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CORN vs. AGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CORN vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Corn Fund (CORN) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CORN achieves a -1.47% return, which is significantly lower than AGG's 0.25% return. Over the past 10 years, CORN has underperformed AGG with an annualized return of -2.61%, while AGG has yielded a comparatively higher 1.57% annualized return.


CORN

1D
-1.36%
1M
-8.63%
YTD
-1.47%
6M
-1.91%
1Y
-4.06%
3Y*
-9.83%
5Y*
-3.99%
10Y*
-2.61%

AGG

1D
-0.21%
1M
0.24%
YTD
0.25%
6M
0.09%
1Y
5.14%
3Y*
3.95%
5Y*
0.10%
10Y*
1.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORN vs. AGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CORN
Teucrium Corn Fund
-1.47%-5.54%-12.98%-19.90%25.02%38.25%5.27%-7.79%-4.28%-10.38%
AGG
iShares Core U.S. Aggregate Bond ETF
0.25%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%

Correlation

The correlation between CORN and AGG is -0.14, 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

-0.14

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

-0.03

Correlation (10Y)
Calculated over the trailing 10-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2010

-0.03

The correlation between CORN and AGG shifts across timeframes, from -0.14 (1 year) to -0.01 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

CORN vs. AGG — Risk / Return Rank

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

CORN
CORN Risk / Return Rank: 66
Overall Rank
CORN Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CORN Sortino Ratio Rank: 66
Sortino Ratio Rank
CORN Omega Ratio Rank: 66
Omega Ratio Rank
CORN Calmar Ratio Rank: 55
Calmar Ratio Rank
CORN Martin Ratio Rank: 55
Martin Ratio Rank

AGG
AGG Risk / Return Rank: 3636
Overall Rank
AGG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 3838
Sortino Ratio Rank
AGG Omega Ratio Rank: 3535
Omega Ratio Rank
AGG Calmar Ratio Rank: 3737
Calmar Ratio Rank
AGG Martin Ratio Rank: 3636
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 vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Corn Fund (CORN) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.


CORNAGGDifference

Sharpe ratio

Return per unit of total volatility

-0.27

1.34

-1.61

Sortino ratio

Return per unit of downside risk

-0.26

2.00

-2.26

Omega ratio

Gain probability vs. loss probability

0.97

1.24

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.40

1.87

-2.26

Martin ratio

Return relative to average drawdown

-0.79

5.73

-6.52

CORN vs. AGG - Sharpe Ratio Comparison

The current CORN Sharpe Ratio is -0.27, which is lower than the AGG Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of CORN and AGG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CORNAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

1.34

-1.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

0.02

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.14

0.29

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.59

-0.69

Drawdowns

CORN vs. AGG - Drawdown Comparison

The maximum CORN drawdown since its inception was -78.09%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for CORN and AGG.


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Drawdown Indicators


CORNAGGDifference

Max Drawdown

Largest peak-to-trough decline

-78.09%

-18.43%

-59.66%

Max Drawdown (1Y)

Largest decline over 1 year

-10.26%

-2.76%

-7.50%

Max Drawdown (3Y)

Largest decline over 3 years

-38.57%

-6.11%

-32.46%

Max Drawdown (5Y)

Largest decline over 5 years

-44.39%

-17.82%

-26.57%

Max Drawdown (10Y)

Largest decline over 10 years

-51.10%

-18.43%

-32.67%

Current Drawdown

Current decline from peak

-66.83%

-2.14%

-64.69%

Average Drawdown

Average peak-to-trough decline

-51.08%

-2.71%

-48.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.18%

0.90%

+4.28%

Volatility

CORN vs. AGG - Volatility Comparison

Teucrium Corn Fund (CORN) has a higher volatility of 6.42% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.30%. This indicates that CORN's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CORNAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

1.30%

+5.12%

Volatility (6M)

Calculated over the trailing 6-month period

11.50%

2.74%

+8.76%

Volatility (1Y)

Calculated over the trailing 1-year period

15.40%

3.85%

+11.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.21%

6.09%

+14.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.40%

5.40%

+14.00%

CORN vs. AGG - Expense Ratio Comparison

CORN has a 2.19% expense ratio, which is higher than AGG's 0.03% expense ratio.


Dividends

CORN vs. AGG - Dividend Comparison

CORN has not paid dividends to shareholders, while AGG's dividend yield for the trailing twelve months is around 3.99%.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
3.99%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
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%

Frequently Asked Questions


CORN and AGG have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CORN has higher volatility (6.42%) compared to AGG (1.30%). In terms of maximum drawdown, CORN dropped -78.09% vs AGG's -18.43%.

On 10-year performance, AGG leads with 1.57% vs -2.61% for CORN. On fees, AGG is cheaper at 0.03% per year. On volatility, AGG has been the lower-risk option at 1.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, AGG has performed better with a 1.57% return vs -2.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AGG is cheaper with a 0.03% expense ratio, compared with 2.19% for CORN.

AGG has the higher dividend yield at 3.99%, compared with 0.00% for CORN.

CORN is categorized as Agricultural Commodities, while AGG is Total Bond Market. CORN tracks Teucrium Corn Fund Benchmark, while AGG tracks Bloomberg U.S. Aggregate Bond Index. They also come from different issuers: Teucrium and iShares. Their fees differ too: 2.19% for CORN and 0.03% for AGG.

AGG currently has the higher Sharpe Ratio (1.34 vs -0.27), 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.

Portfolio Optimizer

Find the right allocation for CORN and AGG

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