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TAGS vs. COMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TAGS vs. COMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Agricultural Fund (TAGS) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TAGS achieves a 6.11% return, which is significantly lower than COMB's 26.81% 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%

COMB

1D
0.03%
1M
-2.98%
YTD
26.81%
6M
25.89%
1Y
38.86%
3Y*
16.31%
5Y*
11.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TAGS vs. COMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TAGS
Teucrium Agricultural Fund
6.11%-8.76%-14.57%-6.11%16.25%27.05%8.19%-4.53%-7.10%-6.43%
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
26.81%15.12%5.24%-7.75%14.56%26.34%-2.95%7.02%-11.41%4.98%

Correlation

The correlation between TAGS and COMB is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (All Time)
Calculated using the full available price history since May 25, 2017

0.43

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Return for Risk

TAGS vs. COMB — Risk / Return Rank

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

TAGS
TAGS Risk / Return Rank: 88
Overall Rank
TAGS Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TAGS Sortino Ratio Rank: 77
Sortino Ratio Rank
TAGS Omega Ratio Rank: 77
Omega Ratio Rank
TAGS Calmar Ratio Rank: 88
Calmar Ratio Rank
TAGS Martin Ratio Rank: 88
Martin Ratio Rank

COMB
COMB Risk / Return Rank: 7171
Overall Rank
COMB Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
COMB Sortino Ratio Rank: 6161
Sortino Ratio Rank
COMB Omega Ratio Rank: 6868
Omega Ratio Rank
COMB Calmar Ratio Rank: 8787
Calmar Ratio Rank
COMB Martin Ratio Rank: 7171
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.

TAGS vs. COMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Fund (TAGS) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). 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.


TAGSCOMBDifference
Sharpe ratioReturn per unit of total volatility

-2.37

Sortino ratioReturn per unit of downside risk

-2.93

Omega ratioGain probability vs. loss probability

1.00

1.41

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.09

5.08

-5.17

Martin ratioReturn relative to average drawdown

-0.16

13.24

-13.40

TAGS vs. COMB - Sharpe Ratio Comparison

The current TAGS Sharpe Ratio is -0.08, which is lower than the COMB Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of TAGS and COMB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TAGSCOMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

2.29

-2.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.68

-0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

0.52

-0.75

Drawdowns

TAGS vs. COMB - Drawdown Comparison

The maximum TAGS drawdown since its inception was -76.40%, which is greater than COMB's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for TAGS and COMB.


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Drawdown Indicators


TAGSCOMBDifference

Max Drawdown

Largest peak-to-trough decline

-76.40%

-33.50%

-42.90%

Max Drawdown (1Y)

Largest decline over 1 year

-10.07%

-7.69%

-2.38%

Max Drawdown (3Y)

Largest decline over 3 years

-33.59%

-11.35%

-22.24%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

-26.63%

-10.97%

Max Drawdown (10Y)

Largest decline over 10 years

-47.30%

Current Drawdown

Current decline from peak

-63.69%

-4.35%

-59.34%

Average Drawdown

Average peak-to-trough decline

-57.23%

-12.06%

-45.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.88%

2.94%

+2.94%

Volatility

TAGS vs. COMB - Volatility Comparison

Teucrium Agricultural Fund (TAGS) has a higher volatility of 5.52% compared to GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) at 5.14%. This indicates that TAGS's price experiences larger fluctuations and is considered to be riskier than COMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TAGSCOMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

5.14%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

10.12%

14.99%

-4.87%

Volatility (1Y)

Calculated over the trailing 1-year period

12.61%

17.02%

-4.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.58%

16.70%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

15.13%

+2.91%

TAGS vs. COMB - Expense Ratio Comparison

TAGS has a 0.21% expense ratio, which is lower than COMB's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

TAGS vs. COMB - Dividend Comparison

TAGS has not paid dividends to shareholders, while COMB's dividend yield for the trailing twelve months is around 7.14%.


PositionTTM202520242023202220212020201920182017
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
7.14%9.05%2.48%6.57%30.85%15.83%0.07%1.48%0.97%0.20%
TAGS
Teucrium Agricultural Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TAGS and COMB have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TAGS has higher volatility (5.52%) compared to COMB (5.14%). In terms of maximum drawdown, TAGS dropped -76.40% vs COMB's -33.50%.

On 5-year performance, COMB leads with 11.27% vs -1.51% for TAGS. On fees, TAGS is cheaper at 0.21% per year. On volatility, COMB has been the lower-risk option at 5.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, COMB has performed better with a 11.27% return vs -1.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TAGS is cheaper with a 0.21% expense ratio, compared with 0.25% for COMB.

COMB has the higher dividend yield at 7.14%, compared with 0.00% for TAGS.

TAGS is categorized as Agricultural Commodities, while COMB is Commodities. They also come from different issuers: Teucrium and GraniteShares. Their fees differ too: 0.21% for TAGS and 0.25% for COMB.

COMB currently has the higher Sharpe Ratio (2.29 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.

Portfolio Optimizer

Find the right allocation for TAGS and COMB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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