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ITRN vs. CORN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITRN vs. CORN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ituran Location and Control Ltd. (ITRN) 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, ITRN achieves a 35.25% return, which is significantly higher than CORN's -1.41% return. Over the past 10 years, ITRN has outperformed CORN with an annualized return of 13.25%, while CORN has yielded a comparatively lower -1.25% annualized return.


ITRN

1D
-0.50%
1M
-14.61%
6M
33.88%
YTD
35.25%
1Y
51.72%
3Y*
41.37%
5Y*
21.07%
10Y*
13.25%

CORN

1D
1.33%
1M
4.55%
6M
-2.29%
YTD
-1.41%
1Y
1.22%
3Y*
-8.14%
5Y*
-1.79%
10Y*
-1.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITRN vs. CORN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ITRN
Ituran Location and Control Ltd.
35.25%45.63%21.02%32.47%-18.79%45.32%-22.93%-18.98%-3.46%33.71%
CORN
Teucrium Corn Fund
-1.41%-5.54%-12.98%-19.90%25.02%38.25%5.27%-7.79%-4.28%-10.38%

Correlation

The correlation between ITRN and CORN is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.08

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

-0.01

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

0.00

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

0.03

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2010

0.04

The correlation between ITRN and CORN shifts across timeframes, from -0.08 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ITRN vs. CORN — Risk / Return Rank

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

ITRN
ITRN Risk / Return Rank: 8282
Overall Rank
ITRN Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ITRN Sortino Ratio Rank: 8181
Sortino Ratio Rank
ITRN Omega Ratio Rank: 8181
Omega Ratio Rank
ITRN Calmar Ratio Rank: 8080
Calmar Ratio Rank
ITRN Martin Ratio Rank: 8282
Martin Ratio Rank

CORN
CORN Risk / Return Rank: 1010
Overall Rank
CORN Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
CORN Sortino Ratio Rank: 99
Sortino Ratio Rank
CORN Omega Ratio Rank: 99
Omega Ratio Rank
CORN Calmar Ratio Rank: 1010
Calmar Ratio Rank
CORN Martin Ratio Rank: 1010
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.

ITRN vs. CORN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ituran Location and Control Ltd. (ITRN) 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.


ITRNCORNDifference
Sharpe ratioReturn per unit of total volatility

+1.46

Sortino ratioReturn per unit of downside risk

+1.92

Omega ratioGain probability vs. loss probability

1.27

1.02

+0.25

Calmar ratioReturn relative to maximum drawdown

2.14

0.04

+2.11

Martin ratioReturn relative to average drawdown

6.04

0.11

+5.93

ITRN vs. CORN - Sharpe Ratio Comparison

The current ITRN Sharpe Ratio is 1.50, which is higher than the CORN Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of ITRN 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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Drawdowns

ITRN vs. CORN - Drawdown Comparison

The maximum ITRN drawdown since its inception was -68.39%, smaller than the maximum CORN drawdown of -78.09%. Use the drawdown chart below to compare losses from any high point for ITRN and CORN.


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Drawdown Indicators


ITRNCORNDifference

Max Drawdown

Largest peak-to-trough decline

-68.39%

-78.09%

+9.70%

Max Drawdown (1Y)

Largest decline over 1 year

-22.99%

-13.86%

-9.13%

Max Drawdown (3Y)

Largest decline over 3 years

-26.82%

-34.56%

+7.74%

Max Drawdown (5Y)

Largest decline over 5 years

-30.03%

-45.19%

+15.16%

Max Drawdown (10Y)

Largest decline over 10 years

-68.39%

-45.19%

-23.20%

Current Drawdown

Current decline from peak

-14.96%

-66.81%

+51.85%

Average Drawdown

Average peak-to-trough decline

-19.45%

-51.17%

+31.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.16%

4.67%

+3.49%

Volatility

ITRN vs. CORN - Volatility Comparison

Ituran Location and Control Ltd. (ITRN) has a higher volatility of 11.17% compared to Teucrium Corn Fund (CORN) at 6.58%. This indicates that ITRN'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


ITRNCORNDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.17%

6.58%

+4.59%

Volatility (6M)

Calculated over the trailing 6-month period

24.12%

12.85%

+11.27%

Volatility (1Y)

Calculated over the trailing 1-year period

32.94%

15.60%

+17.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.60%

19.31%

+11.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.65%

19.31%

+14.34%

Dividends

ITRN vs. CORN - Dividend Comparison

ITRN's dividend yield for the trailing twelve months is around 5.36%, while CORN has not 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%
ITRN
Ituran Location and Control Ltd.
5.36%4.65%5.01%2.50%2.65%3.37%1.26%3.78%2.96%3.27%3.25%4.12%

Frequently Asked Questions


ITRN and CORN have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ITRN has higher volatility (11.17%) compared to CORN (6.58%). In terms of maximum drawdown, ITRN dropped -68.39% vs CORN's -78.09%.

ITRN currently has the higher Sharpe Ratio (1.50 vs 0.03), 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.

Portfolio Optimizer

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