GPRE vs. CORN

Last updated Apr 1, 2026

Compare and contrast key facts about Green Plains Inc. (GPRE) and Teucrium Corn Fund (CORN).

CORN is a passively managed fund by Teucrium that tracks the performance of the Teucrium Corn Fund Benchmark. It was launched on Jun 9, 2010.

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.

GPRE vs. CORN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GPRE Green Plains Inc.	67.86%	3.38%	-62.41%	-17.31%	-12.26%	163.93%	-14.65%	19.57%	-20.10%	-37.97%
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, GPRE achieves a 67.86% return, which is significantly higher than CORN's 3.78% return. Over the past 10 years, GPRE has outperformed CORN with an annualized return of 1.36%, while CORN has yielded a comparatively lower -0.95% annualized return.

GPRE

• 1D: -0.48%
• 1M: 19.81%
• YTD: 67.86%
• 6M: 87.14%
• 1Y: 239.18%
• 3Y*: -19.03%
• 5Y*: -11.96%
• 10Y*: 1.36%

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)

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: 95
GPRE Sharpe Ratio Rank: 97
GPRE Sortino Ratio Rank: 94
GPRE Omega Ratio Rank: 91
GPRE Calmar Ratio Rank: 97
GPRE Martin Ratio Rank: 96

CORN

CORN Risk / Return Rank: 11
CORN Sharpe Ratio Rank: 11
CORN Sortino Ratio Rank: 10
CORN Omega Ratio Rank: 10
CORN Calmar Ratio Rank: 12
CORN Martin Ratio Rank: 12

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.

	GPRE	CORN	Difference
Sharpe ratio Return per unit of total volatility	3.23	-0.06	+3.29
Sortino ratio Return per unit of downside risk	3.36	0.02	+3.34
Omega ratio Gain probability vs. loss probability	1.41	1.00	+0.40
Calmar ratio Return relative to maximum drawdown	6.99	-0.02	+7.01
Martin ratio Return relative to average drawdown	17.66	-0.04	+17.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GPRE vs. CORN - Sharpe Ratio Comparison

The current GPRE Sharpe Ratio is 3.23, which is higher than the CORN Sharpe Ratio of -0.06. 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.

Sharpe Ratios by Period

	GPRE	CORN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.23	-0.06	+3.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.20	0.06	-0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.02	-0.05	+0.07
Sharpe Ratio (All Time) Calculated using the full available price history	-0.04	-0.08	+0.03

Correlation

The correlation between GPRE and CORN is 0.05, 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.

Dividends

GPRE vs. CORN - Dividend Comparison

Neither GPRE nor CORN has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
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.

Drawdown Indicators

	GPRE	CORN	Difference
Max Drawdown Largest peak-to-trough decline	-97.62%	-78.09%	-19.53%
Max Drawdown (1Y) Largest decline over 1 year	-34.13%	-14.66%	-19.47%
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	-63.19%	-65.07%	+1.88%
Average Drawdown Average peak-to-trough decline	-61.89%	-50.93%	-10.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.50%	9.11%	+4.39%

Volatility

GPRE vs. CORN - Volatility Comparison

Green Plains Inc. (GPRE) has a higher volatility of 17.14% compared to Teucrium Corn Fund (CORN) at 5.59%. 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.

Volatility by Period

	GPRE	CORN	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.14%	5.59%	+11.55%
Volatility (6M) Calculated over the trailing 6-month period	48.62%	9.96%	+38.66%
Volatility (1Y) Calculated over the trailing 1-year period	74.65%	14.53%	+60.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	60.89%	21.07%	+39.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	61.03%	19.51%	+41.52%