U-U.TO vs. TAGS
Compare and contrast key facts about Sprott Physical Uranium Trust Fund (U-U.TO) and Teucrium Agricultural Fund (TAGS).
TAGS is a passively managed fund by Teucrium that tracks the performance of the Teucrium TAGS Index. It was launched on Mar 28, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: U-U.TO or TAGS.
Performance
U-U.TO vs. TAGS - Performance Comparison
Returns By Period
In the year-to-date period, U-U.TO achieves a -11.13% return, which is significantly higher than TAGS's -11.99% return.
U-U.TO
-11.13%
-5.77%
-15.83%
-0.47%
N/A
N/A
TAGS
-11.99%
0.64%
-9.97%
-15.66%
6.67%
-3.02%
Key characteristics
| U-U.TO | TAGS | |
|---|---|---|
| Sharpe Ratio | 0.02 | -1.27 |
| Sortino Ratio | 0.32 | -1.77 |
| Omega Ratio | 1.04 | 0.82 |
| Calmar Ratio | 0.03 | -0.26 |
| Martin Ratio | 0.05 | -1.25 |
| Ulcer Index | 19.44% | 13.04% |
| Daily Std Dev | 38.84% | 12.90% |
| Max Drawdown | -39.27% | -76.40% |
| Current Drawdown | -24.55% | -61.35% |
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Correlation
The correlation between U-U.TO and TAGS is 0.13, 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
U-U.TO vs. TAGS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Uranium Trust Fund (U-U.TO) and Teucrium Agricultural Fund (TAGS). 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
U-U.TO vs. TAGS - Dividend Comparison
Neither U-U.TO nor TAGS has paid dividends to shareholders.
Drawdowns
U-U.TO vs. TAGS - Drawdown Comparison
The maximum U-U.TO drawdown since its inception was -39.27%, smaller than the maximum TAGS drawdown of -76.40%. Use the drawdown chart below to compare losses from any high point for U-U.TO and TAGS. For additional features, visit the drawdowns tool.
Volatility
U-U.TO vs. TAGS - Volatility Comparison
Sprott Physical Uranium Trust Fund (U-U.TO) has a higher volatility of 12.11% compared to Teucrium Agricultural Fund (TAGS) at 3.52%. This indicates that U-U.TO's price experiences larger fluctuations and is considered to be riskier than TAGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.