TSN vs. KROP
Compare and contrast key facts about Tyson Foods, Inc. (TSN) and Global X AgTech & Food Innovation ETF (KROP).
KROP is a passively managed fund by Global X that tracks the performance of the Solactive AgTech & Food Innovation Index. It was launched on Jul 12, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSN or KROP.
Performance
TSN vs. KROP - Performance Comparison
Returns By Period
In the year-to-date period, TSN achieves a 22.74% return, which is significantly higher than KROP's -7.25% return.
TSN
22.74%
6.14%
8.50%
37.94%
-3.85%
6.52%
KROP
-7.25%
-4.86%
-9.89%
-1.47%
N/A
N/A
Key characteristics
| TSN | KROP | |
|---|---|---|
| Sharpe Ratio | 1.72 | -0.18 |
| Sortino Ratio | 2.39 | -0.15 |
| Omega Ratio | 1.31 | 0.98 |
| Calmar Ratio | 0.76 | -0.05 |
| Martin Ratio | 6.63 | -0.45 |
| Ulcer Index | 5.73% | 6.91% |
| Daily Std Dev | 22.13% | 16.80% |
| Max Drawdown | -81.50% | -60.23% |
| Current Drawdown | -29.31% | -58.77% |
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Correlation
The correlation between TSN and KROP is 0.35, 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.
Risk-Adjusted Performance
TSN vs. KROP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tyson Foods, Inc. (TSN) and Global X AgTech & Food Innovation ETF (KROP). 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.
Dividends
TSN vs. KROP - Dividend Comparison
TSN's dividend yield for the trailing twelve months is around 3.05%, more than KROP's 1.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSN Tyson Foods, Inc. | 3.05% | 3.59% | 2.99% | 2.06% | 2.65% | 2.11% | 2.39% | 1.48% | 1.09% | 0.84% | 0.81% | 0.67% |
KROP Global X AgTech & Food Innovation ETF | 1.69% | 1.36% | 0.71% | 0.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TSN vs. KROP - Drawdown Comparison
The maximum TSN drawdown since its inception was -81.50%, which is greater than KROP's maximum drawdown of -60.23%. Use the drawdown chart below to compare losses from any high point for TSN and KROP. For additional features, visit the drawdowns tool.
Volatility
TSN vs. KROP - Volatility Comparison
Tyson Foods, Inc. (TSN) has a higher volatility of 7.52% compared to Global X AgTech & Food Innovation ETF (KROP) at 4.56%. This indicates that TSN's price experiences larger fluctuations and is considered to be riskier than KROP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.