TAGS vs. AMZN
Compare and contrast key facts about Teucrium Agricultural Fund (TAGS) and Amazon.com, Inc. (AMZN).
TAGS is a passively managed fund by Teucrium that tracks the performance of the Teucrium TAGS Index. It was launched on Mar 28, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TAGS or AMZN.
Key characteristics
| TAGS | AMZN | |
|---|---|---|
| YTD Return | -10.64% | 37.01% |
| 1Y Return | -15.72% | 48.07% |
| 3Y Return (Ann) | -0.88% | 5.21% |
| 5Y Return (Ann) | 6.80% | 18.48% |
| 10Y Return (Ann) | -2.83% | 29.64% |
| Sharpe Ratio | -1.25 | 1.73 |
| Sortino Ratio | -1.75 | 2.39 |
| Omega Ratio | 0.82 | 1.31 |
| Calmar Ratio | -0.25 | 1.89 |
| Martin Ratio | -1.19 | 7.92 |
| Ulcer Index | 13.55% | 5.88% |
| Daily Std Dev | 12.86% | 26.95% |
| Max Drawdown | -76.40% | -94.40% |
| Current Drawdown | -60.76% | -0.89% |
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.
Performance
TAGS vs. AMZN - Performance Comparison
In the year-to-date period, TAGS achieves a -10.64% return, which is significantly lower than AMZN's 37.01% return. Over the past 10 years, TAGS has underperformed AMZN with an annualized return of -2.83%, while AMZN has yielded a comparatively higher 29.64% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
TAGS vs. AMZN - Dividend Comparison
Neither TAGS nor AMZN has paid dividends to shareholders.
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.
Volatility
TAGS vs. AMZN - Volatility Comparison
The current volatility for Teucrium Agricultural Fund (TAGS) is 3.06%, while Amazon.com, Inc. (AMZN) has a volatility of 8.99%. 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.