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CORN vs. BDVG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CORN vs. BDVG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Corn Fund (CORN) and iMGP Berkshire Dividend Growth ETF (BDVG). The values are adjusted to include any dividend payments, if applicable.

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CORN vs. BDVG - Yearly Performance Comparison


2026 (YTD)202520242023
CORN
Teucrium Corn Fund
2.54%-5.54%-12.98%-2.79%
BDVG
iMGP Berkshire Dividend Growth ETF
2.40%13.81%11.75%3.25%

Returns By Period

In the year-to-date period, CORN achieves a 2.54% return, which is significantly higher than BDVG's 2.40% return.


CORN

1D
-1.20%
1M
1.96%
YTD
2.54%
6M
3.59%
1Y
-2.88%
3Y*
-10.35%
5Y*
0.95%
10Y*
-1.07%

BDVG

1D
0.14%
1M
-4.77%
YTD
2.40%
6M
3.23%
1Y
13.80%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CORN vs. BDVG - Expense Ratio Comparison

CORN has a 2.19% expense ratio, which is higher than BDVG's 0.55% expense ratio.


Return for Risk

CORN vs. BDVG — Risk / Return Rank

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

CORN
CORN Risk / Return Rank: 99
Overall Rank
CORN Sharpe Ratio Rank: 88
Sharpe Ratio Rank
CORN Sortino Ratio Rank: 77
Sortino Ratio Rank
CORN Omega Ratio Rank: 77
Omega Ratio Rank
CORN Calmar Ratio Rank: 1010
Calmar Ratio Rank
CORN Martin Ratio Rank: 1010
Martin Ratio Rank

BDVG
BDVG Risk / Return Rank: 4949
Overall Rank
BDVG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BDVG Sortino Ratio Rank: 4747
Sortino Ratio Rank
BDVG Omega Ratio Rank: 5454
Omega Ratio Rank
BDVG Calmar Ratio Rank: 4141
Calmar Ratio Rank
BDVG Martin Ratio Rank: 5252
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. BDVG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Corn Fund (CORN) and iMGP Berkshire Dividend Growth ETF (BDVG). 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.


CORNBDVGDifference

Sharpe ratio

Return per unit of total volatility

-0.20

0.95

-1.14

Sortino ratio

Return per unit of downside risk

-0.17

1.36

-1.53

Omega ratio

Gain probability vs. loss probability

0.98

1.21

-0.23

Calmar ratio

Return relative to maximum drawdown

-0.14

1.14

-1.28

Martin ratio

Return relative to average drawdown

-0.22

5.37

-5.59

CORN vs. BDVG - Sharpe Ratio Comparison

The current CORN Sharpe Ratio is -0.20, which is lower than the BDVG Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of CORN and BDVG, 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


CORNBDVGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.20

0.95

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

0.95

-1.04

Correlation

The correlation between CORN and BDVG is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

CORN vs. BDVG - Dividend Comparison

CORN has not paid dividends to shareholders, while BDVG's dividend yield for the trailing twelve months is around 1.67%.


TTM202520242023
CORN
Teucrium Corn Fund
0.00%0.00%0.00%0.00%
BDVG
iMGP Berkshire Dividend Growth ETF
1.67%1.75%1.69%0.95%

Drawdowns

CORN vs. BDVG - Drawdown Comparison

The maximum CORN drawdown since its inception was -78.09%, which is greater than BDVG's maximum drawdown of -14.46%. Use the drawdown chart below to compare losses from any high point for CORN and BDVG.


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Drawdown Indicators


CORNBDVGDifference

Max Drawdown

Largest peak-to-trough decline

-78.09%

-14.46%

-63.63%

Max Drawdown (1Y)

Largest decline over 1 year

-14.66%

-11.75%

-2.91%

Max Drawdown (5Y)

Largest decline over 5 years

-44.39%

Max Drawdown (10Y)

Largest decline over 10 years

-51.10%

Current Drawdown

Current decline from peak

-65.48%

-4.78%

-60.70%

Average Drawdown

Average peak-to-trough decline

-50.93%

-2.41%

-48.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.12%

2.50%

+6.62%

Volatility

CORN vs. BDVG - Volatility Comparison

Teucrium Corn Fund (CORN) has a higher volatility of 5.75% compared to iMGP Berkshire Dividend Growth ETF (BDVG) at 3.43%. This indicates that CORN's price experiences larger fluctuations and is considered to be riskier than BDVG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CORNBDVGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

3.43%

+2.32%

Volatility (6M)

Calculated over the trailing 6-month period

9.98%

7.25%

+2.73%

Volatility (1Y)

Calculated over the trailing 1-year period

14.57%

14.67%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.07%

11.98%

+9.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.51%

11.98%

+7.53%