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LPRO vs. CORN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LPRO vs. CORN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Open Lending Corporation (LPRO) 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, LPRO achieves a 102.58% return, which is significantly higher than CORN's 1.02% return.


LPRO

1D
0.00%
1M
0.96%
6M
48.82%
YTD
102.58%
1Y
30.29%
3Y*
-34.59%
5Y*
-40.06%
10Y*
ALL TIME*
-12.55%

CORN

1D
0.73%
1M
5.66%
6M
4.28%
YTD
1.02%
1Y
0.56%
3Y*
-9.25%
5Y*
-2.95%
10Y*
-0.60%
ALL TIME*
-2.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LPRO vs. CORN - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LPRO
Open Lending Corporation
102.58%-74.04%-29.85%26.07%-69.97%-35.70%231.69%8.10%1.04%
CORN
Teucrium Corn Fund
1.02%-5.54%-12.98%-19.90%25.02%38.25%5.27%-7.79%-10.13%

Correlation

The correlation between LPRO and CORN is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

-0.04

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2018

-0.02

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Open Lending Corporation

Teucrium Corn Fund

Return for Risk

LPRO vs. CORN — Risk / Return Rank

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

LPRO
LPRO Risk / Return Rank: 6161
Overall Rank
LPRO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
LPRO Sortino Ratio Rank: 6767
Sortino Ratio Rank
LPRO Omega Ratio Rank: 6363
Omega Ratio Rank
LPRO Calmar Ratio Rank: 5959
Calmar Ratio Rank
LPRO Martin Ratio Rank: 5757
Martin Ratio Rank

CORN
CORN Risk / Return Rank: 1111
Overall Rank
CORN Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
CORN Sortino Ratio Rank: 1111
Sortino Ratio Rank
CORN Omega Ratio Rank: 1010
Omega Ratio Rank
CORN Calmar Ratio Rank: 1111
Calmar Ratio Rank
CORN Martin Ratio Rank: 1111
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.

LPRO vs. CORN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Open Lending Corporation (LPRO) 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.


LPROCORNDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+1.17

Omega ratioGain probability vs. loss probability

1.15

1.02

+0.13

Calmar ratioReturn relative to maximum drawdown

0.56

0.04

+0.52

Martin ratioReturn relative to average drawdown

0.97

0.12

+0.85

LPRO vs. CORN - Sharpe Ratio Comparison

The current LPRO Sharpe Ratio is 0.36, which is higher than the CORN Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of LPRO 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

LPRO vs. CORN - Drawdown Comparison

The maximum LPRO drawdown since its inception was -98.06%, which is greater than CORN's maximum drawdown of -78.09%. Use the drawdown chart below to compare losses from any high point for LPRO and CORN.


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Drawdown Indicators


LPROCORNDifference

Max Drawdown

Largest peak-to-trough decline

-98.06%

-78.09%

-19.97%

Max Drawdown (1Y)

Largest decline over 1 year

-54.55%

-13.86%

-40.69%

Max Drawdown (3Y)

Largest decline over 3 years

-92.66%

-34.56%

-58.10%

Max Drawdown (5Y)

Largest decline over 5 years

-98.01%

-45.19%

-52.82%

Max Drawdown (10Y)

Largest decline over 10 years

-45.19%

Current Drawdown

Current decline from peak

-92.71%

-66.00%

-26.71%

Average Drawdown

Average peak-to-trough decline

-50.21%

-51.20%

+0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.21%

4.81%

+26.40%

Volatility

LPRO vs. CORN - Volatility Comparison

The current volatility for Open Lending Corporation (LPRO) is 1.49%, while Teucrium Corn Fund (CORN) has a volatility of 6.45%. This indicates that LPRO experiences smaller price fluctuations and is considered to be less risky 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


LPROCORNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

6.45%

-4.96%

Volatility (6M)

Calculated over the trailing 6-month period

63.68%

12.29%

+51.39%

Volatility (1Y)

Calculated over the trailing 1-year period

83.81%

15.66%

+68.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.46%

19.23%

+54.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.05%

19.27%

+41.78%

Dividends

LPRO vs. CORN - Dividend Comparison

Neither LPRO nor CORN has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LPRO and CORN have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CORN has higher volatility (6.45%) compared to LPRO (1.49%). In terms of maximum drawdown, LPRO dropped -98.06% vs CORN's -78.09%.

LPRO currently has the higher Sharpe Ratio (0.36 vs 0.04), 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

Find the right allocation for LPRO and CORN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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