EIG vs. CORN
EIG (Employers Holdings, Inc.) is a stock, while CORN (Teucrium Corn Fund) is Agricultural Commodities fund tracking the Teucrium Corn Fund Benchmark. Over the past 10 years, EIG returned 9.26%/yr vs -0.54%/yr for CORN. Their 0.01 correlation means their historical movements had little consistent relationship.
Performance
EIG vs. CORN - Performance Comparison
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Returns By Period
In the year-to-date period, EIG achieves a 18.98% return, which is significantly higher than CORN's -0.45% return. Over the past 10 years, EIG has outperformed CORN with an annualized return of 9.26%, while CORN has yielded a comparatively lower -0.54% annualized return.
EIG
- 1D
- -2.02%
- 1M
- -2.66%
- 6M
- 17.75%
- YTD
- 18.98%
- 1Y
- 33.36%
- 3Y*
- 12.65%
- 5Y*
- 7.96%
- 10Y*
- 9.26%
- ALL TIME*
- 7.13%
CORN
- 1D
- -0.62%
- 1M
- 4.69%
- 6M
- 0.97%
- YTD
- -0.45%
- 1Y
- 2.80%
- 3Y*
- -8.35%
- 5Y*
- -2.59%
- 10Y*
- -0.54%
- ALL TIME*
- -2.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.63M | $5.32M | $8.06M | |
| $10.46M | $10.21M | $11.54M |
EIG vs. CORN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIG Employers Holdings, Inc. | 18.98% | -13.32% | 33.36% | -6.10% | 12.57% | 31.88% | -20.54% | 1.59% | -3.67% | 13.72% |
CORN Teucrium Corn Fund | -0.45% | -5.54% | -12.98% | -19.90% | 25.02% | 38.25% | 5.27% | -7.79% | -4.28% | -10.38% |
Correlation
The correlation between EIG and CORN is -0.15, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.15 |
Correlation (3Y) Balances recent behavior with more history. | -0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.04 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.02 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2010 | 0.01 |
The correlation between EIG and CORN shifts across timeframes, from -0.15 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EIG vs. CORN — Risk / Return Rank
EIG
CORN
EIG vs. CORN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Employers Holdings, Inc. (EIG) 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.
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.
| EIG | CORN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.93 | ||
| Sortino ratioReturn per unit of downside risk | +1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.04 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | 0.16 | +1.36 |
| Martin ratioReturn relative to average drawdown | 4.11 | 0.47 | +3.64 |
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Drawdowns
EIG vs. CORN - Drawdown Comparison
The maximum EIG drawdown since its inception was -63.87%, smaller than the maximum CORN drawdown of -78.09%. Use the drawdown chart below to compare losses from any high point for EIG and CORN.
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Drawdown Indicators
| EIG | CORN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.87% | -78.09% | +14.22% |
Max Drawdown (1Y)Largest decline over 1 year | -17.40% | -13.86% | -3.54% |
Max Drawdown (3Y)Largest decline over 3 years | -31.29% | -28.70% | -2.59% |
Max Drawdown (5Y)Largest decline over 5 years | -31.29% | -45.19% | +13.90% |
Max Drawdown (10Y)Largest decline over 10 years | -43.83% | -45.19% | +1.36% |
Current DrawdownCurrent decline from peak | -2.66% | -66.49% | +63.83% |
Average DrawdownAverage peak-to-trough decline | -17.61% | -51.23% | +33.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.45% | 4.79% | +1.66% |
Volatility
EIG vs. CORN - Volatility Comparison
Employers Holdings, Inc. (EIG) has a higher volatility of 7.54% compared to Teucrium Corn Fund (CORN) at 5.91%. This indicates that EIG's price experiences larger fluctuations and is considered to be riskier 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
| EIG | CORN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.54% | 5.91% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 18.43% | 12.60% | +5.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.63% | 15.83% | +10.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.93% | 19.20% | +4.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.63% | 19.27% | +7.36% |
Dividends
EIG vs. CORN - Dividend Comparison
EIG's dividend yield for the trailing twelve months is around 2.57%, while CORN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EIG Employers Holdings, Inc. | 2.57% | 2.92% | 2.30% | 2.79% | 7.60% | 2.42% | 3.11% | 2.11% | 1.91% | 1.35% | 0.91% | 0.88% |
Frequently Asked Questions
EIG and CORN have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EIG has higher volatility (7.54%) compared to CORN (5.91%). In terms of maximum drawdown, EIG dropped -63.87% vs CORN's -78.09%.
EIG currently has the higher Sharpe Ratio (1.07 vs 0.14), 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.
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