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

Correlation

The correlation between MEOH 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

MEOH vs. CORN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Methanex Corporation (MEOH) and Teucrium Corn Fund (CORN). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MEOH:

-0.85

CORN:

-0.62

Sortino Ratio

MEOH:

-1.11

CORN:

-1.00

Omega Ratio

MEOH:

0.85

CORN:

0.89

Calmar Ratio

MEOH:

-0.58

CORN:

-0.18

Martin Ratio

MEOH:

-1.60

CORN:

-1.22

Ulcer Index

MEOH:

23.44%

CORN:

9.84%

Daily Std Dev

MEOH:

44.20%

CORN:

15.80%

Max Drawdown

MEOH:

-91.02%

CORN:

-78.09%

Current Drawdown

MEOH:

-54.92%

CORN:

-65.60%

Returns By Period

In the year-to-date period, MEOH achieves a -34.32% return, which is significantly lower than CORN's -3.46% return. Over the past 10 years, MEOH has underperformed CORN with an annualized return of -3.19%, while CORN has yielded a comparatively higher -2.38% annualized return.


MEOH

YTD

-34.32%

1M

0.83%

6M

-29.75%

1Y

-38.12%

3Y*

-11.41%

5Y*

16.73%

10Y*

-3.19%

CORN

YTD

-3.46%

1M

-3.51%

6M

1.40%

1Y

-8.94%

3Y*

-13.73%

5Y*

8.27%

10Y*

-2.38%

*Annualized

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Methanex Corporation

Teucrium Corn Fund

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MEOH vs. CORN — Risk-Adjusted Performance Rank

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

MEOH
The Risk-Adjusted Performance Rank of MEOH is 99
Overall Rank
The Sharpe Ratio Rank of MEOH is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of MEOH is 1010
Sortino Ratio Rank
The Omega Ratio Rank of MEOH is 1010
Omega Ratio Rank
The Calmar Ratio Rank of MEOH is 1414
Calmar Ratio Rank
The Martin Ratio Rank of MEOH is 44
Martin Ratio Rank

CORN
The Risk-Adjusted Performance Rank of CORN is 33
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 88
Calmar Ratio Rank
The Martin Ratio Rank of CORN is 33
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.

MEOH vs. CORN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Methanex Corporation (MEOH) 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 MEOH Sharpe Ratio is -0.85, which is lower than the CORN Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of MEOH 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MEOH vs. CORN - Dividend Comparison

MEOH's dividend yield for the trailing twelve months is around 2.27%, while CORN has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
MEOH
Methanex Corporation
2.27%1.48%1.54%1.64%0.82%1.03%3.65%2.74%1.94%2.51%3.26%2.07%
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

MEOH vs. CORN - Drawdown Comparison

The maximum MEOH drawdown since its inception was -91.02%, which is greater than CORN's maximum drawdown of -78.09%. Use the drawdown chart below to compare losses from any high point for MEOH and CORN.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MEOH vs. CORN - Volatility Comparison

Methanex Corporation (MEOH) has a higher volatility of 10.78% compared to Teucrium Corn Fund (CORN) at 4.03%. This indicates that MEOH'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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