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

Correlation

The correlation between GPRE and CORN is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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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Key characteristics

Sharpe Ratio

GPRE:

-1.19

CORN:

-0.68

Sortino Ratio

GPRE:

-2.50

CORN:

-1.03

Omega Ratio

GPRE:

0.71

CORN:

0.89

Calmar Ratio

GPRE:

-0.85

CORN:

-0.18

Martin Ratio

GPRE:

-1.58

CORN:

-1.10

Ulcer Index

GPRE:

50.04%

CORN:

11.22%

Daily Std Dev

GPRE:

67.12%

CORN:

15.82%

Max Drawdown

GPRE:

-97.62%

CORN:

-78.09%

Current Drawdown

GPRE:

-90.89%

CORN:

-65.37%

Returns By Period

In the year-to-date period, GPRE achieves a -57.07% return, which is significantly lower than CORN's -2.82% return. Over the past 10 years, GPRE has underperformed CORN with an annualized return of -17.77%, while CORN has yielded a comparatively higher -2.39% annualized return.


GPRE

YTD

-57.07%

1M

3.04%

6M

-64.19%

1Y

-79.63%

5Y*

-9.76%

10Y*

-17.77%

CORN

YTD

-2.82%

1M

-4.90%

6M

-1.30%

1Y

-12.43%

5Y*

8.84%

10Y*

-2.39%

*Annualized

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Risk-Adjusted Performance

GPRE vs. CORN — Risk-Adjusted Performance Rank

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

GPRE
The Risk-Adjusted Performance Rank of GPRE is 33
Overall Rank
The Sharpe Ratio Rank of GPRE is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of GPRE is 11
Sortino Ratio Rank
The Omega Ratio Rank of GPRE is 22
Omega Ratio Rank
The Calmar Ratio Rank of GPRE is 44
Calmar Ratio Rank
The Martin Ratio Rank of GPRE is 55
Martin Ratio Rank

CORN
The Risk-Adjusted Performance Rank of CORN is 44
Overall Rank
The Sharpe Ratio Rank of CORN is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of CORN is 11
Sortino Ratio Rank
The Omega Ratio Rank of CORN is 22
Omega Ratio Rank
The Calmar Ratio Rank of CORN is 1010
Calmar Ratio Rank
The Martin Ratio Rank of CORN is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GPRE vs. CORN - Risk-Adjusted Performance 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.


The current GPRE Sharpe Ratio is -1.19, which is lower than the CORN Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of GPRE 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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Dividends

GPRE vs. CORN - Dividend Comparison

Neither GPRE nor CORN has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
GPRE
Green Plains Inc.
0.00%0.00%0.00%0.00%0.00%0.00%1.56%3.66%2.85%1.72%1.75%0.97%
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%

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. For additional features, visit the drawdowns tool.


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Volatility

GPRE vs. CORN - Volatility Comparison

Green Plains Inc. (GPRE) has a higher volatility of 16.83% compared to Teucrium Corn Fund (CORN) at 4.41%. 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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