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STM vs. CORN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STM vs. CORN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in STMicroelectronics N.V. (STM) 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, STM achieves a 176.58% return, which is significantly higher than CORN's -1.41% return. Over the past 10 years, STM has outperformed CORN with an annualized return of 29.42%, while CORN has yielded a comparatively lower -1.25% annualized return.


STM

1D
0.10%
1M
-8.42%
6M
148.77%
YTD
176.58%
1Y
123.79%
3Y*
14.24%
5Y*
14.33%
10Y*
29.42%

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)

STM vs. CORN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STM
STMicroelectronics N.V.
176.58%5.28%-49.67%41.66%-26.76%32.39%38.91%96.34%-35.65%94.77%
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 STM and CORN is -0.12, 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

-0.12

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

-0.01

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

-0.01

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

0.04

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

0.06

The correlation between STM and CORN shifts across timeframes, from -0.12 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

STM vs. CORN — Risk / Return Rank

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

STM
STM Risk / Return Rank: 8989
Overall Rank
STM Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
STM Sortino Ratio Rank: 8888
Sortino Ratio Rank
STM Omega Ratio Rank: 8989
Omega Ratio Rank
STM Calmar Ratio Rank: 8888
Calmar Ratio Rank
STM Martin Ratio Rank: 8686
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.

STM vs. CORN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for STMicroelectronics N.V. (STM) 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.


STMCORNDifference
Sharpe ratioReturn per unit of total volatility

+2.08

Sortino ratioReturn per unit of downside risk

+2.46

Omega ratioGain probability vs. loss probability

1.36

1.02

+0.34

Calmar ratioReturn relative to maximum drawdown

3.26

0.04

+3.23

Martin ratioReturn relative to average drawdown

7.35

0.11

+7.23

STM vs. CORN - Sharpe Ratio Comparison

The current STM Sharpe Ratio is 2.12, which is higher than the CORN Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of STM 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

STM vs. CORN - Drawdown Comparison

The maximum STM drawdown since its inception was -94.40%, which is greater than CORN's maximum drawdown of -78.09%. Use the drawdown chart below to compare losses from any high point for STM and CORN.


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Drawdown Indicators


STMCORNDifference

Max Drawdown

Largest peak-to-trough decline

-94.40%

-78.09%

-16.31%

Max Drawdown (1Y)

Largest decline over 1 year

-36.35%

-13.86%

-22.49%

Max Drawdown (3Y)

Largest decline over 3 years

-66.66%

-34.56%

-32.10%

Max Drawdown (5Y)

Largest decline over 5 years

-66.66%

-45.19%

-21.47%

Max Drawdown (10Y)

Largest decline over 10 years

-66.66%

-45.19%

-21.47%

Current Drawdown

Current decline from peak

-10.47%

-66.81%

+56.34%

Average Drawdown

Average peak-to-trough decline

-55.08%

-51.17%

-3.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.12%

4.67%

+11.45%

Volatility

STM vs. CORN - Volatility Comparison

STMicroelectronics N.V. (STM) has a higher volatility of 22.31% compared to Teucrium Corn Fund (CORN) at 6.58%. This indicates that STM'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


STMCORNDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.31%

6.58%

+15.73%

Volatility (6M)

Calculated over the trailing 6-month period

44.40%

12.85%

+31.55%

Volatility (1Y)

Calculated over the trailing 1-year period

56.14%

15.60%

+40.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.82%

19.31%

+26.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.53%

19.31%

+25.22%

Dividends

STM vs. CORN - Dividend Comparison

STM's dividend yield for the trailing twelve months is around 0.50%, 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%
STM
STMicroelectronics N.V.
0.50%1.39%1.32%0.48%0.67%0.45%0.50%0.89%1.73%0.98%2.10%5.11%

Frequently Asked Questions


STM and CORN have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STM has higher volatility (22.31%) compared to CORN (6.58%). In terms of maximum drawdown, STM dropped -94.40% vs CORN's -78.09%.

STM currently has the higher Sharpe Ratio (2.12 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

Find the right allocation for STM and CORN

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