CORN vs. ADM
Compare and contrast key facts about Teucrium Corn Fund (CORN) and Archer-Daniels-Midland Company (ADM).
CORN is a passively managed fund by Teucrium that tracks the performance of the Teucrium Corn Fund Benchmark. It was launched on Jun 9, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CORN or ADM.
Key characteristics
CORN | ADM | |
---|---|---|
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 Ratio | 0.80 | 0.84 |
Calmar Ratio | -0.30 | -0.59 |
Martin Ratio | -1.43 | -1.34 |
Ulcer Index | 14.01% | 20.12% |
Daily Std Dev | 15.31% | 33.71% |
Max Drawdown | -78.09% | -68.01% |
Current Drawdown | -65.98% | -43.54% |
Correlation
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.
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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.
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%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.