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TAGS vs. MUB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TAGS vs. MUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Agricultural Fund (TAGS) and iShares National AMT-Free Muni Bond ETF (MUB). 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 3.75% return, which is significantly higher than MUB's 1.53% return. Over the past 10 years, TAGS has underperformed MUB with an annualized return of -1.83%, while MUB has yielded a comparatively higher 1.90% annualized return.


TAGS

1D
-0.25%
1M
-6.05%
YTD
3.75%
6M
3.20%
1Y
-4.97%
3Y*
-10.09%
5Y*
-0.79%
10Y*
-1.83%

MUB

1D
-0.01%
1M
1.35%
YTD
1.53%
6M
1.89%
1Y
6.58%
3Y*
3.21%
5Y*
0.96%
10Y*
1.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TAGS vs. MUB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TAGS
Teucrium Agricultural Fund
3.75%-8.76%-14.57%-6.11%16.25%27.05%8.19%-4.53%-7.10%-13.94%
MUB
iShares National AMT-Free Muni Bond ETF
1.53%3.78%1.26%5.56%-7.34%1.02%5.12%7.06%0.93%4.72%

Correlation

The correlation between TAGS and MUB is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.22

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

-0.06

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

-0.04

Correlation (10Y)
Calculated over the trailing 10-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2012

-0.03

The correlation between TAGS and MUB shifts across timeframes, from -0.22 (1 year) to -0.02 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

TAGS vs. MUB — Risk / Return Rank

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

TAGS
TAGS Risk / Return Rank: 55
Overall Rank
TAGS Sharpe Ratio Rank: 55
Sharpe Ratio Rank
TAGS Sortino Ratio Rank: 55
Sortino Ratio Rank
TAGS Omega Ratio Rank: 55
Omega Ratio Rank
TAGS Calmar Ratio Rank: 44
Calmar Ratio Rank
TAGS Martin Ratio Rank: 44
Martin Ratio Rank

MUB
MUB Risk / Return Rank: 6767
Overall Rank
MUB Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 7979
Sortino Ratio Rank
MUB Omega Ratio Rank: 8383
Omega Ratio Rank
MUB Calmar Ratio Rank: 4949
Calmar Ratio Rank
MUB Martin Ratio Rank: 5050
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. MUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Fund (TAGS) and iShares National AMT-Free Muni Bond ETF (MUB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TAGSMUBDifference
Sharpe ratioReturn per unit of total volatility

-2.69

Sortino ratioReturn per unit of downside risk

-3.82

Omega ratioGain probability vs. loss probability

0.95

1.48

-0.53

Calmar ratioReturn relative to maximum drawdown

-0.54

2.37

-2.91

Martin ratioReturn relative to average drawdown

-0.96

8.25

-9.21

TAGS vs. MUB - Sharpe Ratio Comparison

The current TAGS Sharpe Ratio is -0.39, which is lower than the MUB Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of TAGS and MUB, 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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Drawdowns

TAGS vs. MUB - Drawdown Comparison

The maximum TAGS drawdown since its inception was -76.40%, which is greater than MUB's maximum drawdown of -13.68%. Use the drawdown chart below to compare losses from any high point for TAGS and MUB.


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Drawdown Indicators


TAGSMUBDifference

Max Drawdown

Largest peak-to-trough decline

-76.40%

-13.68%

-62.72%

Max Drawdown (1Y)

Largest decline over 1 year

-9.30%

-2.79%

-6.51%

Max Drawdown (3Y)

Largest decline over 3 years

-32.73%

-5.34%

-27.39%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

-11.88%

-25.72%

Max Drawdown (10Y)

Largest decline over 10 years

-44.72%

-13.68%

-31.04%

Current Drawdown

Current decline from peak

-64.50%

-0.41%

-64.09%

Average Drawdown

Average peak-to-trough decline

-57.23%

-2.23%

-55.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.99%

0.80%

+5.19%

Volatility

TAGS vs. MUB - Volatility Comparison

Teucrium Agricultural Fund (TAGS) has a higher volatility of 3.30% compared to iShares National AMT-Free Muni Bond ETF (MUB) at 0.76%. This indicates that TAGS's price experiences larger fluctuations and is considered to be riskier than MUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TAGSMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.30%

0.76%

+2.54%

Volatility (6M)

Calculated over the trailing 6-month period

10.31%

2.27%

+8.04%

Volatility (1Y)

Calculated over the trailing 1-year period

12.70%

2.89%

+9.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.33%

4.07%

+12.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

4.93%

+13.07%

TAGS vs. MUB - Expense Ratio Comparison

TAGS has a 0.21% expense ratio, which is higher than MUB's 0.07% expense ratio. However, 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. MUB - Dividend Comparison

TAGS has not paid dividends to shareholders, while MUB's dividend yield for the trailing twelve months is around 3.17%.


PositionTTM20252024202320222021202020192018201720162015
MUB
iShares National AMT-Free Muni Bond ETF
3.17%3.14%3.01%2.65%2.11%1.81%2.11%2.42%2.46%2.26%2.21%2.51%
TAGS
Teucrium Agricultural Fund
0.00%0.00%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 MUB have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TAGS has higher volatility (3.30%) compared to MUB (0.76%). In terms of maximum drawdown, TAGS dropped -76.40% vs MUB's -13.68%.

On 10-year performance, MUB leads with 1.90% vs -1.83% for TAGS. On fees, MUB is cheaper at 0.07% per year. On volatility, MUB has been the lower-risk option at 0.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, MUB has performed better with a 1.90% return vs -1.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MUB is cheaper with a 0.07% expense ratio, compared with 0.21% for TAGS.

MUB has the higher dividend yield at 3.17%, compared with 0.00% for TAGS.

TAGS is categorized as Agricultural Commodities, while MUB is Municipal Bonds. TAGS tracks Teucrium TAGS Index, while MUB tracks S&P National AMT-Free Municipal Bond Index. They also come from different issuers: Teucrium and iShares. Their fees differ too: 0.21% for TAGS and 0.07% for MUB.

MUB currently has the higher Sharpe Ratio (2.29 vs -0.39), 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 MUB

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