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

Correlation

The correlation between TAGS and DBA is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

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.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-50.49%
6.18%
TAGS
DBA

Key characteristics

Sharpe Ratio

TAGS:

-1.27

DBA:

1.91

Sortino Ratio

TAGS:

-1.79

DBA:

2.54

Omega Ratio

TAGS:

0.81

DBA:

1.33

Calmar Ratio

TAGS:

-0.25

DBA:

0.69

Martin Ratio

TAGS:

-1.47

DBA:

5.87

Ulcer Index

TAGS:

10.89%

DBA:

5.55%

Daily Std Dev

TAGS:

12.59%

DBA:

17.07%

Max Drawdown

TAGS:

-76.40%

DBA:

-67.97%

Current Drawdown

TAGS:

-63.31%

DBA:

-29.40%

Returns By Period

In the year-to-date period, TAGS achieves a -16.44% return, which is significantly lower than DBA's 33.08% return. Over the past 10 years, TAGS has underperformed DBA with an annualized return of -2.68%, while DBA has yielded a comparatively higher 1.62% annualized return.


TAGS

YTD

-16.44%

1M

-3.82%

6M

-7.75%

1Y

-15.95%

5Y*

4.79%

10Y*

-2.68%

DBA

YTD

33.08%

1M

4.70%

6M

12.24%

1Y

32.76%

5Y*

12.15%

10Y*

1.62%

Compare stocks, funds, or ETFs

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


TAGS vs. DBA - Expense Ratio Comparison

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


DBA
Invesco DB Agriculture Fund
Expense ratio chart for DBA: current value at 0.94% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.94%
Expense ratio chart for TAGS: current value at 0.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.21%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for TAGS, currently valued at -1.27, compared to the broader market0.002.004.00-1.271.91
The chart of Sortino ratio for TAGS, currently valued at -1.79, compared to the broader market-2.000.002.004.006.008.0010.00-1.792.54
The chart of Omega ratio for TAGS, currently valued at 0.81, compared to the broader market0.501.001.502.002.503.000.811.33
The chart of Calmar ratio for TAGS, currently valued at -0.25, compared to the broader market0.005.0010.0015.00-0.251.16
The chart of Martin ratio for TAGS, currently valued at -1.47, compared to the broader market0.0020.0040.0060.0080.00100.00-1.475.87
TAGS
DBA

The current TAGS Sharpe Ratio is -1.27, which is lower than the DBA Sharpe Ratio of 1.91. 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.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
-1.27
1.91
TAGS
DBA

Dividends

TAGS vs. DBA - Dividend Comparison

Neither TAGS nor DBA has paid dividends to shareholders.


TTM202320222021202020192018
TAGS
Teucrium Agricultural Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DBA
Invesco DB Agriculture Fund
0.00%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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-63.31%
-3.21%
TAGS
DBA

Volatility

TAGS vs. DBA - Volatility Comparison

The current volatility for Teucrium Agricultural Fund (TAGS) is 3.00%, while Invesco DB Agriculture Fund (DBA) has a volatility of 3.47%. 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.


2.50%3.00%3.50%4.00%4.50%5.00%5.50%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.00%
3.47%
TAGS
DBA
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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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