PortfoliosLab logoPortfoliosLab logo
TAGS vs. XXRP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TAGS vs. XXRP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Agricultural Fund (TAGS) and Teucrium 2x Long Daily XRP ETF (XXRP). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TAGS vs. XXRP - Yearly Performance Comparison


2026 (YTD)2025
TAGS
Teucrium Agricultural Fund
8.51%-7.81%
XXRP
Teucrium 2x Long Daily XRP ETF
-59.12%-56.74%

Returns By Period

In the year-to-date period, TAGS achieves a 8.51% return, which is significantly higher than XXRP's -59.12% return.


TAGS

1D
-1.93%
1M
5.01%
YTD
8.51%
6M
6.56%
1Y
-3.00%
3Y*
-7.12%
5Y*
2.24%
10Y*
-0.63%

XXRP

1D
1.30%
1M
-10.37%
YTD
-59.12%
6M
-87.90%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. XXRP - Expense Ratio Comparison

TAGS has a 0.21% expense ratio, which is lower than XXRP's 1.89% expense ratio.


Return for Risk

TAGS vs. XXRP — 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: 77
Sharpe Ratio Rank
TAGS Sortino Ratio Rank: 66
Sortino Ratio Rank
TAGS Omega Ratio Rank: 77
Omega Ratio Rank
TAGS Calmar Ratio Rank: 1010
Calmar Ratio Rank
TAGS Martin Ratio Rank: 1010
Martin Ratio Rank

XXRP
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. XXRP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Fund (TAGS) and Teucrium 2x Long Daily XRP ETF (XXRP). 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.


TAGSXXRPDifference

Sharpe ratio

Return per unit of total volatility

-0.26

Sortino ratio

Return per unit of downside risk

-0.30

Omega ratio

Gain probability vs. loss probability

0.97

Calmar ratio

Return relative to maximum drawdown

-0.12

Martin ratio

Return relative to average drawdown

-0.19

TAGS vs. XXRP - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


TAGSXXRPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

-0.54

+0.31

Correlation

The correlation between TAGS and XXRP is 0.08, 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.


Dividends

TAGS vs. XXRP - Dividend Comparison

TAGS has not paid dividends to shareholders, while XXRP's dividend yield for the trailing twelve months is around 15.98%.


Drawdowns

TAGS vs. XXRP - Drawdown Comparison

The maximum TAGS drawdown since its inception was -76.40%, smaller than the maximum XXRP drawdown of -94.38%. Use the drawdown chart below to compare losses from any high point for TAGS and XXRP.


Loading graphics...

Drawdown Indicators


TAGSXXRPDifference

Max Drawdown

Largest peak-to-trough decline

-76.40%

-94.38%

+17.98%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

Max Drawdown (10Y)

Largest decline over 10 years

-47.30%

Current Drawdown

Current decline from peak

-62.87%

-93.54%

+30.67%

Average Drawdown

Average peak-to-trough decline

-57.16%

-53.71%

-3.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.59%

Volatility

TAGS vs. XXRP - Volatility Comparison


Loading graphics...

Volatility by Period


TAGSXXRPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

Volatility (6M)

Calculated over the trailing 6-month period

8.70%

Volatility (1Y)

Calculated over the trailing 1-year period

11.64%

154.47%

-142.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.93%

154.47%

-137.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.35%

154.47%

-136.12%