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CORN.L vs. AIGG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CORN.L vs. AIGG.L - Performance Comparison

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

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CORN.L vs. AIGG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CORN.L
WisdomTree Corn
0.81%-10.19%-12.88%-18.82%20.72%35.07%10.51%-6.51%-5.50%-12.06%
AIGG.L
WisdomTree Grains
7.91%-6.10%-17.98%-13.17%16.03%20.28%17.82%-2.93%-6.42%-11.59%

Returns By Period

In the year-to-date period, CORN.L achieves a 0.81% return, which is significantly lower than AIGG.L's 7.91% return. Over the past 10 years, CORN.L has underperformed AIGG.L with an annualized return of -1.88%, while AIGG.L has yielded a comparatively higher -1.15% annualized return.


CORN.L

1D
-0.89%
1M
1.55%
YTD
0.81%
6M
5.06%
1Y
-8.85%
3Y*
-13.07%
5Y*
-2.36%
10Y*
-1.88%

AIGG.L

1D
-1.86%
1M
1.96%
YTD
7.91%
6M
11.41%
1Y
1.20%
3Y*
-9.44%
5Y*
-1.26%
10Y*
-1.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

CORN.L vs. AIGG.L — Risk / Return Rank

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

CORN.L
CORN.L Risk / Return Rank: 55
Overall Rank
CORN.L Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CORN.L Sortino Ratio Rank: 44
Sortino Ratio Rank
CORN.L Omega Ratio Rank: 44
Omega Ratio Rank
CORN.L Calmar Ratio Rank: 66
Calmar Ratio Rank
CORN.L Martin Ratio Rank: 88
Martin Ratio Rank

AIGG.L
AIGG.L Risk / Return Rank: 1313
Overall Rank
AIGG.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
AIGG.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
AIGG.L Omega Ratio Rank: 1212
Omega Ratio Rank
AIGG.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
AIGG.L Martin Ratio Rank: 1313
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.

CORN.L vs. AIGG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Corn (CORN.L) and WisdomTree Grains (AIGG.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.


CORN.LAIGG.LDifference

Sharpe ratio

Return per unit of total volatility

-0.50

0.08

-0.58

Sortino ratio

Return per unit of downside risk

-0.58

0.21

-0.80

Omega ratio

Gain probability vs. loss probability

0.93

1.03

-0.10

Calmar ratio

Return relative to maximum drawdown

-0.38

0.12

-0.49

Martin ratio

Return relative to average drawdown

-0.57

0.20

-0.77

CORN.L vs. AIGG.L - Sharpe Ratio Comparison

The current CORN.L Sharpe Ratio is -0.50, which is lower than the AIGG.L Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of CORN.L and AIGG.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.


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Sharpe Ratios by Period


CORN.LAIGG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.50

0.08

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

-0.06

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

-0.06

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

-0.18

+0.08

Correlation

The correlation between CORN.L and AIGG.L is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CORN.L vs. AIGG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

CORN.L vs. AIGG.L - Drawdown Comparison

The maximum CORN.L drawdown since its inception was -83.80%, which is greater than AIGG.L's maximum drawdown of -73.81%. Use the drawdown chart below to compare losses from any high point for CORN.L and AIGG.L.


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Drawdown Indicators


CORN.LAIGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-83.80%

-73.81%

-9.99%

Max Drawdown (1Y)

Largest decline over 1 year

-21.91%

-12.46%

-9.45%

Max Drawdown (5Y)

Largest decline over 5 years

-49.13%

-47.45%

-1.68%

Max Drawdown (10Y)

Largest decline over 10 years

-56.00%

-48.40%

-7.60%

Current Drawdown

Current decline from peak

-75.38%

-62.47%

-12.91%

Average Drawdown

Average peak-to-trough decline

-58.69%

-50.60%

-8.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.52%

7.19%

+7.33%

Volatility

CORN.L vs. AIGG.L - Volatility Comparison

WisdomTree Corn (CORN.L) and WisdomTree Grains (AIGG.L) have volatilities of 5.96% and 6.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CORN.LAIGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.96%

6.18%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

11.54%

10.75%

+0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

17.76%

15.41%

+2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.30%

21.27%

+3.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.58%

19.40%

+3.18%