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

Key characteristics


SOYBCORN
YTD Return-21.18%-16.92%
1Y Return-26.20%-19.02%
3Y Return (Ann)-0.99%-5.86%
5Y Return (Ann)6.60%4.24%
10Y Return (Ann)0.03%-3.81%
Sharpe Ratio-1.70-1.30
Sortino Ratio-2.49-1.88
Omega Ratio0.740.80
Calmar Ratio-0.94-0.30
Martin Ratio-1.53-1.43
Ulcer Index17.20%14.01%
Daily Std Dev15.47%15.31%
Max Drawdown-53.76%-78.09%
Current Drawdown-27.36%-65.98%

Correlation

-0.50.00.51.00.6

The correlation between SOYB and CORN is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

SOYB vs. CORN - Performance Comparison

In the year-to-date period, SOYB achieves a -21.18% return, which is significantly lower than CORN's -16.92% return. Over the past 10 years, SOYB has outperformed CORN with an annualized return of 0.03%, while CORN has yielded a comparatively lower -3.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-16.35%
-12.58%
SOYB
CORN

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SOYB vs. CORN - Expense Ratio Comparison

SOYB has a 1.88% expense ratio, which is lower than CORN's 2.19% expense ratio.


CORN
Teucrium Corn Fund
Expense ratio chart for CORN: current value at 2.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.19%
Expense ratio chart for SOYB: current value at 1.88% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.88%

Risk-Adjusted Performance

SOYB vs. CORN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Soybean Fund (SOYB) 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.


SOYB
Sharpe ratio
The chart of Sharpe ratio for SOYB, currently valued at -1.70, compared to the broader market0.002.004.006.00-1.70
Sortino ratio
The chart of Sortino ratio for SOYB, currently valued at -2.49, compared to the broader market-2.000.002.004.006.008.0010.0012.00-2.49
Omega ratio
The chart of Omega ratio for SOYB, currently valued at 0.74, compared to the broader market1.001.502.002.503.000.74
Calmar ratio
The chart of Calmar ratio for SOYB, currently valued at -0.94, compared to the broader market0.005.0010.0015.00-0.94
Martin ratio
The chart of Martin ratio for SOYB, currently valued at -1.53, compared to the broader market0.0020.0040.0060.0080.00100.00-1.53
CORN
Sharpe ratio
The chart of Sharpe ratio for CORN, currently valued at -1.30, compared to the broader market0.002.004.006.00-1.30
Sortino ratio
The chart of Sortino ratio for CORN, currently valued at -1.88, compared to the broader market-2.000.002.004.006.008.0010.0012.00-1.88
Omega ratio
The chart of Omega ratio for CORN, currently valued at 0.80, compared to the broader market1.001.502.002.503.000.80
Calmar ratio
The chart of Calmar ratio for CORN, currently valued at -0.30, compared to the broader market0.005.0010.0015.00-0.30
Martin ratio
The chart of Martin ratio for CORN, currently valued at -1.43, compared to the broader market0.0020.0040.0060.0080.00100.00-1.43

SOYB vs. CORN - Sharpe Ratio Comparison

The current SOYB Sharpe Ratio is -1.70, which is lower than the CORN Sharpe Ratio of -1.30. The chart below compares the historical Sharpe Ratios of SOYB 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.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.00JuneJulyAugustSeptemberOctoberNovember
-1.70
-1.30
SOYB
CORN

Dividends

SOYB vs. CORN - Dividend Comparison

Neither SOYB nor CORN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SOYB vs. CORN - Drawdown Comparison

The maximum SOYB drawdown since its inception was -53.76%, smaller than the maximum CORN drawdown of -78.09%. Use the drawdown chart below to compare losses from any high point for SOYB and CORN. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-27.36%
-65.98%
SOYB
CORN

Volatility

SOYB vs. CORN - Volatility Comparison

Teucrium Soybean Fund (SOYB) has a higher volatility of 3.96% compared to Teucrium Corn Fund (CORN) at 3.37%. This indicates that SOYB'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.


3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.96%
3.37%
SOYB
CORN