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CORN vs. ADM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CORNADM
YTD Return-16.92%-25.37%
1Y Return-19.02%-27.40%
3Y Return (Ann)-5.86%-5.51%
5Y Return (Ann)4.24%6.97%
10Y Return (Ann)-3.81%2.94%
Sharpe Ratio-1.30-0.80
Sortino Ratio-1.88-0.85
Omega Ratio0.800.84
Calmar Ratio-0.30-0.59
Martin Ratio-1.43-1.34
Ulcer Index14.01%20.12%
Daily Std Dev15.31%33.71%
Max Drawdown-78.09%-68.01%
Current Drawdown-65.98%-43.54%

Correlation

-0.50.00.51.00.1

The correlation between CORN and ADM 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.

Performance

CORN vs. ADM - Performance Comparison

In the year-to-date period, CORN achieves a -16.92% return, which is significantly higher than ADM's -25.37% return. Over the past 10 years, CORN has underperformed ADM with an annualized return of -3.81%, while ADM has yielded a comparatively higher 2.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-12.59%
-14.01%
CORN
ADM

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Risk-Adjusted Performance

CORN vs. ADM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Corn Fund (CORN) and Archer-Daniels-Midland Company (ADM). 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
Sharpe ratio
The chart of Sharpe ratio for CORN, currently valued at -1.30, compared to the broader market0.002.004.006.00-1.30
Sortino ratio
The chart of Sortino ratio for CORN, currently valued at -1.88, compared to the broader market-2.000.002.004.006.008.0010.0012.00-1.88
Omega ratio
The chart of Omega ratio for CORN, currently valued at 0.80, compared to the broader market1.001.502.002.503.000.80
Calmar ratio
The chart of Calmar ratio for CORN, currently valued at -0.30, compared to the broader market0.005.0010.0015.00-0.30
Martin ratio
The chart of Martin ratio for CORN, currently valued at -1.43, compared to the broader market0.0020.0040.0060.0080.00100.00-1.43
ADM
Sharpe ratio
The chart of Sharpe ratio for ADM, currently valued at -0.80, compared to the broader market0.002.004.006.00-0.80
Sortino ratio
The chart of Sortino ratio for ADM, currently valued at -0.85, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.85
Omega ratio
The chart of Omega ratio for ADM, currently valued at 0.84, compared to the broader market1.001.502.002.503.000.84
Calmar ratio
The chart of Calmar ratio for ADM, currently valued at -0.59, compared to the broader market0.005.0010.0015.00-0.59
Martin ratio
The chart of Martin ratio for ADM, currently valued at -1.34, compared to the broader market0.0020.0040.0060.0080.00100.00-1.34

CORN vs. ADM - Sharpe Ratio Comparison

The current CORN Sharpe Ratio is -1.30, which is lower than the ADM Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of CORN and ADM, 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-1.50-1.00-0.50JuneJulyAugustSeptemberOctoberNovember
-1.30
-0.80
CORN
ADM

Dividends

CORN vs. ADM - Dividend Comparison

CORN has not paid dividends to shareholders, while ADM's dividend yield for the trailing twelve months is around 2.86%.


TTM20232022202120202019201820172016201520142013
CORN
Teucrium Corn Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ADM
Archer-Daniels-Midland Company
2.86%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%1.75%

Drawdowns

CORN vs. ADM - Drawdown Comparison

The maximum CORN drawdown since its inception was -78.09%, which is greater than ADM's maximum drawdown of -68.01%. Use the drawdown chart below to compare losses from any high point for CORN and ADM. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-65.98%
-43.54%
CORN
ADM

Volatility

CORN vs. ADM - Volatility Comparison

The current volatility for Teucrium Corn Fund (CORN) is 3.37%, while Archer-Daniels-Midland Company (ADM) has a volatility of 8.74%. This indicates that CORN experiences smaller price fluctuations and is considered to be less risky than ADM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
3.37%
8.74%
CORN
ADM