TAGS vs. AMZN
TAGS (Teucrium Agricultural Fund) is Agricultural Commodities fund tracking the Teucrium TAGS Index, while AMZN (Amazon.com, Inc) is a stock. Over the past 10 years, TAGS returned -1.74%/yr vs 21.29%/yr for AMZN. At a 0.04 correlation, their price movements are largely independent.
Performance
TAGS vs. AMZN - Performance Comparison
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Returns By Period
In the year-to-date period, TAGS achieves a 6.11% return, which is significantly lower than AMZN's 8.32% return. Over the past 10 years, TAGS has underperformed AMZN with an annualized return of -1.74%, while AMZN has yielded a comparatively higher 21.29% annualized return.
TAGS
- 1D
- -1.20%
- 1M
- -5.48%
- YTD
- 6.11%
- 6M
- 4.04%
- 1Y
- -0.95%
- 3Y*
- -7.08%
- 5Y*
- -1.51%
- 10Y*
- -1.74%
AMZN
- 1D
- -2.53%
- 1M
- -8.10%
- YTD
- 8.32%
- 6M
- 7.59%
- 1Y
- 21.54%
- 3Y*
- 26.25%
- 5Y*
- 9.30%
- 10Y*
- 21.29%
TAGS vs. AMZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TAGS Teucrium Agricultural Fund | 6.11% | -8.76% | -14.57% | -6.11% | 16.25% | 27.05% | 8.19% | -4.53% | -7.10% | -13.94% |
AMZN Amazon.com, Inc | 8.32% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 23.03% | 28.43% | 55.96% |
Correlation
The correlation between TAGS and AMZN is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2012 | 0.04 |
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Return for Risk
TAGS vs. AMZN — Risk / Return Rank
TAGS
AMZN
TAGS vs. AMZN - Risk-Adjusted Trends 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.
| TAGS | AMZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.15 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 1.00 | -1.09 |
| Martin ratioReturn relative to average drawdown | -0.16 | 2.39 | -2.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TAGS | AMZN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.08 | 0.72 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | 0.26 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | 0.66 | -0.76 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.23 | 0.57 | -0.80 |
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.
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Drawdown Indicators
| TAGS | AMZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.40% | -94.40% | +18.00% |
Max Drawdown (1Y)Largest decline over 1 year | -10.07% | -21.74% | +11.67% |
Max Drawdown (3Y)Largest decline over 3 years | -33.59% | -30.88% | -2.71% |
Max Drawdown (5Y)Largest decline over 5 years | -37.60% | -56.15% | +18.55% |
Max Drawdown (10Y)Largest decline over 10 years | -47.30% | -56.15% | +8.85% |
Current DrawdownCurrent decline from peak | -63.69% | -9.08% | -54.61% |
Average DrawdownAverage peak-to-trough decline | -57.23% | -28.12% | -29.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.88% | 9.02% | -3.14% |
Volatility
TAGS vs. AMZN - Volatility Comparison
The current volatility for Teucrium Agricultural Fund (TAGS) is 5.52%, while Amazon.com, Inc (AMZN) has a volatility of 7.24%. 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.
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Volatility by Period
| TAGS | AMZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 7.24% | -1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 10.12% | 20.35% | -10.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.61% | 30.00% | -17.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.58% | 35.50% | -18.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 32.46% | -14.42% |
Dividends
TAGS vs. AMZN - Dividend Comparison
Neither TAGS nor AMZN has paid dividends to shareholders.
Frequently Asked Questions
TAGS and AMZN have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMZN has higher volatility (7.24%) compared to TAGS (5.52%). In terms of maximum drawdown, TAGS dropped -76.40% vs AMZN's -94.40%.
AMZN currently has the higher Sharpe Ratio (0.72 vs -0.08), 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.
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