PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CORN vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CORN and SPY is 0.08, 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.


-0.50.00.51.00.1

Performance

CORN vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Corn Fund (CORN) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
8.37%
3.73%
CORN
SPY

Key characteristics

Sharpe Ratio

CORN:

-0.46

SPY:

1.88

Sortino Ratio

CORN:

-0.57

SPY:

2.51

Omega Ratio

CORN:

0.94

SPY:

1.35

Calmar Ratio

CORN:

-0.11

SPY:

2.83

Martin Ratio

CORN:

-0.70

SPY:

11.89

Ulcer Index

CORN:

10.44%

SPY:

2.00%

Daily Std Dev

CORN:

15.77%

SPY:

12.69%

Max Drawdown

CORN:

-78.09%

SPY:

-55.19%

Current Drawdown

CORN:

-63.11%

SPY:

-3.89%

Returns By Period

In the year-to-date period, CORN achieves a 3.52% return, which is significantly higher than SPY's -0.66% return. Over the past 10 years, CORN has underperformed SPY with an annualized return of -2.83%, while SPY has yielded a comparatively higher 13.18% annualized return.


CORN

YTD

3.52%

1M

6.41%

6M

8.37%

1Y

-5.73%

5Y*

6.14%

10Y*

-2.83%

SPY

YTD

-0.66%

1M

-3.32%

6M

3.73%

1Y

23.70%

5Y*

13.73%

10Y*

13.18%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CORN vs. SPY - Expense Ratio Comparison

CORN has a 2.19% expense ratio, which is higher than SPY's 0.09% 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 SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

CORN vs. SPY — 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 44
Sharpe Ratio Rank
The Sortino Ratio Rank of CORN is 44
Sortino Ratio Rank
The Omega Ratio Rank of CORN is 44
Omega Ratio Rank
The Calmar Ratio Rank of CORN is 88
Calmar Ratio Rank
The Martin Ratio Rank of CORN is 77
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 8282
Overall Rank
The Sharpe Ratio Rank of SPY is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7979
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 8282
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 8282
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8484
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. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Corn Fund (CORN) and SPDR S&P 500 ETF (SPY). 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.


Sharpe ratio
The chart of Sharpe ratio for CORN, currently valued at -0.46, compared to the broader market-1.000.001.002.003.004.005.00-0.461.88
The chart of Sortino ratio for CORN, currently valued at -0.57, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.572.51
The chart of Omega ratio for CORN, currently valued at 0.94, compared to the broader market0.501.001.502.002.503.000.941.35
The chart of Calmar ratio for CORN, currently valued at -0.11, compared to the broader market0.005.0010.0015.00-0.112.83
The chart of Martin ratio for CORN, currently valued at -0.70, compared to the broader market0.0020.0040.0060.0080.00100.00-0.7011.89
CORN
SPY

The current CORN Sharpe Ratio is -0.46, which is lower than the SPY Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of CORN and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.46
1.88
CORN
SPY

Dividends

CORN vs. SPY - Dividend Comparison

CORN has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.21%.


TTM20242023202220212020201920182017201620152014
CORN
Teucrium Corn Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.21%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

CORN vs. SPY - Drawdown Comparison

The maximum CORN drawdown since its inception was -78.09%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CORN and SPY. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-63.11%
-3.89%
CORN
SPY

Volatility

CORN vs. SPY - Volatility Comparison

Teucrium Corn Fund (CORN) has a higher volatility of 5.10% compared to SPDR S&P 500 ETF (SPY) at 4.61%. This indicates that CORN's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
5.10%
4.61%
CORN
SPY
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab