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XXRP vs. TILL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XXRP vs. TILL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium 2x Long Daily XRP ETF (XXRP) and Teucrium Agricultural Strategy No K-1 ETF (TILL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XXRP achieves a -52.39% return, which is significantly lower than TILL's 5.94% return.


XXRP

1D
9.16%
1M
-11.87%
YTD
-52.39%
6M
-76.41%
1Y
-84.16%
3Y*
5Y*
10Y*

TILL

1D
0.63%
1M
-0.72%
YTD
5.94%
6M
5.85%
1Y
-2.97%
3Y*
-7.00%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XXRP vs. TILL - Yearly Performance Comparison


Correlation

The correlation between XXRP and TILL is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Apr 9, 2025

0.07

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Return for Risk

XXRP vs. TILL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XXRP
XXRP Risk / Return Rank: 22
Overall Rank
XXRP Sharpe Ratio Rank: 22
Sharpe Ratio Rank
XXRP Sortino Ratio Rank: 22
Sortino Ratio Rank
XXRP Omega Ratio Rank: 22
Omega Ratio Rank
XXRP Calmar Ratio Rank: 11
Calmar Ratio Rank
XXRP Martin Ratio Rank: 11
Martin Ratio Rank

TILL
TILL Risk / Return Rank: 44
Overall Rank
TILL Sharpe Ratio Rank: 44
Sharpe Ratio Rank
TILL Sortino Ratio Rank: 44
Sortino Ratio Rank
TILL Omega Ratio Rank: 44
Omega Ratio Rank
TILL Calmar Ratio Rank: 44
Calmar Ratio Rank
TILL Martin Ratio Rank: 55
Martin Ratio Rank
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.

XXRP vs. TILL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium 2x Long Daily XRP ETF (XXRP) and Teucrium Agricultural Strategy No K-1 ETF (TILL). 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.


XXRPTILLDifference

Sharpe ratio

Return per unit of total volatility

-0.56

-0.26

-0.30

Sortino ratio

Return per unit of downside risk

-0.70

-0.30

-0.40

Omega ratio

Gain probability vs. loss probability

0.92

0.97

-0.05

Calmar ratio

Return relative to maximum drawdown

-0.90

-0.26

-0.64

Martin ratio

Return relative to average drawdown

-1.33

-0.43

-0.90

XXRP vs. TILL - Sharpe Ratio Comparison

The current XXRP Sharpe Ratio is -0.56, which is lower than the TILL Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of XXRP and TILL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XXRPTILLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.56

-0.26

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.52

-0.57

+0.06

Drawdowns

XXRP vs. TILL - Drawdown Comparison

The maximum XXRP drawdown since its inception was -94.38%, which is greater than TILL's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for XXRP and TILL.


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Drawdown Indicators


XXRPTILLDifference

Max Drawdown

Largest peak-to-trough decline

-94.38%

-33.76%

-60.62%

Max Drawdown (1Y)

Largest decline over 1 year

-94.38%

-9.76%

-84.62%

Current Drawdown

Current decline from peak

-92.47%

-28.90%

-63.57%

Average Drawdown

Average peak-to-trough decline

-55.27%

-21.22%

-34.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

63.77%

5.99%

+57.78%

Volatility

XXRP vs. TILL - Volatility Comparison

Teucrium 2x Long Daily XRP ETF (XXRP) has a higher volatility of 25.01% compared to Teucrium Agricultural Strategy No K-1 ETF (TILL) at 4.67%. This indicates that XXRP's price experiences larger fluctuations and is considered to be riskier than TILL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XXRPTILLDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.01%

4.67%

+20.34%

Volatility (6M)

Calculated over the trailing 6-month period

122.07%

8.72%

+113.35%

Volatility (1Y)

Calculated over the trailing 1-year period

151.24%

11.46%

+139.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

152.31%

14.62%

+137.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

152.31%

14.62%

+137.69%

XXRP vs. TILL - Expense Ratio Comparison

XXRP has a 1.89% expense ratio, which is higher than TILL's 0.89% expense ratio.


Dividends

XXRP vs. TILL - Dividend Comparison

XXRP's dividend yield for the trailing twelve months is around 13.72%, more than TILL's 4.69% yield.


TTM2025202420232022
XXRP
Teucrium 2x Long Daily XRP ETF
13.72%6.40%0.00%0.00%0.00%
TILL
Teucrium Agricultural Strategy No K-1 ETF
4.69%4.97%2.55%51.24%0.73%