PortfoliosLab logoPortfoliosLab logo
CXRN vs. TILL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CXRN vs. TILL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium 2x Daily Corn ETF (CXRN) and Teucrium Agricultural Strategy No K-1 ETF (TILL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CXRN achieves a -13.17% return, which is significantly lower than TILL's 8.16% return.


CXRN

1D
-2.07%
1M
8.11%
6M
-7.88%
YTD
-13.17%
1Y
-7.33%
3Y*
5Y*
10Y*
ALL TIME*
-20.15%

TILL

1D
-0.92%
1M
3.21%
6M
7.87%
YTD
8.16%
1Y
6.13%
3Y*
-6.08%
5Y*
10Y*
ALL TIME*
-7.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$59.75K$98.55K$292.18K
$881.52K$637.13K$1.68M

CXRN vs. TILL - Yearly Performance Comparison


2026 (YTD)20252024
CXRN
Teucrium 2x Daily Corn ETF
-13.17%-25.68%7.40%
TILL
Teucrium Agricultural Strategy No K-1 ETF
8.16%-5.97%-1.74%

Correlation

The correlation between CXRN and TILL is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.77

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2024

0.71

The correlation between CXRN and TILL has been stable across timeframes, ranging from 0.71 to 0.77 - a consistent structural relationship.

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

CXRN vs. TILL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CXRN
CXRN Risk / Return Rank: 77
Overall Rank
CXRN Sharpe Ratio Rank: 77
Sharpe Ratio Rank
CXRN Sortino Ratio Rank: 88
Sortino Ratio Rank
CXRN Omega Ratio Rank: 88
Omega Ratio Rank
CXRN Calmar Ratio Rank: 77
Calmar Ratio Rank
CXRN Martin Ratio Rank: 66
Martin Ratio Rank

TILL
TILL Risk / Return Rank: 2121
Overall Rank
TILL Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TILL Sortino Ratio Rank: 2121
Sortino Ratio Rank
TILL Omega Ratio Rank: 1919
Omega Ratio Rank
TILL Calmar Ratio Rank: 2121
Calmar Ratio Rank
TILL Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CXRN vs. TILL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium 2x Daily Corn ETF (CXRN) and Teucrium Agricultural Strategy No K-1 ETF (TILL). 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.


CXRNTILLDifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

0.99

1.08

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.30

0.59

-0.90

Martin ratioReturn relative to average drawdown

-0.83

1.54

-2.37

CXRN vs. TILL - Sharpe Ratio Comparison

The current CXRN Sharpe Ratio is -0.26, which is lower than the TILL Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of CXRN and TILL, 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...

Drawdowns

CXRN vs. TILL - Drawdown Comparison

The maximum CXRN drawdown since its inception was -53.17%, which is greater than TILL's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for CXRN and TILL.


Loading charts...

Drawdown Indicators


CXRNTILLDifference

Max Drawdown

Largest peak-to-trough decline

-53.17%

-33.76%

-19.41%

Max Drawdown (1Y)

Largest decline over 1 year

-31.96%

-9.87%

-22.09%

Max Drawdown (3Y)

Largest decline over 3 years

-25.33%

Current Drawdown

Current decline from peak

-46.00%

-27.41%

-18.59%

Average Drawdown

Average peak-to-trough decline

-31.70%

-21.63%

-10.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.66%

3.80%

+7.86%

Volatility

CXRN vs. TILL - Volatility Comparison

Teucrium 2x Daily Corn ETF (CXRN) has a higher volatility of 15.18% compared to Teucrium Agricultural Strategy No K-1 ETF (TILL) at 5.26%. This indicates that CXRN's price experiences larger fluctuations and is considered to be riskier than TILL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CXRNTILLDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.18%

5.26%

+9.92%

Volatility (6M)

Calculated over the trailing 6-month period

29.46%

11.28%

+18.18%

Volatility (1Y)

Calculated over the trailing 1-year period

37.65%

13.07%

+24.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.12%

14.76%

+23.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.12%

14.76%

+23.36%

CXRN vs. TILL - Expense Ratio Comparison

CXRN has a 0.95% expense ratio, which is higher than TILL's 0.89% expense ratio.


Dividends

CXRN vs. TILL - Dividend Comparison

CXRN's dividend yield for the trailing twelve months is around 2.38%, less than TILL's 4.59% yield.


PositionTTM2025202420232022
CXRN
Teucrium 2x Daily Corn ETF
2.38%3.30%0.13%0.00%0.00%
TILL
Teucrium Agricultural Strategy No K-1 ETF
4.59%4.97%2.55%51.24%0.73%

Frequently Asked Questions


CXRN and TILL have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CXRN has higher volatility (15.18%) compared to TILL (5.26%). In terms of maximum drawdown, CXRN dropped -53.17% vs TILL's -33.76%.

On 1-year performance, TILL leads with 6.13% vs -7.33% for CXRN. On fees, TILL is cheaper at 0.89% per year. On volatility, TILL has been the lower-risk option at 5.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TILL has performed better with a 6.13% return vs -7.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TILL is cheaper with a 0.89% expense ratio, compared with 0.95% for CXRN.

TILL has the higher dividend yield at 4.59%, compared with 2.38% for CXRN.

CXRN is categorized as Leveraged Commodities, while TILL is Commodities. Their fees differ too: 0.95% for CXRN and 0.89% for TILL.

TILL currently has the higher Sharpe Ratio (0.45 vs -0.26), 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 CXRN and TILL

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