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TAGS vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TAGS and AMZN is 0.03, 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.


-0.50.00.51.00.0

Performance

TAGS vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Agricultural Fund (TAGS) and Amazon.com, Inc. (AMZN). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-8.20%
18.95%
TAGS
AMZN

Key characteristics

Sharpe Ratio

TAGS:

-1.37

AMZN:

1.71

Sortino Ratio

TAGS:

-1.95

AMZN:

2.33

Omega Ratio

TAGS:

0.80

AMZN:

1.30

Calmar Ratio

TAGS:

-0.27

AMZN:

2.13

Martin Ratio

TAGS:

-1.59

AMZN:

8.00

Ulcer Index

TAGS:

10.84%

AMZN:

5.98%

Daily Std Dev

TAGS:

12.61%

AMZN:

27.97%

Max Drawdown

TAGS:

-76.40%

AMZN:

-94.40%

Current Drawdown

TAGS:

-63.48%

AMZN:

-3.44%

Returns By Period

In the year-to-date period, TAGS achieves a -16.83% return, which is significantly lower than AMZN's 48.03% return. Over the past 10 years, TAGS has underperformed AMZN with an annualized return of -3.01%, while AMZN has yielded a comparatively higher 30.90% annualized return.


TAGS

YTD

-16.83%

1M

-5.01%

6M

-8.29%

1Y

-16.36%

5Y*

4.58%

10Y*

-3.01%

AMZN

YTD

48.03%

1M

10.86%

6M

18.95%

1Y

46.20%

5Y*

20.32%

10Y*

30.90%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

TAGS vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Fund (TAGS) and Amazon.com, Inc. (AMZN). 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 TAGS, currently valued at -1.30, compared to the broader market0.002.004.00-1.301.71
The chart of Sortino ratio for TAGS, currently valued at -1.84, compared to the broader market-2.000.002.004.006.008.0010.00-1.852.33
The chart of Omega ratio for TAGS, currently valued at 0.81, compared to the broader market0.501.001.502.002.503.000.811.30
The chart of Calmar ratio for TAGS, currently valued at -0.26, compared to the broader market0.005.0010.0015.00-0.262.13
The chart of Martin ratio for TAGS, currently valued at -1.50, compared to the broader market0.0020.0040.0060.0080.00100.00-1.508.00
TAGS
AMZN

The current TAGS Sharpe Ratio is -1.37, which is lower than the AMZN Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of TAGS and AMZN, 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-2.00-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
-1.30
1.71
TAGS
AMZN

Dividends

TAGS vs. AMZN - Dividend Comparison

Neither TAGS nor AMZN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TAGS vs. AMZN - Drawdown Comparison

The maximum TAGS drawdown since its inception was -76.40%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for TAGS and AMZN. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-63.48%
-3.44%
TAGS
AMZN

Volatility

TAGS vs. AMZN - Volatility Comparison

The current volatility for Teucrium Agricultural Fund (TAGS) is 2.93%, while Amazon.com, Inc. (AMZN) has a volatility of 8.68%. This indicates that TAGS experiences smaller price fluctuations and is considered to be less risky than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
2.93%
8.68%
TAGS
AMZN
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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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