CORN vs. DBA
CORN (Teucrium Corn Fund) and DBA (Invesco DB Agriculture Fund) are both Agricultural Commodities funds - CORN tracks the Teucrium Corn Fund Benchmark while DBA tracks the DBIQ Diversified Agriculture Index TR. Both are passively managed. Over the past 10 years, CORN returned -2.61%/yr vs 3.54%/yr for DBA. A 0.59 correlation means they provide meaningful diversification when combined. CORN charges 2.19%/yr vs 0.94%/yr for DBA.
Performance
CORN vs. DBA - Performance Comparison
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Returns By Period
In the year-to-date period, CORN achieves a -1.47% return, which is significantly lower than DBA's 5.25% return. Over the past 10 years, CORN has underperformed DBA with an annualized return of -2.61%, while DBA has yielded a comparatively higher 3.54% 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%
DBA
- 1D
- -0.96%
- 1M
- -5.05%
- YTD
- 5.25%
- 6M
- 5.49%
- 1Y
- 4.23%
- 3Y*
- 13.20%
- 5Y*
- 9.87%
- 10Y*
- 3.54%
CORN vs. DBA - 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% |
DBA Invesco DB Agriculture Fund | 5.25% | -0.56% | 33.45% | 7.64% | 2.53% | 22.37% | -2.54% | -0.71% | -8.74% | -6.06% |
Correlation
The correlation between CORN and DBA is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jun 10, 2010 | 0.59 |
The correlation between CORN and DBA shifts across timeframes, from 0.37 (3 years) to 0.59 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CORN vs. DBA — Risk / Return Rank
CORN
DBA
CORN vs. DBA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Corn Fund (CORN) and Invesco DB Agriculture Fund (DBA). 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 | DBA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.07 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | 0.53 | -0.93 |
| Martin ratioReturn relative to average drawdown | -0.79 | 1.04 | -1.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CORN | DBA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.27 | 0.39 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | 0.71 | -0.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.14 | 0.27 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | 0.08 | -0.17 |
Drawdowns
CORN vs. DBA - Drawdown Comparison
The maximum CORN drawdown since its inception was -78.09%, which is greater than DBA's maximum drawdown of -67.97%. Use the drawdown chart below to compare losses from any high point for CORN and DBA.
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Drawdown Indicators
| CORN | DBA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.09% | -67.97% | -10.12% |
Max Drawdown (1Y)Largest decline over 1 year | -10.26% | -7.99% | -2.27% |
Max Drawdown (3Y)Largest decline over 3 years | -38.57% | -12.36% | -26.21% |
Max Drawdown (5Y)Largest decline over 5 years | -44.39% | -15.94% | -28.45% |
Max Drawdown (10Y)Largest decline over 10 years | -51.10% | -41.16% | -9.94% |
Current DrawdownCurrent decline from peak | -66.83% | -25.90% | -40.93% |
Average DrawdownAverage peak-to-trough decline | -51.08% | -41.11% | -9.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.18% | 4.07% | +1.11% |
Volatility
CORN vs. DBA - Volatility Comparison
Teucrium Corn Fund (CORN) has a higher volatility of 6.42% compared to Invesco DB Agriculture Fund (DBA) at 4.17%. This indicates that CORN's price experiences larger fluctuations and is considered to be riskier than DBA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CORN | DBA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.42% | 4.17% | +2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 11.50% | 6.46% | +5.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.40% | 10.77% | +4.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.21% | 14.10% | +6.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.40% | 13.09% | +6.31% |
CORN vs. DBA - Expense Ratio Comparison
CORN has a 2.19% expense ratio, which is higher than DBA's 0.94% expense ratio.
Dividends
CORN vs. DBA - Dividend Comparison
CORN has not paid dividends to shareholders, while DBA's dividend yield for the trailing twelve months is around 3.40%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
CORN Teucrium Corn Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBA Invesco DB Agriculture Fund | 3.40% | 3.58% | 4.08% | 4.63% | 0.48% | 0.00% | 0.00% | 1.55% | 1.06% |
Frequently Asked Questions
CORN and DBA have a correlation of 0.48, 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 DBA (4.17%). In terms of maximum drawdown, CORN dropped -78.09% vs DBA's -67.97%.
On 10-year performance, DBA leads with 3.54% vs -2.61% for CORN. On fees, DBA is cheaper at 0.94% per year. On volatility, DBA has been the lower-risk option at 4.17%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, DBA has performed better with a 3.54% return vs -2.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DBA is cheaper with a 0.94% expense ratio, compared with 2.19% for CORN.
DBA has the higher dividend yield at 3.40%, compared with 0.00% for CORN.
CORN tracks Teucrium Corn Fund Benchmark, while DBA tracks DBIQ Diversified Agriculture Index TR. They also come from different issuers: Teucrium and Invesco. Their fees differ too: 2.19% for CORN and 0.94% for DBA.
DBA currently has the higher Sharpe Ratio (0.39 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.
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