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RYJ vs. MOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYJ vs. MOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Raymond James SB-1 Equity ETF (RYJ) and VanEck Agribusiness ETF (MOO). The values are adjusted to include any dividend payments, if applicable.

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RYJ vs. MOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYJ
Invesco Raymond James SB-1 Equity ETF
-1.52%8.89%13.28%15.65%-13.17%24.09%6.21%32.02%-14.84%13.31%
MOO
VanEck Agribusiness ETF
16.09%15.61%-12.43%-8.57%-8.10%23.99%14.59%22.29%-6.03%21.75%

Returns By Period

In the year-to-date period, RYJ achieves a -1.52% return, which is significantly lower than MOO's 16.09% return. Over the past 10 years, RYJ has outperformed MOO with an annualized return of 9.35%, while MOO has yielded a comparatively lower 8.26% annualized return.


RYJ

1D
1.89%
1M
-8.31%
YTD
-1.52%
6M
-1.02%
1Y
5.88%
3Y*
11.18%
5Y*
5.62%
10Y*
9.35%

MOO

1D
1.43%
1M
-1.27%
YTD
16.09%
6M
17.90%
1Y
27.55%
3Y*
2.03%
5Y*
1.67%
10Y*
8.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYJ vs. MOO - Expense Ratio Comparison

RYJ has a 0.40% expense ratio, which is lower than MOO's 0.55% expense ratio.


Return for Risk

RYJ vs. MOO — Risk / Return Rank

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

RYJ
RYJ Risk / Return Rank: 2323
Overall Rank
RYJ Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
RYJ Sortino Ratio Rank: 2222
Sortino Ratio Rank
RYJ Omega Ratio Rank: 2121
Omega Ratio Rank
RYJ Calmar Ratio Rank: 2525
Calmar Ratio Rank
RYJ Martin Ratio Rank: 2626
Martin Ratio Rank

MOO
MOO Risk / Return Rank: 8484
Overall Rank
MOO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
MOO Sortino Ratio Rank: 8787
Sortino Ratio Rank
MOO Omega Ratio Rank: 8282
Omega Ratio Rank
MOO Calmar Ratio Rank: 8585
Calmar Ratio Rank
MOO Martin Ratio Rank: 8484
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.

RYJ vs. MOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Raymond James SB-1 Equity ETF (RYJ) and VanEck Agribusiness ETF (MOO). 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.


RYJMOODifference

Sharpe ratio

Return per unit of total volatility

0.35

1.63

-1.28

Sortino ratio

Return per unit of downside risk

0.62

2.33

-1.71

Omega ratio

Gain probability vs. loss probability

1.08

1.31

-0.23

Calmar ratio

Return relative to maximum drawdown

0.57

2.44

-1.87

Martin ratio

Return relative to average drawdown

2.11

9.05

-6.94

RYJ vs. MOO - Sharpe Ratio Comparison

The current RYJ Sharpe Ratio is 0.35, which is lower than the MOO Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of RYJ and MOO, 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


RYJMOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

1.63

-1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.10

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.46

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.24

+0.08

Correlation

The correlation between RYJ and MOO is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

RYJ vs. MOO - Dividend Comparison

RYJ's dividend yield for the trailing twelve months is around 1.77%, less than MOO's 2.13% yield.


TTM20252024202320222021202020192018201720162015
RYJ
Invesco Raymond James SB-1 Equity ETF
1.77%1.75%1.28%1.39%0.72%0.52%0.28%0.20%1.43%0.00%1.55%0.93%
MOO
VanEck Agribusiness ETF
2.13%2.47%3.41%2.93%2.15%1.17%1.10%1.26%1.69%1.44%2.14%2.89%

Drawdowns

RYJ vs. MOO - Drawdown Comparison

The maximum RYJ drawdown since its inception was -60.74%, smaller than the maximum MOO drawdown of -69.53%. Use the drawdown chart below to compare losses from any high point for RYJ and MOO.


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Drawdown Indicators


RYJMOODifference

Max Drawdown

Largest peak-to-trough decline

-60.74%

-69.53%

+8.79%

Max Drawdown (1Y)

Largest decline over 1 year

-11.87%

-11.46%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-24.31%

-39.52%

+15.21%

Max Drawdown (10Y)

Largest decline over 10 years

-50.20%

-39.52%

-10.68%

Current Drawdown

Current decline from peak

-8.31%

-13.01%

+4.70%

Average Drawdown

Average peak-to-trough decline

-10.33%

-16.99%

+6.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

3.09%

+0.10%

Volatility

RYJ vs. MOO - Volatility Comparison

The current volatility for Invesco Raymond James SB-1 Equity ETF (RYJ) is 4.82%, while VanEck Agribusiness ETF (MOO) has a volatility of 6.00%. This indicates that RYJ experiences smaller price fluctuations and is considered to be less risky than MOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYJMOODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

6.00%

-1.18%

Volatility (6M)

Calculated over the trailing 6-month period

9.82%

10.81%

-0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

17.00%

17.03%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.64%

17.09%

+1.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.64%

18.20%

+3.44%