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

Key characteristics


CORNWEAT
YTD Return-16.92%-19.60%
1Y Return-19.02%-15.49%
3Y Return (Ann)-5.86%-15.69%
5Y Return (Ann)4.24%-2.11%
10Y Return (Ann)-3.81%-8.83%
Sharpe Ratio-1.30-0.71
Sortino Ratio-1.88-0.93
Omega Ratio0.800.90
Calmar Ratio-0.30-0.20
Martin Ratio-1.43-1.14
Ulcer Index14.01%14.56%
Daily Std Dev15.31%23.59%
Max Drawdown-78.09%-81.34%
Current Drawdown-65.98%-81.07%

Correlation

-0.50.00.51.00.6

The correlation between CORN and WEAT is 0.62, 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. WEAT - Performance Comparison

In the year-to-date period, CORN achieves a -16.92% return, which is significantly higher than WEAT's -19.60% return. Over the past 10 years, CORN has outperformed WEAT with an annualized return of -3.81%, while WEAT has yielded a comparatively lower -8.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-12.58%
-22.18%
CORN
WEAT

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CORN vs. WEAT - Expense Ratio Comparison

CORN has a 2.19% expense ratio, which is higher than WEAT's 1.91% 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 WEAT: current value at 1.91% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.91%

Risk-Adjusted Performance

CORN vs. WEAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Corn Fund (CORN) and Teucrium Wheat Fund (WEAT). 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 -1.30, compared to the broader market0.002.004.006.00-1.30
Sortino ratio
The chart of Sortino ratio for CORN, currently valued at -1.88, compared to the broader market-2.000.002.004.006.008.0010.0012.00-1.88
Omega ratio
The chart of Omega ratio for CORN, currently valued at 0.80, compared to the broader market1.001.502.002.503.000.80
Calmar ratio
The chart of Calmar ratio for CORN, currently valued at -0.30, compared to the broader market0.005.0010.0015.00-0.30
Martin ratio
The chart of Martin ratio for CORN, currently valued at -1.43, compared to the broader market0.0020.0040.0060.0080.00100.00-1.43
WEAT
Sharpe ratio
The chart of Sharpe ratio for WEAT, currently valued at -0.71, compared to the broader market0.002.004.006.00-0.71
Sortino ratio
The chart of Sortino ratio for WEAT, currently valued at -0.93, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.93
Omega ratio
The chart of Omega ratio for WEAT, currently valued at 0.90, compared to the broader market1.001.502.002.503.000.90
Calmar ratio
The chart of Calmar ratio for WEAT, currently valued at -0.20, compared to the broader market0.005.0010.0015.00-0.20
Martin ratio
The chart of Martin ratio for WEAT, currently valued at -1.14, compared to the broader market0.0020.0040.0060.0080.00100.00-1.14

CORN vs. WEAT - Sharpe Ratio Comparison

The current CORN Sharpe Ratio is -1.30, which is lower than the WEAT Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of CORN and WEAT, 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-1.50-1.00-0.500.00JuneJulyAugustSeptemberOctoberNovember
-1.30
-0.71
CORN
WEAT

Dividends

CORN vs. WEAT - Dividend Comparison

Neither CORN nor WEAT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CORN vs. WEAT - Drawdown Comparison

The maximum CORN drawdown since its inception was -78.09%, roughly equal to the maximum WEAT drawdown of -81.34%. Use the drawdown chart below to compare losses from any high point for CORN and WEAT. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%JuneJulyAugustSeptemberOctoberNovember
-65.98%
-81.07%
CORN
WEAT

Volatility

CORN vs. WEAT - Volatility Comparison

The current volatility for Teucrium Corn Fund (CORN) is 3.37%, while Teucrium Wheat Fund (WEAT) has a volatility of 4.96%. This indicates that CORN experiences smaller price fluctuations and is considered to be less risky than WEAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
3.37%
4.96%
CORN
WEAT