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

Correlation

The correlation between TAGS and DBA is 0.06, 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. DBA - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TAGS:

-1.07

DBA:

0.94

Sortino Ratio

TAGS:

-1.63

DBA:

1.33

Omega Ratio

TAGS:

0.83

DBA:

1.16

Calmar Ratio

TAGS:

-0.23

DBA:

0.37

Martin Ratio

TAGS:

-1.36

DBA:

3.13

Ulcer Index

TAGS:

10.85%

DBA:

4.73%

Daily Std Dev

TAGS:

12.60%

DBA:

16.30%

Max Drawdown

TAGS:

-76.40%

DBA:

-67.97%

Current Drawdown

TAGS:

-63.24%

DBA:

-28.06%

Returns By Period

In the year-to-date period, TAGS achieves a -1.99% return, which is significantly lower than DBA's 1.62% return. Over the past 10 years, TAGS has underperformed DBA with an annualized return of -1.93%, while DBA has yielded a comparatively higher 3.09% annualized return.


TAGS

YTD

-1.99%

1M

-2.42%

6M

-6.32%

1Y

-14.34%

5Y*

8.95%

10Y*

-1.93%

DBA

YTD

1.62%

1M

4.89%

6M

10.42%

1Y

14.00%

5Y*

16.59%

10Y*

3.09%

*Annualized

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TAGS vs. DBA - Expense Ratio Comparison

TAGS has a 0.21% expense ratio, which is lower than DBA's 0.94% expense ratio.


Risk-Adjusted Performance

TAGS vs. DBA — Risk-Adjusted Performance Rank

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

TAGS
The Risk-Adjusted Performance Rank of TAGS is 22
Overall Rank
The Sharpe Ratio Rank of TAGS is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of TAGS is 00
Sortino Ratio Rank
The Omega Ratio Rank of TAGS is 00
Omega Ratio Rank
The Calmar Ratio Rank of TAGS is 88
Calmar Ratio Rank
The Martin Ratio Rank of TAGS is 22
Martin Ratio Rank

DBA
The Risk-Adjusted Performance Rank of DBA is 7373
Overall Rank
The Sharpe Ratio Rank of DBA is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of DBA is 7979
Sortino Ratio Rank
The Omega Ratio Rank of DBA is 7575
Omega Ratio Rank
The Calmar Ratio Rank of DBA is 5151
Calmar Ratio Rank
The Martin Ratio Rank of DBA is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TAGS vs. DBA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Fund (TAGS) and Invesco DB Agriculture Fund (DBA). 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.


The current TAGS Sharpe Ratio is -1.07, which is lower than the DBA Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of TAGS and DBA, 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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Dividends

TAGS vs. DBA - Dividend Comparison

TAGS has not paid dividends to shareholders, while DBA's dividend yield for the trailing twelve months is around 4.01%.


TTM2024202320222021202020192018
TAGS
Teucrium Agricultural Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DBA
Invesco DB Agriculture Fund
4.01%4.08%4.63%0.48%0.00%0.00%1.55%1.06%

Drawdowns

TAGS vs. DBA - Drawdown Comparison

The maximum TAGS drawdown since its inception was -76.40%, which is greater than DBA's maximum drawdown of -67.97%. Use the drawdown chart below to compare losses from any high point for TAGS and DBA. For additional features, visit the drawdowns tool.


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Volatility

TAGS vs. DBA - Volatility Comparison

The current volatility for Teucrium Agricultural Fund (TAGS) is 3.11%, while Invesco DB Agriculture Fund (DBA) has a volatility of 4.01%. This indicates that TAGS experiences smaller price fluctuations and is considered to be less risky than DBA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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