CORN vs. DIVO
CORN (Teucrium Corn Fund) and DIVO (Amplify CWP Enhanced Dividend Income ETF) are both exchange-traded funds - CORN is a Agricultural Commodities fund tracking the Teucrium Corn Fund Benchmark, while DIVO is a Derivative Income fund actively managed by Amplify. CORN is passively managed, while DIVO is actively managed. Over the past 5 years, CORN returned -3.99%/yr vs 10.61%/yr for DIVO. At a 0.05 correlation, their price movements are largely independent. CORN charges 2.19%/yr vs 0.56%/yr for DIVO.
Performance
CORN vs. DIVO - 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 DIVO's 5.53% 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%
DIVO
- 1D
- -0.54%
- 1M
- 2.34%
- YTD
- 5.53%
- 6M
- 5.82%
- 1Y
- 18.37%
- 3Y*
- 15.35%
- 5Y*
- 10.61%
- 10Y*
- —
CORN vs. DIVO - 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% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 5.53% | 17.40% | 16.22% | 6.95% | -1.46% | 22.87% | 12.40% | 24.90% | -3.18% | 21.41% |
Correlation
The correlation between CORN and DIVO is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2016 | 0.05 |
The correlation between CORN and DIVO shifts across timeframes, from -0.12 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CORN vs. DIVO — Risk / Return Rank
CORN
DIVO
CORN vs. DIVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Corn Fund (CORN) and Amplify CWP Enhanced Dividend Income ETF (DIVO). 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 | DIVO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.32 | ||
| Sortino ratioReturn per unit of downside risk | -3.31 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.36 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | 3.10 | -3.50 |
| Martin ratioReturn relative to average drawdown | -0.79 | 11.21 | -11.99 |
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 | DIVO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.27 | 2.06 | -2.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | 0.89 | -1.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.14 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | 0.85 | -0.94 |
Drawdowns
CORN vs. DIVO - Drawdown Comparison
The maximum CORN drawdown since its inception was -78.09%, which is greater than DIVO's maximum drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for CORN and DIVO.
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Drawdown Indicators
| CORN | DIVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.09% | -30.04% | -48.05% |
Max Drawdown (1Y)Largest decline over 1 year | -10.26% | -5.95% | -4.31% |
Max Drawdown (3Y)Largest decline over 3 years | -38.57% | -12.12% | -26.45% |
Max Drawdown (5Y)Largest decline over 5 years | -44.39% | -13.72% | -30.67% |
Max Drawdown (10Y)Largest decline over 10 years | -51.10% | — | — |
Current DrawdownCurrent decline from peak | -66.83% | -0.82% | -66.01% |
Average DrawdownAverage peak-to-trough decline | -51.08% | -2.61% | -48.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.18% | 1.64% | +3.54% |
Volatility
CORN vs. DIVO - Volatility Comparison
Teucrium Corn Fund (CORN) has a higher volatility of 6.42% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 2.01%. This indicates that CORN's price experiences larger fluctuations and is considered to be riskier than DIVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CORN | DIVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.42% | 2.01% | +4.41% |
Volatility (6M)Calculated over the trailing 6-month period | 11.50% | 6.88% | +4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.40% | 8.97% | +6.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.21% | 11.94% | +8.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.40% | 14.84% | +4.56% |
CORN vs. DIVO - Expense Ratio Comparison
CORN has a 2.19% expense ratio, which is higher than DIVO's 0.56% expense ratio.
Dividends
CORN vs. DIVO - Dividend Comparison
CORN has not paid dividends to shareholders, while DIVO's dividend yield for the trailing twelve months is around 6.42%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CORN Teucrium Corn Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 6.42% | 6.44% | 4.70% | 4.67% | 4.76% | 4.79% | 4.91% | 8.16% | 5.27% | 3.83% |
Frequently Asked Questions
CORN and DIVO 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.
CORN has higher volatility (6.42%) compared to DIVO (2.01%). In terms of maximum drawdown, CORN dropped -78.09% vs DIVO's -30.04%.
On 5-year performance, DIVO leads with 10.61% vs -3.99% for CORN. On fees, DIVO is cheaper at 0.56% per year. On volatility, DIVO has been the lower-risk option at 2.01%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DIVO has performed better with a 10.61% return vs -3.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DIVO is cheaper with a 0.56% expense ratio, compared with 2.19% for CORN.
DIVO has the higher dividend yield at 6.42%, compared with 0.00% for CORN.
CORN is categorized as Agricultural Commodities, while DIVO is Derivative Income. They also come from different issuers: Teucrium and Amplify. Their fees differ too: 2.19% for CORN and 0.56% for DIVO.
DIVO currently has the higher Sharpe Ratio (2.06 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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