CORN vs. SOYB

Last updated Jun 24, 2026

CORN (Teucrium Corn Fund) and SOYB (Teucrium Soybean Fund) are both Agricultural Commodities funds from Teucrium - CORN tracks the Teucrium Corn Fund Benchmark while SOYB tracks the Teucrium Soybean Fund Benchmark. Both are passively managed. Over the past 10 years, CORN returned -2.39%/yr vs 1.77%/yr for SOYB. A 0.58 correlation means they provide meaningful diversification when combined. CORN charges 2.19%/yr vs 1.88%/yr for SOYB.

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.

Returns By Period

In the year-to-date period, CORN achieves a -5.58% return, which is significantly lower than SOYB's 11.02% return. Over the past 10 years, CORN has underperformed SOYB with an annualized return of -2.39%, while SOYB has yielded a comparatively higher 1.77% annualized return.

CORN

• 1D: -0.18%
• 1M: -8.82%
• YTD: -5.58%
• 6M: -6.64%
• 1Y: -6.79%
• 3Y*: -13.08%
• 5Y*: -3.24%
• 10Y*: -2.39%

SOYB

• 1D: -0.29%
• 1M: -3.15%
• YTD: 11.02%
• 6M: 9.62%
• 1Y: 9.62%
• 3Y*: -3.56%
• 5Y*: 1.76%
• 10Y*: 1.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CORN vs. SOYB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CORN Teucrium Corn Fund	-5.58%	-5.54%	-12.98%	-19.90%	25.02%	38.25%	5.27%	-7.79%	-4.28%	-10.38%
SOYB Teucrium Soybean Fund	11.02%	1.77%	-20.48%	-5.23%	25.27%	16.85%	22.99%	-2.16%	-9.51%	-6.38%

Correlation

The correlation between CORN and SOYB is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.66
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (5Y) Calculated over the trailing 5-year period	0.61
Correlation (10Y) Calculated over the trailing 10-year period	0.61
Correlation (All Time) Calculated using the full available price history since Sep 19, 2011	0.58

The correlation between CORN and SOYB has been stable across timeframes, ranging from 0.58 to 0.66 - a consistent structural relationship.

Return for Risk

CORN vs. SOYB — Risk / Return Rank

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

CORN

CORN Risk / Return Rank: 4
CORN Sharpe Ratio Rank: 5
CORN Sortino Ratio Rank: 5
CORN Omega Ratio Rank: 5
CORN Calmar Ratio Rank: 4
CORN Martin Ratio Rank: 1

SOYB

SOYB Risk / Return Rank: 22
SOYB Sharpe Ratio Rank: 22
SOYB Sortino Ratio Rank: 21
SOYB Omega Ratio Rank: 21
SOYB Calmar Ratio Rank: 24
SOYB Martin Ratio Rank: 23

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. SOYB - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CORN	SOYB	Difference
Sharpe ratio: Return per unit of total volatility	-0.45	0.75	-1.20
Sortino ratio: Return per unit of downside risk	-0.51	1.13	-1.64
Omega ratio: Gain probability vs. loss probability	0.94	1.14	-0.20
Calmar ratio: Return relative to maximum drawdown	-0.54	1.10	-1.64
Martin ratio: Return relative to average drawdown	-1.53	2.82	-4.36

CORN vs. SOYB - Sharpe Ratio Comparison

The current CORN Sharpe Ratio is -0.45, which is lower than the SOYB Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of CORN and SOYB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	CORN	SOYB	Difference
Max Drawdown Largest peak-to-trough decline	-78.09%	-53.76%	-24.33%
Max Drawdown (1Y) Largest decline over 1 year	-12.55%	-8.78%	-3.77%
Max Drawdown (3Y) Largest decline over 3 years	-34.78%	-31.01%	-3.77%
Max Drawdown (5Y) Largest decline over 5 years	-44.39%	-31.01%	-13.38%
Max Drawdown (10Y) Largest decline over 10 years	-45.97%	-37.49%	-8.48%
Current Drawdown Current decline from peak	-68.22%	-17.20%	-51.02%
Average Drawdown Average peak-to-trough decline	-51.12%	-25.72%	-25.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.44%	3.43%	+1.01%

Volatility

CORN vs. SOYB - Volatility Comparison

Teucrium Corn Fund (CORN) has a higher volatility of 4.23% compared to Teucrium Soybean Fund (SOYB) at 3.08%. 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.

Volatility by Period

	CORN	SOYB	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.23%	3.08%	+1.15%
Volatility (6M) Calculated over the trailing 6-month period	11.76%	8.91%	+2.85%
Volatility (1Y) Calculated over the trailing 1-year period	15.42%	12.88%	+2.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.73%	17.54%	+2.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.32%	16.92%	+2.40%

CORN vs. SOYB - Expense Ratio Comparison

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

Dividends

CORN vs. SOYB - Dividend Comparison

Neither CORN nor SOYB has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both CORN and SOYB in my portfolio?

CORN and SOYB have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CORN or SOYB?

CORN has higher volatility (4.23%) compared to SOYB (3.08%). In terms of maximum drawdown, CORN dropped -78.09% vs SOYB's -53.76%.

Which ETF is better, CORN or SOYB?

On 10-year performance, SOYB leads with 1.77% vs -2.39% for CORN. On fees, SOYB is cheaper at 1.88% per year. On volatility, SOYB has been the lower-risk option at 3.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CORN or SOYB?

Over the 10-year period, SOYB has performed better with a 1.77% return vs -2.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CORN or SOYB?

SOYB is cheaper with a 1.88% expense ratio, compared with 2.19% for CORN.

Which ETF pays a higher dividend yield, CORN or SOYB?

CORN and SOYB have nearly identical dividend yields, around 0.00%.

What is the main difference between CORN and SOYB?

CORN tracks Teucrium Corn Fund Benchmark, while SOYB tracks Teucrium Soybean Fund Benchmark. Their fees differ too: 2.19% for CORN and 1.88% for SOYB.

Which has better risk-adjusted returns?

SOYB currently has the higher Sharpe Ratio (0.75 vs -0.45), 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.