LMNR vs. WEAT
LMNR (Limoneira Company) is a stock, while WEAT (Teucrium Wheat Fund) is Agricultural Commodities fund tracking the Teucrium Wheat Fund Benchmark. Over the past 10 years, LMNR returned -0.91%/yr vs -6.84%/yr for WEAT. At a 0.04 correlation, their price movements are largely independent.
Performance
LMNR vs. WEAT - Performance Comparison
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Returns By Period
In the year-to-date period, LMNR achieves a 2.18% return, which is significantly lower than WEAT's 13.52% return. Over the past 10 years, LMNR has outperformed WEAT with an annualized return of -0.91%, while WEAT has yielded a comparatively lower -6.84% annualized return.
LMNR
- 1D
- 0.58%
- 1M
- 0.86%
- YTD
- 2.18%
- 6M
- -8.41%
- 1Y
- -17.12%
- 3Y*
- -6.16%
- 5Y*
- -6.19%
- 10Y*
- -0.91%
WEAT
- 1D
- -2.07%
- 1M
- -6.32%
- YTD
- 13.52%
- 6M
- 8.73%
- 1Y
- -0.35%
- 3Y*
- -10.48%
- 5Y*
- -7.95%
- 10Y*
- -6.84%
LMNR vs. WEAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LMNR Limoneira Company | 2.18% | -47.35% | 20.18% | 72.03% | -16.74% | -8.26% | -11.60% | -0.15% | -11.71% | 5.20% |
WEAT Teucrium Wheat Fund | 13.52% | -17.14% | -19.26% | -25.19% | 7.98% | 19.39% | 5.81% | -1.35% | -1.17% | -12.79% |
Correlation
The correlation between LMNR and WEAT is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2011 | 0.04 |
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Return for Risk
LMNR vs. WEAT — Risk / Return Rank
LMNR
WEAT
LMNR vs. WEAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Limoneira Company (LMNR) and Teucrium Wheat Fund (WEAT). 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.
| LMNR | WEAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.02 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | -0.02 | -0.68 |
| Martin ratioReturn relative to average drawdown | -1.20 | -0.03 | -1.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LMNR | WEAT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.60 | -0.02 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | -0.26 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | -0.26 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | -0.41 | +0.55 |
Drawdowns
LMNR vs. WEAT - Drawdown Comparison
The maximum LMNR drawdown since its inception was -66.40%, smaller than the maximum WEAT drawdown of -84.32%. Use the drawdown chart below to compare losses from any high point for LMNR and WEAT.
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Drawdown Indicators
| LMNR | WEAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.40% | -84.32% | +17.92% |
Max Drawdown (1Y)Largest decline over 1 year | -24.44% | -17.85% | -6.59% |
Max Drawdown (3Y)Largest decline over 3 years | -56.31% | -46.27% | -10.04% |
Max Drawdown (5Y)Largest decline over 5 years | -56.31% | -67.83% | +11.52% |
Max Drawdown (10Y)Largest decline over 10 years | -65.82% | -67.83% | +2.01% |
Current DrawdownCurrent decline from peak | -55.63% | -82.12% | +26.49% |
Average DrawdownAverage peak-to-trough decline | -33.65% | -63.12% | +29.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.29% | 11.29% | +3.00% |
Volatility
LMNR vs. WEAT - Volatility Comparison
The current volatility for Limoneira Company (LMNR) is 4.91%, while Teucrium Wheat Fund (WEAT) has a volatility of 10.00%. This indicates that LMNR experiences smaller price fluctuations and is considered to be less risky than WEAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LMNR | WEAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 10.00% | -5.09% |
Volatility (6M)Calculated over the trailing 6-month period | 18.60% | 18.05% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.71% | 22.62% | +6.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.72% | 30.51% | +5.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.99% | 26.80% | +12.19% |
Dividends
LMNR vs. WEAT - Dividend Comparison
LMNR's dividend yield for the trailing twelve months is around 1.74%, while WEAT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LMNR Limoneira Company | 1.74% | 2.38% | 1.23% | 1.45% | 2.46% | 2.00% | 1.80% | 1.56% | 1.34% | 1.02% | 0.95% | 1.24% |
WEAT Teucrium Wheat 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% |
Frequently Asked Questions
LMNR and WEAT have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WEAT has higher volatility (10.00%) compared to LMNR (4.91%). In terms of maximum drawdown, LMNR dropped -66.40% vs WEAT's -84.32%.
WEAT currently has the higher Sharpe Ratio (-0.02 vs -0.60), 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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