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YARIY vs. DBA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YARIY vs. DBA - Performance Comparison

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

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Returns By Period

In the year-to-date period, YARIY achieves a 16.38% return, which is significantly higher than DBA's 8.82% return. Over the past 10 years, YARIY has outperformed DBA with an annualized return of 9.90%, while DBA has yielded a comparatively lower 4.14% annualized return.


YARIY

1D
0.40%
1M
-10.31%
6M
20.88%
YTD
16.38%
1Y
25.08%
3Y*
9.19%
5Y*
3.21%
10Y*
9.90%

DBA

1D
0.22%
1M
5.59%
6M
7.72%
YTD
8.82%
1Y
11.65%
3Y*
13.55%
5Y*
12.19%
10Y*
4.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YARIY vs. DBA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YARIY
Yara International ASA
16.38%57.35%-24.66%-7.15%-5.03%33.25%9.83%9.63%-14.26%27.25%
DBA
Invesco DB Agriculture Fund
8.82%-0.56%33.45%7.64%2.53%22.37%-2.54%-0.71%-8.74%-6.06%

Correlation

The correlation between YARIY and DBA is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2007

0.24

The correlation between YARIY and DBA shifts across timeframes, from 0.13 (3 years) to 0.24 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

YARIY vs. DBA — Risk / Return Rank

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

YARIY
YARIY Risk / Return Rank: 6666
Overall Rank
YARIY Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
YARIY Sortino Ratio Rank: 6363
Sortino Ratio Rank
YARIY Omega Ratio Rank: 6363
Omega Ratio Rank
YARIY Calmar Ratio Rank: 6464
Calmar Ratio Rank
YARIY Martin Ratio Rank: 7070
Martin Ratio Rank

DBA
DBA Risk / Return Rank: 3434
Overall Rank
DBA Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
DBA Sortino Ratio Rank: 3838
Sortino Ratio Rank
DBA Omega Ratio Rank: 3535
Omega Ratio Rank
DBA Calmar Ratio Rank: 3333
Calmar Ratio Rank
DBA Martin Ratio Rank: 2626
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.

YARIY vs. DBA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Yara International ASA (YARIY) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


YARIYDBADifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.15

1.19

-0.04

Calmar ratioReturn relative to maximum drawdown

0.85

1.35

-0.50

Martin ratioReturn relative to average drawdown

2.89

2.83

+0.06

YARIY vs. DBA - Sharpe Ratio Comparison

The current YARIY Sharpe Ratio is 0.71, which is lower than the DBA Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of YARIY and DBA, 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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Drawdowns

YARIY vs. DBA - Drawdown Comparison

The maximum YARIY drawdown since its inception was -86.18%, which is greater than DBA's maximum drawdown of -67.97%. Use the drawdown chart below to compare losses from any high point for YARIY and DBA.


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Drawdown Indicators


YARIYDBADifference

Max Drawdown

Largest peak-to-trough decline

-86.18%

-67.97%

-18.21%

Max Drawdown (1Y)

Largest decline over 1 year

-28.14%

-8.67%

-19.47%

Max Drawdown (3Y)

Largest decline over 3 years

-35.12%

-12.36%

-22.76%

Max Drawdown (5Y)

Largest decline over 5 years

-41.73%

-15.94%

-25.79%

Max Drawdown (10Y)

Largest decline over 10 years

-49.59%

-37.97%

-11.62%

Current Drawdown

Current decline from peak

-23.22%

-23.39%

+0.17%

Average Drawdown

Average peak-to-trough decline

-29.39%

-41.02%

+11.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.24%

4.12%

+4.12%

Volatility

YARIY vs. DBA - Volatility Comparison

Yara International ASA (YARIY) has a higher volatility of 9.89% compared to Invesco DB Agriculture Fund (DBA) at 3.88%. This indicates that YARIY'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.


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Volatility by Period


YARIYDBADifference

Volatility (1M)

Calculated over the trailing 1-month period

9.89%

3.88%

+6.01%

Volatility (6M)

Calculated over the trailing 6-month period

29.44%

7.43%

+22.01%

Volatility (1Y)

Calculated over the trailing 1-year period

33.42%

10.83%

+22.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.37%

13.86%

+17.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.17%

13.06%

+18.11%

Dividends

YARIY vs. DBA - Dividend Comparison

YARIY's dividend yield for the trailing twelve months is around 5.15%, more than DBA's 3.29% yield.


PositionTTM20252024202320222021202020192018201720162015
DBA
Invesco DB Agriculture Fund
3.29%3.58%4.08%4.63%0.48%0.00%0.00%1.55%1.06%0.00%0.00%0.00%
YARIY
Yara International ASA
5.15%1.18%1.79%14.57%10.07%9.09%8.17%1.81%2.14%6.95%9.08%4.00%

Frequently Asked Questions


YARIY and DBA have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YARIY has higher volatility (9.89%) compared to DBA (3.88%). In terms of maximum drawdown, YARIY dropped -86.18% vs DBA's -67.97%.

DBA currently has the higher Sharpe Ratio (1.08 vs 0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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