BUFM vs. CXRN

Last updated Jun 24, 2026

BUFM (AB Moderate Buffer ETF) and CXRN (Teucrium 2x Daily Corn ETF) are both exchange-traded funds - BUFM is a Defined Outcome fund actively managed by AllianceBernstein, while CXRN is a Leveraged Commodities fund actively managed by Teucrium. Both are actively managed. Over the past year, BUFM returned 10.84% vs -27.23% for CXRN. At a correlation of -0.12, they often move in opposite directions. BUFM charges 0.69%/yr vs 0.95%/yr for CXRN.

Performance

BUFM vs. CXRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Moderate Buffer ETF (BUFM) and Teucrium 2x Daily Corn ETF (CXRN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BUFM achieves a 2.85% return, which is significantly higher than CXRN's -21.39% return.

BUFM

• 1D: -0.62%
• 1M: -0.32%
• YTD: 2.85%
• 6M: 2.08%
• 1Y: 10.84%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CXRN

• 1D: -0.21%
• 1M: -21.84%
• YTD: -21.39%
• 6M: -23.62%
• 1Y: -27.23%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BUFM vs. CXRN - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BUFM AB Moderate Buffer ETF	2.85%	12.94%	-1.24%
CXRN Teucrium 2x Daily Corn ETF	-21.39%	-25.68%	7.40%

Correlation

The correlation between BUFM and CXRN is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.18
Correlation (All Time) Calculated using the full available price history since Dec 13, 2024	-0.12

Return for Risk

BUFM vs. CXRN — Risk / Return Rank

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

BUFM

BUFM Risk / Return Rank: 60
BUFM Sharpe Ratio Rank: 60
BUFM Sortino Ratio Rank: 58
BUFM Omega Ratio Rank: 61
BUFM Calmar Ratio Rank: 60
BUFM Martin Ratio Rank: 60

CXRN

CXRN Risk / Return Rank: 2
CXRN Sharpe Ratio Rank: 3
CXRN Sortino Ratio Rank: 4
CXRN Omega Ratio Rank: 3
CXRN Calmar Ratio Rank: 1
CXRN Martin Ratio Rank: 0

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.

BUFM vs. CXRN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Moderate Buffer ETF (BUFM) and Teucrium 2x Daily Corn ETF (CXRN). 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.

	BUFM	CXRN	Difference
Sharpe ratio: Return per unit of total volatility	1.80	-0.76	+2.56
Sortino ratio: Return per unit of downside risk	2.50	-0.92	+3.43
Omega ratio: Gain probability vs. loss probability	1.34	0.89	+0.45
Calmar ratio: Return relative to maximum drawdown	2.67	-0.94	+3.62
Martin ratio: Return relative to average drawdown	9.73	-2.21	+11.94

BUFM vs. CXRN - Sharpe Ratio Comparison

The current BUFM Sharpe Ratio is 1.80, which is higher than the CXRN Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of BUFM and CXRN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BUFM vs. CXRN - Drawdown Comparison

The maximum BUFM drawdown since its inception was -9.43%, smaller than the maximum CXRN drawdown of -51.11%. Use the drawdown chart below to compare losses from any high point for BUFM and CXRN.

Drawdown Indicators

	BUFM	CXRN	Difference
Max Drawdown Largest peak-to-trough decline	-9.43%	-51.11%	+41.68%
Max Drawdown (1Y) Largest decline over 1 year	-4.07%	-28.97%	+24.90%
Current Drawdown Current decline from peak	-1.11%	-51.11%	+50.00%
Average Drawdown Average peak-to-trough decline	-0.98%	-30.67%	+29.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.12%	12.34%	-11.22%

Volatility

BUFM vs. CXRN - Volatility Comparison

The current volatility for AB Moderate Buffer ETF (BUFM) is 2.20%, while Teucrium 2x Daily Corn ETF (CXRN) has a volatility of 9.67%. This indicates that BUFM experiences smaller price fluctuations and is considered to be less risky than CXRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BUFM	CXRN	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.20%	9.67%	-7.47%
Volatility (6M) Calculated over the trailing 6-month period	4.64%	27.05%	-22.41%
Volatility (1Y) Calculated over the trailing 1-year period	6.06%	36.39%	-30.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.41%	36.73%	-27.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.41%	36.73%	-27.32%

BUFM vs. CXRN - Expense Ratio Comparison

BUFM has a 0.69% expense ratio, which is lower than CXRN's 0.95% expense ratio.

Dividends

BUFM vs. CXRN - Dividend Comparison

BUFM has not paid dividends to shareholders, while CXRN's dividend yield for the trailing twelve months is around 2.87%.

Position	TTM	2025	2024
BUFM AB Moderate Buffer ETF	0.00%	0.00%	0.00%
CXRN Teucrium 2x Daily Corn ETF	2.87%	3.30%	0.13%

Frequently Asked Questions

Can I hold both BUFM and CXRN in my portfolio?

BUFM and CXRN 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.

Which is riskier, BUFM or CXRN?

CXRN has higher volatility (9.67%) compared to BUFM (2.20%). In terms of maximum drawdown, BUFM dropped -9.43% vs CXRN's -51.11%.

Which ETF is better, BUFM or CXRN?

On 1-year performance, BUFM leads with 10.84% vs -27.23% for CXRN. On fees, BUFM is cheaper at 0.69% per year. On volatility, BUFM has been the lower-risk option at 2.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BUFM or CXRN?

Over the 1-year period, BUFM has performed better with a 10.84% return vs -27.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BUFM or CXRN?

BUFM is cheaper with a 0.69% expense ratio, compared with 0.95% for CXRN.

Which ETF pays a higher dividend yield, BUFM or CXRN?

CXRN has the higher dividend yield at 2.87%, compared with 0.00% for BUFM.

What is the main difference between BUFM and CXRN?

BUFM is categorized as Defined Outcome, while CXRN is Leveraged Commodities. They also come from different issuers: AllianceBernstein and Teucrium. Their fees differ too: 0.69% for BUFM and 0.95% for CXRN.

Which has better risk-adjusted returns?

BUFM currently has the higher Sharpe Ratio (1.80 vs -0.76), 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.