CORN vs. CANE

Last updated Jun 4, 2026

CORN (Teucrium Corn Fund) and CANE (Teucrium Sugar Fund) are both Agricultural Commodities funds from Teucrium - CORN tracks the Teucrium Corn Fund Benchmark while CANE tracks the Teucrium Sugar Fund Benchmark. Both are passively managed. Over the past 10 years, CORN returned -2.61%/yr vs -2.23%/yr for CANE. At a 0.16 correlation, their price movements are largely independent. CORN charges 2.19%/yr vs 1.88%/yr for CANE.

Performance

CORN vs. CANE - Performance Comparison

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

Returns By Period

In the year-to-date period, CORN achieves a -1.47% return, which is significantly lower than CANE's -0.77% return. Over the past 10 years, CORN has underperformed CANE with an annualized return of -2.61%, while CANE has yielded a comparatively higher -2.23% 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%

CANE

• 1D: -1.02%
• 1M: -5.56%
• YTD: -0.77%
• 6M: 0.83%
• 1Y: -14.28%
• 3Y*: -10.43%
• 5Y*: 2.90%
• 10Y*: -2.23%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CORN vs. CANE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CORN Teucrium Corn Fund	-1.47%	-5.54%	-12.98%	-19.90%	25.02%	38.25%	5.27%	-7.79%	-4.28%	-10.38%
CANE Teucrium Sugar Fund	-0.77%	-14.65%	-7.79%	30.06%	3.59%	36.30%	-3.85%	-0.97%	-27.52%	-24.76%

Correlation

The correlation between CORN and CANE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (10Y) Calculated over the trailing 10-year period	0.18
Correlation (All Time) Calculated using the full available price history since Sep 20, 2011	0.16

Return for Risk

CORN vs. CANE — Risk / Return Rank

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

CORN

CORN Risk / Return Rank: 6
CORN Sharpe Ratio Rank: 6
CORN Sortino Ratio Rank: 6
CORN Omega Ratio Rank: 6
CORN Calmar Ratio Rank: 5
CORN Martin Ratio Rank: 5

CANE

CANE Risk / Return Rank: 3
CANE Sharpe Ratio Rank: 3
CANE Sortino Ratio Rank: 3
CANE Omega Ratio Rank: 3
CANE Calmar Ratio Rank: 3
CANE Martin Ratio Rank: 3

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. CANE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Corn Fund (CORN) and Teucrium Sugar Fund (CANE). 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	CANE	Difference
Sharpe ratio Return per unit of total volatility	-0.27	-0.69	+0.43
Sortino ratio Return per unit of downside risk	-0.26	-0.90	+0.64
Omega ratio Gain probability vs. loss probability	0.97	0.90	+0.07
Calmar ratio Return relative to maximum drawdown	-0.40	-0.72	+0.32
Martin ratio Return relative to average drawdown	-0.79	-1.18	+0.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CORN vs. CANE - Sharpe Ratio Comparison

The current CORN Sharpe Ratio is -0.27, which is higher than the CANE Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of CORN and CANE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CORN	CANE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.27	-0.69	+0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.20	0.14	-0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.14	-0.10	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	-0.09	-0.26	+0.17

Drawdowns

CORN vs. CANE - Drawdown Comparison

The maximum CORN drawdown since its inception was -78.09%, roughly equal to the maximum CANE drawdown of -81.30%. Use the drawdown chart below to compare losses from any high point for CORN and CANE.

Drawdown Indicators

	CORN	CANE	Difference
Max Drawdown Largest peak-to-trough decline	-78.09%	-81.30%	+3.21%
Max Drawdown (1Y) Largest decline over 1 year	-10.26%	-19.89%	+9.63%
Max Drawdown (3Y) Largest decline over 3 years	-38.57%	-41.73%	+3.16%
Max Drawdown (5Y) Largest decline over 5 years	-44.39%	-41.73%	-2.66%
Max Drawdown (10Y) Largest decline over 10 years	-51.10%	-67.29%	+16.19%
Current Drawdown Current decline from peak	-66.83%	-63.21%	-3.62%
Average Drawdown Average peak-to-trough decline	-51.08%	-56.50%	+5.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.18%	12.35%	-7.17%

Volatility

CORN vs. CANE - Volatility Comparison

The current volatility for Teucrium Corn Fund (CORN) is 6.42%, while Teucrium Sugar Fund (CANE) has a volatility of 6.85%. This indicates that CORN experiences smaller price fluctuations and is considered to be less risky than CANE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CORN	CANE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.42%	6.85%	-0.43%
Volatility (6M) Calculated over the trailing 6-month period	11.50%	15.81%	-4.31%
Volatility (1Y) Calculated over the trailing 1-year period	15.40%	20.69%	-5.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.21%	21.07%	-0.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.40%	21.72%	-2.32%

CORN vs. CANE - Expense Ratio Comparison

CORN has a 2.19% expense ratio, which is higher than CANE's 1.88% expense ratio.

Dividends

CORN vs. CANE - Dividend Comparison

Neither CORN nor CANE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both CORN and CANE in my portfolio?

CORN and CANE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CORN or CANE?

CANE has higher volatility (6.85%) compared to CORN (6.42%). In terms of maximum drawdown, CORN dropped -78.09% vs CANE's -81.30%.

Which ETF is better, CORN or CANE?

On 10-year performance, CANE leads with -2.23% vs -2.61% for CORN. On fees, CANE is cheaper at 1.88% per year. On volatility, CORN has been the lower-risk option at 6.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CORN or CANE?

Over the 10-year period, CANE has performed better with a -2.23% return vs -2.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CORN or CANE?

CANE is cheaper with a 1.88% expense ratio, compared with 2.19% for CORN.

Which ETF pays a higher dividend yield, CORN or CANE?

CORN and CANE have nearly identical dividend yields, around 0.00%.

What is the main difference between CORN and CANE?

CORN tracks Teucrium Corn Fund Benchmark, while CANE tracks Teucrium Sugar Fund Benchmark. Their fees differ too: 2.19% for CORN and 1.88% for CANE.

Which has better risk-adjusted returns?

CORN currently has the higher Sharpe Ratio (-0.27 vs -0.69), 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.