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CORN vs. DBA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CORN vs. DBA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Corn Fund (CORN) and Invesco DB Agriculture Fund (DBA). 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 -1.47% 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORN vs. DBA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

CORN
CORN Risk / Return Rank: 66
Overall Rank
CORN Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CORN Sortino Ratio Rank: 66
Sortino Ratio Rank
CORN Omega Ratio Rank: 66
Omega Ratio Rank
CORN Calmar Ratio Rank: 55
Calmar Ratio Rank
CORN Martin Ratio Rank: 55
Martin Ratio Rank

DBA
DBA Risk / Return Rank: 1414
Overall Rank
DBA Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
DBA Sortino Ratio Rank: 1313
Sortino Ratio Rank
DBA Omega Ratio Rank: 1313
Omega Ratio Rank
DBA Calmar Ratio Rank: 1515
Calmar Ratio Rank
DBA Martin Ratio Rank: 1414
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. 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.


CORNDBADifference
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

CORN vs. DBA - Sharpe Ratio Comparison

The current CORN Sharpe Ratio is -0.27, which is lower than the DBA Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of CORN and DBA, 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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Sharpe Ratios by Period


CORNDBADifference

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


CORNDBADifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-66.83%

-25.90%

-40.93%

Average Drawdown

Average peak-to-trough decline

-51.08%

-41.11%

-9.97%

Ulcer Index

Depth 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


CORNDBADifference

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%.


PositionTTM20252024202320222021202020192018
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.

Portfolio Optimizer

Find the right allocation for CORN and DBA

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