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CORN vs. AMSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CORN vs. AMSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Corn Fund (CORN) and American Superconductor Corporation (AMSC). 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 -1.41% return, which is significantly lower than AMSC's 24.95% return. Over the past 10 years, CORN has underperformed AMSC with an annualized return of -1.25%, while AMSC has yielded a comparatively higher 14.23% annualized return.


CORN

1D
1.33%
1M
4.55%
6M
-2.29%
YTD
-1.41%
1Y
1.22%
3Y*
-8.14%
5Y*
-1.79%
10Y*
-1.25%

AMSC

1D
-3.26%
1M
-8.99%
6M
17.25%
YTD
24.95%
1Y
-8.20%
3Y*
75.08%
5Y*
17.38%
10Y*
14.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORN vs. AMSC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CORN
Teucrium Corn Fund
-1.41%-5.54%-12.98%-19.90%25.02%38.25%5.27%-7.79%-4.28%-10.38%
AMSC
American Superconductor Corporation
24.95%16.85%121.10%202.72%-66.18%-53.54%198.34%-29.60%207.16%-50.75%

Correlation

The correlation between CORN and AMSC is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.09

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

-0.01

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

0.00

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

0.02

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2010

0.03

The correlation between CORN and AMSC shifts across timeframes, from -0.09 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CORN vs. AMSC — Risk / Return Rank

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

CORN
CORN Risk / Return Rank: 1010
Overall Rank
CORN Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
CORN Sortino Ratio Rank: 99
Sortino Ratio Rank
CORN Omega Ratio Rank: 99
Omega Ratio Rank
CORN Calmar Ratio Rank: 1010
Calmar Ratio Rank
CORN Martin Ratio Rank: 1010
Martin Ratio Rank

AMSC
AMSC Risk / Return Rank: 4343
Overall Rank
AMSC Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AMSC Sortino Ratio Rank: 4646
Sortino Ratio Rank
AMSC Omega Ratio Rank: 4646
Omega Ratio Rank
AMSC Calmar Ratio Rank: 4040
Calmar Ratio Rank
AMSC Martin Ratio Rank: 4141
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. AMSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Corn Fund (CORN) and American Superconductor Corporation (AMSC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CORNAMSCDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.02

1.06

-0.04

Calmar ratioReturn relative to maximum drawdown

0.04

-0.16

+0.19

Martin ratioReturn relative to average drawdown

0.11

-0.25

+0.36

CORN vs. AMSC - Sharpe Ratio Comparison

The current CORN Sharpe Ratio is 0.03, which is higher than the AMSC Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of CORN and AMSC, 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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Drawdowns

CORN vs. AMSC - Drawdown Comparison

The maximum CORN drawdown since its inception was -78.09%, smaller than the maximum AMSC drawdown of -99.57%. Use the drawdown chart below to compare losses from any high point for CORN and AMSC.


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Drawdown Indicators


CORNAMSCDifference

Max Drawdown

Largest peak-to-trough decline

-78.09%

-99.57%

+21.48%

Max Drawdown (1Y)

Largest decline over 1 year

-13.86%

-61.08%

+47.22%

Max Drawdown (3Y)

Largest decline over 3 years

-34.56%

-63.86%

+29.30%

Max Drawdown (5Y)

Largest decline over 5 years

-45.19%

-82.94%

+37.75%

Max Drawdown (10Y)

Largest decline over 10 years

-45.19%

-89.06%

+43.87%

Current Drawdown

Current decline from peak

-66.81%

-94.81%

+28.00%

Average Drawdown

Average peak-to-trough decline

-51.17%

-75.80%

+24.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.67%

38.03%

-33.36%

Volatility

CORN vs. AMSC - Volatility Comparison

The current volatility for Teucrium Corn Fund (CORN) is 6.58%, while American Superconductor Corporation (AMSC) has a volatility of 22.33%. This indicates that CORN experiences smaller price fluctuations and is considered to be less risky than AMSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CORNAMSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.58%

22.33%

-15.75%

Volatility (6M)

Calculated over the trailing 6-month period

12.85%

54.94%

-42.09%

Volatility (1Y)

Calculated over the trailing 1-year period

15.60%

85.50%

-69.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.31%

87.45%

-68.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.31%

79.28%

-59.97%

Dividends

CORN vs. AMSC - Dividend Comparison

Neither CORN nor AMSC has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CORN and AMSC have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMSC has higher volatility (22.33%) compared to CORN (6.58%). In terms of maximum drawdown, CORN dropped -78.09% vs AMSC's -99.57%.

CORN currently has the higher Sharpe Ratio (0.03 vs -0.11), 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 AMSC

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