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VITL vs. DBA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VITL and DBA is 0.06, 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.


-0.50.00.51.00.1

Performance

VITL vs. DBA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vital Farms, Inc. (VITL) and Invesco DB Agriculture Fund (DBA). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-10.03%
10.11%
VITL
DBA

Key characteristics

Sharpe Ratio

VITL:

3.10

DBA:

1.74

Sortino Ratio

VITL:

3.54

DBA:

2.34

Omega Ratio

VITL:

1.48

DBA:

1.30

Calmar Ratio

VITL:

2.48

DBA:

0.63

Martin Ratio

VITL:

8.86

DBA:

5.35

Ulcer Index

VITL:

18.31%

DBA:

5.55%

Daily Std Dev

VITL:

52.31%

DBA:

17.10%

Max Drawdown

VITL:

-80.31%

DBA:

-67.97%

Current Drawdown

VITL:

-20.40%

DBA:

-30.09%

Returns By Period

In the year-to-date period, VITL achieves a 137.28% return, which is significantly higher than DBA's 31.77% return.


VITL

YTD

137.28%

1M

27.72%

6M

-12.32%

1Y

152.06%

5Y*

N/A

10Y*

N/A

DBA

YTD

31.77%

1M

4.23%

6M

10.11%

1Y

31.27%

5Y*

11.94%

10Y*

1.54%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

VITL vs. DBA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vital Farms, Inc. (VITL) and Invesco DB Agriculture Fund (DBA). 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 VITL, currently valued at 2.91, compared to the broader market-4.00-2.000.002.002.911.74
The chart of Sortino ratio for VITL, currently valued at 3.41, compared to the broader market-4.00-2.000.002.004.003.412.34
The chart of Omega ratio for VITL, currently valued at 1.46, compared to the broader market0.501.001.502.001.461.30
The chart of Calmar ratio for VITL, currently valued at 2.33, compared to the broader market0.002.004.006.002.332.40
The chart of Martin ratio for VITL, currently valued at 8.28, compared to the broader market0.0010.0020.008.285.35
VITL
DBA

The current VITL Sharpe Ratio is 3.10, which is higher than the DBA Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of VITL and DBA, 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 Ratio1.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
2.91
1.74
VITL
DBA

Dividends

VITL vs. DBA - Dividend Comparison

Neither VITL nor DBA has paid dividends to shareholders.


TTM202320222021202020192018
VITL
Vital Farms, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DBA
Invesco DB Agriculture Fund
0.00%4.63%0.48%0.00%0.00%1.55%1.06%

Drawdowns

VITL vs. DBA - Drawdown Comparison

The maximum VITL drawdown since its inception was -80.31%, which is greater than DBA's maximum drawdown of -67.97%. Use the drawdown chart below to compare losses from any high point for VITL and DBA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.40%
-1.80%
VITL
DBA

Volatility

VITL vs. DBA - Volatility Comparison

Vital Farms, Inc. (VITL) has a higher volatility of 11.55% compared to Invesco DB Agriculture Fund (DBA) at 3.40%. This indicates that VITL's price experiences larger fluctuations and is considered to be riskier than DBA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.55%
3.40%
VITL
DBA
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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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