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

Key characteristics


CORNSOYB
YTD Return-4.82%-5.41%
1Y Return-12.53%-3.18%
3Y Return (Ann)-1.48%3.27%
5Y Return (Ann)5.99%11.40%
10Y Return (Ann)-5.24%0.07%
Sharpe Ratio-0.57-0.21
Daily Std Dev22.07%17.61%
Max Drawdown-78.09%-53.76%
Current Drawdown-61.02%-12.83%

Correlation

-0.50.00.51.00.6

The correlation between CORN and SOYB is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

CORN vs. SOYB - Performance Comparison

In the year-to-date period, CORN achieves a -4.82% return, which is significantly higher than SOYB's -5.41% return. Over the past 10 years, CORN has underperformed SOYB with an annualized return of -5.24%, while SOYB has yielded a comparatively higher 0.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-60.00%-40.00%-20.00%0.00%20.00%December2024FebruaryMarchAprilMay
-55.02%
4.07%
CORN
SOYB

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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.


CORN
Teucrium Corn Fund
Expense ratio chart for CORN: current value at 2.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.19%
Expense ratio chart for SOYB: current value at 1.88% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.88%

Risk-Adjusted Performance

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.


CORN
Sharpe ratio
The chart of Sharpe ratio for CORN, currently valued at -0.57, compared to the broader market0.002.004.00-0.57
Sortino ratio
The chart of Sortino ratio for CORN, currently valued at -0.73, compared to the broader market-2.000.002.004.006.008.00-0.73
Omega ratio
The chart of Omega ratio for CORN, currently valued at 0.92, compared to the broader market0.501.001.502.002.500.92
Calmar ratio
The chart of Calmar ratio for CORN, currently valued at -0.20, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.20
Martin ratio
The chart of Martin ratio for CORN, currently valued at -0.63, compared to the broader market0.0020.0040.0060.0080.00-0.63
SOYB
Sharpe ratio
The chart of Sharpe ratio for SOYB, currently valued at -0.21, compared to the broader market0.002.004.00-0.21
Sortino ratio
The chart of Sortino ratio for SOYB, currently valued at -0.18, compared to the broader market-2.000.002.004.006.008.00-0.18
Omega ratio
The chart of Omega ratio for SOYB, currently valued at 0.98, compared to the broader market0.501.001.502.002.500.98
Calmar ratio
The chart of Calmar ratio for SOYB, currently valued at -0.20, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.20
Martin ratio
The chart of Martin ratio for SOYB, currently valued at -0.38, compared to the broader market0.0020.0040.0060.0080.00-0.38

CORN vs. SOYB - Sharpe Ratio Comparison

The current CORN Sharpe Ratio is -0.57, which is lower than the SOYB Sharpe Ratio of -0.21. The chart below compares the 12-month rolling Sharpe Ratio of CORN and SOYB.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50December2024FebruaryMarchAprilMay
-0.57
-0.21
CORN
SOYB

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-61.02%
-12.83%
CORN
SOYB

Volatility

CORN vs. SOYB - Volatility Comparison

Teucrium Corn Fund (CORN) has a higher volatility of 4.05% compared to Teucrium Soybean Fund (SOYB) at 3.83%. 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.


3.00%3.50%4.00%4.50%5.00%5.50%December2024FebruaryMarchAprilMay
4.05%
3.83%
CORN
SOYB