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CORN vs. SOYB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CORN and SOYB is 0.07, 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.


Performance

CORN vs. SOYB - Performance Comparison

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

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Key characteristics

Sharpe Ratio

CORN:

-0.64

SOYB:

-0.90

Sortino Ratio

CORN:

-0.78

SOYB:

-1.13

Omega Ratio

CORN:

0.91

SOYB:

0.88

Calmar Ratio

CORN:

-0.14

SOYB:

-0.45

Martin Ratio

CORN:

-0.91

SOYB:

-0.92

Ulcer Index

CORN:

10.72%

SOYB:

15.14%

Daily Std Dev

CORN:

15.82%

SOYB:

16.66%

Max Drawdown

CORN:

-78.09%

SOYB:

-53.76%

Current Drawdown

CORN:

-64.88%

SOYB:

-25.22%

Returns By Period

In the year-to-date period, CORN achieves a -1.44% return, which is significantly lower than SOYB's 2.04% return. Over the past 10 years, CORN has underperformed SOYB with an annualized return of -2.23%, while SOYB has yielded a comparatively higher 1.62% annualized return.


CORN

YTD

-1.44%

1M

-5.52%

6M

1.87%

1Y

-10.06%

3Y*

-13.89%

5Y*

9.21%

10Y*

-2.23%

SOYB

YTD

2.04%

1M

1.38%

6M

2.38%

1Y

-14.94%

3Y*

-8.29%

5Y*

10.15%

10Y*

1.62%

*Annualized

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Teucrium Corn Fund

Teucrium Soybean Fund

CORN vs. SOYB - Expense Ratio Comparison

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


Risk-Adjusted Performance

CORN vs. SOYB — Risk-Adjusted Performance Rank

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

CORN
The Risk-Adjusted Performance Rank of CORN is 55
Overall Rank
The Sharpe Ratio Rank of CORN is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of CORN is 22
Sortino Ratio Rank
The Omega Ratio Rank of CORN is 33
Omega Ratio Rank
The Calmar Ratio Rank of CORN is 1010
Calmar Ratio Rank
The Martin Ratio Rank of CORN is 66
Martin Ratio Rank

SOYB
The Risk-Adjusted Performance Rank of SOYB is 22
Overall Rank
The Sharpe Ratio Rank of SOYB is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of SOYB is 11
Sortino Ratio Rank
The Omega Ratio Rank of SOYB is 11
Omega Ratio Rank
The Calmar Ratio Rank of SOYB is 22
Calmar Ratio Rank
The Martin Ratio Rank of SOYB is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CORN vs. SOYB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Corn Fund (CORN) and Teucrium Soybean Fund (SOYB). 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.


The current CORN Sharpe Ratio is -0.64, which is comparable to the SOYB Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of CORN and SOYB, 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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Dividends

CORN vs. SOYB - Dividend Comparison

Neither CORN nor SOYB has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CORN vs. SOYB - Drawdown Comparison

The maximum CORN drawdown since its inception was -78.09%, which is greater than SOYB's maximum drawdown of -53.76%. Use the drawdown chart below to compare losses from any high point for CORN and SOYB. For additional features, visit the drawdowns tool.


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Volatility

CORN vs. SOYB - Volatility Comparison

Teucrium Corn Fund (CORN) has a higher volatility of 4.41% compared to Teucrium Soybean Fund (SOYB) at 3.97%. This indicates that CORN's price experiences larger fluctuations and is considered to be riskier than SOYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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