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GPRE vs. CORN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GPRE vs. CORN - Performance Comparison

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

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Returns By Period

In the year-to-date period, GPRE achieves a 62.24% return, which is significantly higher than CORN's -1.47% return. Over the past 10 years, GPRE has outperformed CORN with an annualized return of -0.99%, while CORN has yielded a comparatively lower -2.61% annualized return.


GPRE

1D
-1.49%
1M
-12.01%
YTD
62.24%
6M
56.80%
1Y
275.89%
3Y*
-20.38%
5Y*
-12.20%
10Y*
-0.99%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GPRE vs. CORN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GPRE
Green Plains Inc.
62.24%3.38%-62.41%-17.31%-12.26%163.93%-14.65%19.57%-20.10%-37.97%
CORN
Teucrium Corn Fund
-1.47%-5.54%-12.98%-19.90%25.02%38.25%5.27%-7.79%-4.28%-10.38%

Correlation

The correlation between GPRE and CORN is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.01

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

0.01

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

0.04

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

0.05

The correlation between GPRE and CORN shifts across timeframes, from 0.01 (3 years) to 0.13 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GPRE vs. CORN — Risk / Return Rank

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

GPRE
GPRE Risk / Return Rank: 9696
Overall Rank
GPRE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GPRE Sortino Ratio Rank: 9494
Sortino Ratio Rank
GPRE Omega Ratio Rank: 9292
Omega Ratio Rank
GPRE Calmar Ratio Rank: 9898
Calmar Ratio Rank
GPRE Martin Ratio Rank: 9797
Martin Ratio Rank

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
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.

GPRE vs. CORN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Green Plains Inc. (GPRE) 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.


GPRECORNDifference
Sharpe ratioReturn per unit of total volatility

+4.28

Sortino ratioReturn per unit of downside risk

+4.11

Omega ratioGain probability vs. loss probability

1.47

0.97

+0.50

Calmar ratioReturn relative to maximum drawdown

13.13

-0.40

+13.53

Martin ratioReturn relative to average drawdown

27.16

-0.79

+27.95

GPRE vs. CORN - Sharpe Ratio Comparison

The current GPRE Sharpe Ratio is 4.01, which is higher than the CORN Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of GPRE and CORN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GPRECORNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.01

-0.27

+4.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

-0.20

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

-0.14

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

-0.09

+0.05

Drawdowns

GPRE vs. CORN - Drawdown Comparison

The maximum GPRE drawdown since its inception was -97.62%, which is greater than CORN's maximum drawdown of -78.09%. Use the drawdown chart below to compare losses from any high point for GPRE and CORN.


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Drawdown Indicators


GPRECORNDifference

Max Drawdown

Largest peak-to-trough decline

-97.62%

-78.09%

-19.53%

Max Drawdown (1Y)

Largest decline over 1 year

-21.17%

-10.26%

-10.91%

Max Drawdown (3Y)

Largest decline over 3 years

-90.71%

-38.57%

-52.14%

Max Drawdown (5Y)

Largest decline over 5 years

-92.48%

-44.39%

-48.09%

Max Drawdown (10Y)

Largest decline over 10 years

-92.48%

-51.10%

-41.38%

Current Drawdown

Current decline from peak

-64.42%

-66.83%

+2.41%

Average Drawdown

Average peak-to-trough decline

-61.91%

-51.08%

-10.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.22%

5.18%

+5.04%

Volatility

GPRE vs. CORN - Volatility Comparison

Green Plains Inc. (GPRE) has a higher volatility of 17.06% compared to Teucrium Corn Fund (CORN) at 6.42%. This indicates that GPRE'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


GPRECORNDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.06%

6.42%

+10.64%

Volatility (6M)

Calculated over the trailing 6-month period

38.85%

11.50%

+27.35%

Volatility (1Y)

Calculated over the trailing 1-year period

69.31%

15.40%

+53.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.36%

20.21%

+40.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.07%

19.40%

+41.67%

Dividends

GPRE vs. CORN - Dividend Comparison

Neither GPRE nor CORN has paid dividends to shareholders.


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%
GPRE
Green Plains Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.56%3.66%2.85%1.72%1.75%

Frequently Asked Questions


GPRE and CORN have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GPRE has higher volatility (17.06%) compared to CORN (6.42%). In terms of maximum drawdown, GPRE dropped -97.62% vs CORN's -78.09%.

GPRE currently has the higher Sharpe Ratio (4.01 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.

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