PortfoliosLab logoPortfoliosLab logo
CORN vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CORN vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Corn Fund (CORN) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CORN achieves a -1.47% return, which is significantly lower than TLT's -0.27% return. Over the past 10 years, CORN has underperformed TLT with an annualized return of -2.61%, while TLT has yielded a comparatively higher -1.66% annualized 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%

TLT

1D
-0.40%
1M
0.81%
YTD
-0.27%
6M
-2.02%
1Y
4.93%
3Y*
-1.80%
5Y*
-6.31%
10Y*
-1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORN vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CORN
Teucrium Corn Fund
-1.47%-5.54%-12.98%-19.90%25.02%38.25%5.27%-7.79%-4.28%-10.38%
TLT
iShares 20+ Year Treasury Bond ETF
-0.27%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%9.18%

Correlation

The correlation between CORN and TLT is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.08

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

-0.04

Correlation (10Y)
Calculated over the trailing 10-year period

-0.05

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2010

-0.07

Compare stocks, funds, or ETFs

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


Return for Risk

CORN vs. TLT — Risk / Return Rank

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

CORN
CORN Risk / Return Rank: 66
Overall Rank
CORN Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CORN Sortino Ratio Rank: 66
Sortino Ratio Rank
CORN Omega Ratio Rank: 66
Omega Ratio Rank
CORN Calmar Ratio Rank: 55
Calmar Ratio Rank
CORN Martin Ratio Rank: 55
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 1616
Overall Rank
TLT Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1515
Sortino Ratio Rank
TLT Omega Ratio Rank: 1515
Omega Ratio Rank
TLT Calmar Ratio Rank: 1717
Calmar Ratio Rank
TLT Martin Ratio Rank: 1616
Martin Ratio Rank
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. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Corn Fund (CORN) and iShares 20+ Year Treasury Bond ETF (TLT). 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.


CORNTLTDifference

Sharpe ratio

Return per unit of total volatility

-0.27

0.51

-0.77

Sortino ratio

Return per unit of downside risk

-0.26

0.80

-1.06

Omega ratio

Gain probability vs. loss probability

0.97

1.09

-0.12

Calmar ratio

Return relative to maximum drawdown

-0.40

0.65

-1.05

Martin ratio

Return relative to average drawdown

-0.79

1.63

-2.41

CORN vs. TLT - Sharpe Ratio Comparison

The current CORN Sharpe Ratio is -0.27, which is lower than the TLT Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of CORN and TLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


CORNTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

0.51

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

-0.40

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.14

-0.11

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.26

-0.35

Drawdowns

CORN vs. TLT - Drawdown Comparison

The maximum CORN drawdown since its inception was -78.09%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for CORN and TLT.


Loading charts...

Drawdown Indicators


CORNTLTDifference

Max Drawdown

Largest peak-to-trough decline

-78.09%

-48.35%

-29.74%

Max Drawdown (1Y)

Largest decline over 1 year

-10.26%

-7.58%

-2.68%

Max Drawdown (3Y)

Largest decline over 3 years

-38.57%

-19.18%

-19.39%

Max Drawdown (5Y)

Largest decline over 5 years

-44.39%

-43.70%

-0.69%

Max Drawdown (10Y)

Largest decline over 10 years

-51.10%

-48.35%

-2.75%

Current Drawdown

Current decline from peak

-66.83%

-40.44%

-26.39%

Average Drawdown

Average peak-to-trough decline

-51.08%

-13.82%

-37.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.18%

3.04%

+2.14%

Volatility

CORN vs. TLT - Volatility Comparison

Teucrium Corn Fund (CORN) has a higher volatility of 6.42% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.76%. This indicates that CORN's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CORNTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

2.76%

+3.66%

Volatility (6M)

Calculated over the trailing 6-month period

11.50%

6.50%

+5.00%

Volatility (1Y)

Calculated over the trailing 1-year period

15.40%

9.77%

+5.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.21%

15.87%

+4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.40%

14.91%

+4.49%

CORN vs. TLT - Expense Ratio Comparison

CORN has a 2.19% expense ratio, which is higher than TLT's 0.15% expense ratio.


Dividends

CORN vs. TLT - Dividend Comparison

CORN has not paid dividends to shareholders, while TLT's dividend yield for the trailing twelve months is around 4.59%.


PositionTTM20252024202320222021202020192018201720162015
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%
TLT
iShares 20+ Year Treasury Bond ETF
4.59%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

Frequently Asked Questions


CORN and TLT have a correlation of -0.08, 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 TLT (2.76%). In terms of maximum drawdown, CORN dropped -78.09% vs TLT's -48.35%.

On 10-year performance, TLT leads with -1.66% vs -2.61% for CORN. On fees, TLT is cheaper at 0.15% per year. On volatility, TLT has been the lower-risk option at 2.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TLT has performed better with a -1.66% return vs -2.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TLT is cheaper with a 0.15% expense ratio, compared with 2.19% for CORN.

TLT has the higher dividend yield at 4.59%, compared with 0.00% for CORN.

CORN is categorized as Agricultural Commodities, while TLT is Government Bonds. CORN tracks Teucrium Corn Fund Benchmark, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. They also come from different issuers: Teucrium and iShares. Their fees differ too: 2.19% for CORN and 0.15% for TLT.

TLT currently has the higher Sharpe Ratio (0.51 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.

Portfolio Optimizer

Find the right allocation for CORN and TLT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer