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DBA vs. CORN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBA vs. CORN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Agriculture Fund (DBA) and Teucrium Corn Fund (CORN). The values are adjusted to include any dividend payments, if applicable.

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DBA vs. CORN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBA
Invesco DB Agriculture Fund
7.05%-0.56%33.45%7.64%2.53%22.37%-2.54%-0.71%-8.74%-6.06%
CORN
Teucrium Corn Fund
3.78%-5.54%-12.98%-19.90%25.02%38.25%5.27%-7.79%-4.28%-10.38%

Returns By Period

In the year-to-date period, DBA achieves a 7.05% return, which is significantly higher than CORN's 3.78% return. Over the past 10 years, DBA has outperformed CORN with an annualized return of 4.49%, while CORN has yielded a comparatively lower -0.95% annualized return.


DBA

1D
0.74%
1M
5.00%
YTD
7.05%
6M
5.78%
1Y
7.46%
3Y*
14.68%
5Y*
12.86%
10Y*
4.49%

CORN

1D
0.60%
1M
2.85%
YTD
3.78%
6M
5.44%
1Y
-0.86%
3Y*
-9.99%
5Y*
1.19%
10Y*
-0.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBA vs. CORN - Expense Ratio Comparison

DBA has a 0.94% expense ratio, which is lower than CORN's 2.19% expense ratio.


Return for Risk

DBA vs. CORN — Risk / Return Rank

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

DBA
DBA Risk / Return Rank: 3232
Overall Rank
DBA Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
DBA Sortino Ratio Rank: 3535
Sortino Ratio Rank
DBA Omega Ratio Rank: 3030
Omega Ratio Rank
DBA Calmar Ratio Rank: 3737
Calmar Ratio Rank
DBA Martin Ratio Rank: 2424
Martin Ratio Rank

CORN
CORN Risk / Return Rank: 1111
Overall Rank
CORN Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
CORN Sortino Ratio Rank: 1010
Sortino Ratio Rank
CORN Omega Ratio Rank: 1010
Omega Ratio Rank
CORN Calmar Ratio Rank: 1212
Calmar Ratio Rank
CORN Martin Ratio Rank: 1212
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.

DBA vs. CORN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Agriculture Fund (DBA) and Teucrium Corn Fund (CORN). 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.


DBACORNDifference

Sharpe ratio

Return per unit of total volatility

0.62

-0.06

+0.68

Sortino ratio

Return per unit of downside risk

0.97

0.02

+0.95

Omega ratio

Gain probability vs. loss probability

1.12

1.00

+0.11

Calmar ratio

Return relative to maximum drawdown

0.87

-0.02

+0.89

Martin ratio

Return relative to average drawdown

1.63

-0.04

+1.66

DBA vs. CORN - Sharpe Ratio Comparison

The current DBA Sharpe Ratio is 0.62, which is higher than the CORN Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of DBA and CORN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DBACORNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

-0.06

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.06

+0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

-0.05

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

-0.08

+0.17

Correlation

The correlation between DBA and CORN is 0.59, 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.


Dividends

DBA vs. CORN - Dividend Comparison

DBA's dividend yield for the trailing twelve months is around 3.34%, while CORN has not paid dividends to shareholders.


TTM20252024202320222021202020192018
DBA
Invesco DB Agriculture Fund
3.34%3.58%4.08%4.63%0.48%0.00%0.00%1.55%1.06%
CORN
Teucrium Corn Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DBA vs. CORN - Drawdown Comparison

The maximum DBA drawdown since its inception was -67.97%, smaller than the maximum CORN drawdown of -78.09%. Use the drawdown chart below to compare losses from any high point for DBA and CORN.


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Drawdown Indicators


DBACORNDifference

Max Drawdown

Largest peak-to-trough decline

-67.97%

-78.09%

+10.12%

Max Drawdown (1Y)

Largest decline over 1 year

-7.99%

-14.66%

+6.67%

Max Drawdown (5Y)

Largest decline over 5 years

-15.94%

-44.39%

+28.45%

Max Drawdown (10Y)

Largest decline over 10 years

-41.16%

-51.10%

+9.94%

Current Drawdown

Current decline from peak

-24.64%

-65.07%

+40.43%

Average Drawdown

Average peak-to-trough decline

-41.26%

-50.93%

+9.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.26%

9.11%

-4.85%

Volatility

DBA vs. CORN - Volatility Comparison

The current volatility for Invesco DB Agriculture Fund (DBA) is 2.55%, while Teucrium Corn Fund (CORN) has a volatility of 5.59%. This indicates that DBA experiences smaller price fluctuations and is considered to be less risky than CORN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBACORNDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.55%

5.59%

-3.04%

Volatility (6M)

Calculated over the trailing 6-month period

6.53%

9.96%

-3.43%

Volatility (1Y)

Calculated over the trailing 1-year period

12.09%

14.53%

-2.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.25%

21.07%

-6.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.13%

19.51%

-6.38%