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TSN vs. KROP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.4

Performance

TSN vs. KROP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tyson Foods, Inc. (TSN) and Global X AgTech & Food Innovation ETF (KROP). The values are adjusted to include any dividend payments, if applicable.

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.04%
-58.80%
TSN
KROP

Key characteristics

Sharpe Ratio

TSN:

0.84

KROP:

-0.32

Sortino Ratio

TSN:

1.28

KROP:

-0.35

Omega Ratio

TSN:

1.17

KROP:

0.96

Calmar Ratio

TSN:

0.40

KROP:

-0.09

Martin Ratio

TSN:

3.03

KROP:

-0.72

Ulcer Index

TSN:

5.90%

KROP:

7.36%

Daily Std Dev

TSN:

21.26%

KROP:

16.60%

Max Drawdown

TSN:

-81.50%

KROP:

-60.23%

Current Drawdown

TSN:

-34.70%

KROP:

-59.31%

Returns By Period

In the year-to-date period, TSN achieves a 13.39% return, which is significantly higher than KROP's -8.47% return.


TSN

YTD

13.39%

1M

-7.93%

6M

8.55%

1Y

17.73%

5Y*

-5.65%

10Y*

6.27%

KROP

YTD

-8.47%

1M

-2.05%

6M

-2.58%

1Y

-7.05%

5Y*

N/A

10Y*

N/A

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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.


Sharpe ratio
The chart of Sharpe ratio for TSN, currently valued at 0.84, compared to the broader market-4.00-2.000.002.000.84-0.32
The chart of Sortino ratio for TSN, currently valued at 1.28, compared to the broader market-4.00-2.000.002.004.001.28-0.35
The chart of Omega ratio for TSN, currently valued at 1.17, compared to the broader market0.501.001.502.001.170.96
The chart of Calmar ratio for TSN, currently valued at 0.40, compared to the broader market0.002.004.006.000.40-0.09
The chart of Martin ratio for TSN, currently valued at 3.03, compared to the broader market0.0010.0020.003.03-0.72
TSN
KROP

The current TSN Sharpe Ratio is 0.84, which is higher than the KROP Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of TSN and KROP, 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-1.50-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.84
-0.32
TSN
KROP

Dividends

TSN vs. KROP - Dividend Comparison

TSN's dividend yield for the trailing twelve months is around 3.34%, more than KROP's 1.71% yield.


TTM20232022202120202019201820172016201520142013
TSN
Tyson Foods, Inc.
3.34%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
1.71%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.


-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-34.70%
-59.31%
TSN
KROP

Volatility

TSN vs. KROP - Volatility Comparison

The current volatility for Tyson Foods, Inc. (TSN) is 4.04%, while Global X AgTech & Food Innovation ETF (KROP) has a volatility of 5.10%. This indicates that TSN experiences smaller price fluctuations and is considered to be less risky than KROP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.04%
5.10%
TSN
KROP
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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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