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CORN vs. CANE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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CORN vs. CANE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CORN
Teucrium Corn Fund
2.54%-5.54%-12.98%-19.90%25.02%38.25%5.27%-7.79%-4.28%-10.38%
CANE
Teucrium Sugar Fund
5.38%-14.65%-7.79%30.06%3.59%36.30%-3.85%-0.97%-27.52%-24.76%

Returns By Period

In the year-to-date period, CORN achieves a 2.54% return, which is significantly lower than CANE's 5.38% return. Over the past 10 years, CORN has underperformed CANE with an annualized return of -1.07%, while CANE has yielded a comparatively higher -0.11% annualized 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%

CANE

1D
-1.53%
1M
10.78%
YTD
5.38%
6M
-0.77%
1Y
-17.96%
3Y*
-3.33%
5Y*
8.02%
10Y*
-0.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CORN vs. CANE - Expense Ratio Comparison

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


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: 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

CANE
CANE Risk / Return Rank: 22
Overall Rank
CANE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
CANE Sortino Ratio Rank: 11
Sortino Ratio Rank
CANE Omega Ratio Rank: 11
Omega Ratio Rank
CANE Calmar Ratio Rank: 33
Calmar Ratio Rank
CANE Martin Ratio Rank: 55
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. 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.


CORNCANEDifference

Sharpe ratio

Return per unit of total volatility

-0.20

-0.94

+0.74

Sortino ratio

Return per unit of downside risk

-0.17

-1.31

+1.14

Omega ratio

Gain probability vs. loss probability

0.98

0.86

+0.12

Calmar ratio

Return relative to maximum drawdown

-0.14

-0.55

+0.41

Martin ratio

Return relative to average drawdown

-0.22

-0.82

+0.60

CORN vs. CANE - Sharpe Ratio Comparison

The current CORN Sharpe Ratio is -0.20, which is higher than the CANE Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of CORN and CANE, 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


CORNCANEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.20

-0.94

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.38

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

-0.00

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

-0.25

+0.17

Correlation

The correlation between CORN and CANE is 0.15, 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.


Dividends

CORN vs. CANE - Dividend Comparison

Neither CORN nor CANE has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


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Drawdown Indicators


CORNCANEDifference

Max Drawdown

Largest peak-to-trough decline

-78.09%

-81.30%

+3.21%

Max Drawdown (1Y)

Largest decline over 1 year

-14.66%

-28.86%

+14.20%

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

-65.48%

-60.93%

-4.55%

Average Drawdown

Average peak-to-trough decline

-50.93%

-56.43%

+5.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.12%

19.26%

-10.14%

Volatility

CORN vs. CANE - Volatility Comparison

The current volatility for Teucrium Corn Fund (CORN) is 5.75%, while Teucrium Sugar Fund (CANE) has a volatility of 7.56%. 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.


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Volatility by Period


CORNCANEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

7.56%

-1.81%

Volatility (6M)

Calculated over the trailing 6-month period

9.98%

14.46%

-4.48%

Volatility (1Y)

Calculated over the trailing 1-year period

14.57%

19.46%

-4.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.07%

20.97%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.51%

21.79%

-2.28%