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CATL.L vs. CORN.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CATL.L and CORN.L is 0.08, 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

CATL.L vs. CORN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Live Cattle (CATL.L) and WisdomTree Corn (CORN.L). The values are adjusted to include any dividend payments, if applicable.

-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-32.75%
-51.90%
CATL.L
CORN.L

Key characteristics

Sharpe Ratio

CATL.L:

1.43

CORN.L:

-1.03

Sortino Ratio

CATL.L:

2.06

CORN.L:

-1.40

Omega Ratio

CATL.L:

1.27

CORN.L:

0.84

Calmar Ratio

CATL.L:

0.42

CORN.L:

-0.25

Martin Ratio

CATL.L:

6.87

CORN.L:

-1.14

Ulcer Index

CATL.L:

2.76%

CORN.L:

16.48%

Daily Std Dev

CATL.L:

13.29%

CORN.L:

18.23%

Max Drawdown

CATL.L:

-59.64%

CORN.L:

-83.80%

Current Drawdown

CATL.L:

-36.36%

CORN.L:

-73.81%

Returns By Period

In the year-to-date period, CATL.L achieves a 14.74% return, which is significantly higher than CORN.L's -16.11% return. Over the past 10 years, CATL.L has outperformed CORN.L with an annualized return of -1.23%, while CORN.L has yielded a comparatively lower -3.76% annualized return.


CATL.L

YTD

14.74%

1M

-0.07%

6M

5.78%

1Y

18.24%

5Y (annualized)

0.92%

10Y (annualized)

-1.23%

CORN.L

YTD

-16.11%

1M

1.06%

6M

-8.19%

1Y

-18.18%

5Y (annualized)

4.83%

10Y (annualized)

-3.76%

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CATL.L vs. CORN.L - Expense Ratio Comparison

Both CATL.L and CORN.L have an expense ratio of 0.49%.


CATL.L
WisdomTree Live Cattle
Expense ratio chart for CATL.L: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for CORN.L: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

CATL.L vs. CORN.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Live Cattle (CATL.L) and WisdomTree Corn (CORN.L). 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 CATL.L, currently valued at 1.43, compared to the broader market0.002.004.001.43-1.03
The chart of Sortino ratio for CATL.L, currently valued at 2.06, compared to the broader market-2.000.002.004.006.008.0010.0012.002.06-1.40
The chart of Omega ratio for CATL.L, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.270.84
The chart of Calmar ratio for CATL.L, currently valued at 0.42, compared to the broader market0.005.0010.0015.000.42-0.25
The chart of Martin ratio for CATL.L, currently valued at 6.87, compared to the broader market0.0020.0040.0060.0080.00100.006.87-1.14
CATL.L
CORN.L

The current CATL.L Sharpe Ratio is 1.43, which is higher than the CORN.L Sharpe Ratio of -1.03. The chart below compares the historical Sharpe Ratios of CATL.L and CORN.L, 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 Ratio-2.00-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
1.43
-1.03
CATL.L
CORN.L

Dividends

CATL.L vs. CORN.L - Dividend Comparison

Neither CATL.L nor CORN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CATL.L vs. CORN.L - Drawdown Comparison

The maximum CATL.L drawdown since its inception was -59.64%, smaller than the maximum CORN.L drawdown of -83.80%. Use the drawdown chart below to compare losses from any high point for CATL.L and CORN.L. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-36.36%
-73.81%
CATL.L
CORN.L

Volatility

CATL.L vs. CORN.L - Volatility Comparison

The current volatility for WisdomTree Live Cattle (CATL.L) is 2.59%, while WisdomTree Corn (CORN.L) has a volatility of 3.40%. This indicates that CATL.L experiences smaller price fluctuations and is considered to be less risky than CORN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
2.59%
3.40%
CATL.L
CORN.L
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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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