.45%	4.02%	+3.43%
Volatility (6M) Calculated over the trailing 6-month period	20.58%	12.08%	+8.50%
Volatility (1Y) Calculated over the trailing 1-year period	26.39%	15.90%	+10.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.75%	15.71%	+9.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.29%	14.74%	+11.55%

Dividends

MNST vs. FTGC - Dividend Comparison

MNST has not paid dividends to shareholders, while FTGC's dividend yield for the trailing twelve months is around 15.39%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
FTGC First Trust Global Tactical Commodity Strategy Fund	15.39%	17.74%	3.05%	3.34%	10.35%	7.21%	0.00%	0.81%	0.80%	1.21%
MNST Monster Beverage Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both MNST and FTGC in my portfolio?

MNST and FTGC have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MNST or FTGC?

MNST has higher volatility (7.45%) compared to FTGC (4.02%). In terms of maximum drawdown, MNST dropped -69.17% vs FTGC's -59.47%.

Which has better risk-adjusted returns?

FTGC currently has the higher Sharpe Ratio (2.42 vs 2.29), 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.