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TAGS vs. CXRN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TAGS vs. CXRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Agricultural Fund (TAGS) and Teucrium 2x Daily Corn ETF (CXRN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TAGS achieves a 6.11% return, which is significantly higher than CXRN's -13.42% return.


TAGS

1D
-1.20%
1M
-5.48%
YTD
6.11%
6M
4.04%
1Y
-0.95%
3Y*
-7.08%
5Y*
-1.51%
10Y*
-1.74%

CXRN

1D
-4.40%
1M
-21.78%
YTD
-13.42%
6M
-14.31%
1Y
-23.31%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TAGS vs. CXRN - Yearly Performance Comparison


2026 (YTD)20252024
TAGS
Teucrium Agricultural Fund
6.11%-8.76%-0.49%
CXRN
Teucrium 2x Daily Corn ETF
-13.42%-25.68%7.40%

Correlation

The correlation between TAGS and CXRN is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.77

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2024

0.71

The correlation between TAGS and CXRN has been stable across timeframes, ranging from 0.71 to 0.77 - a consistent structural relationship.

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Return for Risk

TAGS vs. CXRN — Risk / Return Rank

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

TAGS
TAGS Risk / Return Rank: 88
Overall Rank
TAGS Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TAGS Sortino Ratio Rank: 77
Sortino Ratio Rank
TAGS Omega Ratio Rank: 77
Omega Ratio Rank
TAGS Calmar Ratio Rank: 88
Calmar Ratio Rank
TAGS Martin Ratio Rank: 88
Martin Ratio Rank

CXRN
CXRN Risk / Return Rank: 33
Overall Rank
CXRN Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CXRN Sortino Ratio Rank: 44
Sortino Ratio Rank
CXRN Omega Ratio Rank: 44
Omega Ratio Rank
CXRN Calmar Ratio Rank: 11
Calmar Ratio Rank
CXRN Martin Ratio Rank: 11
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.

TAGS vs. CXRN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Fund (TAGS) and Teucrium 2x Daily Corn ETF (CXRN). 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.


TAGSCXRNDifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.00

0.91

+0.08

Calmar ratioReturn relative to maximum drawdown

-0.09

-0.93

+0.83

Martin ratioReturn relative to average drawdown

-0.16

-1.67

+1.51

TAGS vs. CXRN - Sharpe Ratio Comparison

The current TAGS Sharpe Ratio is -0.08, which is higher than the CXRN Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of TAGS and CXRN, 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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Sharpe Ratios by Period


TAGSCXRNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

-0.64

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

-0.61

+0.38

Drawdowns

TAGS vs. CXRN - Drawdown Comparison

The maximum TAGS drawdown since its inception was -76.40%, which is greater than CXRN's maximum drawdown of -46.71%. Use the drawdown chart below to compare losses from any high point for TAGS and CXRN.


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Drawdown Indicators


TAGSCXRNDifference

Max Drawdown

Largest peak-to-trough decline

-76.40%

-46.71%

-29.69%

Max Drawdown (1Y)

Largest decline over 1 year

-10.07%

-25.27%

+15.20%

Max Drawdown (3Y)

Largest decline over 3 years

-33.59%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

Max Drawdown (10Y)

Largest decline over 10 years

-47.30%

Current Drawdown

Current decline from peak

-63.69%

-46.16%

-17.53%

Average Drawdown

Average peak-to-trough decline

-57.23%

-30.08%

-27.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.88%

13.97%

-8.09%

Volatility

TAGS vs. CXRN - Volatility Comparison

The current volatility for Teucrium Agricultural Fund (TAGS) is 5.52%, while Teucrium 2x Daily Corn ETF (CXRN) has a volatility of 15.39%. This indicates that TAGS experiences smaller price fluctuations and is considered to be less risky than CXRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TAGSCXRNDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

15.39%

-9.87%

Volatility (6M)

Calculated over the trailing 6-month period

10.12%

26.75%

-16.63%

Volatility (1Y)

Calculated over the trailing 1-year period

12.61%

36.32%

-23.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.58%

36.90%

-20.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

36.90%

-18.86%

TAGS vs. CXRN - Expense Ratio Comparison

TAGS has a 0.21% expense ratio, which is lower than CXRN's 0.95% expense ratio.


Dividends

TAGS vs. CXRN - Dividend Comparison

TAGS has not paid dividends to shareholders, while CXRN's dividend yield for the trailing twelve months is around 2.61%.


PositionTTM20252024
CXRN
Teucrium 2x Daily Corn ETF
2.61%3.30%0.13%
TAGS
Teucrium Agricultural Fund
0.00%0.00%0.00%

Frequently Asked Questions


TAGS and CXRN have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CXRN has higher volatility (15.39%) compared to TAGS (5.52%). In terms of maximum drawdown, TAGS dropped -76.40% vs CXRN's -46.71%.

On 1-year performance, TAGS leads with -0.95% vs -23.31% for CXRN. On fees, TAGS is cheaper at 0.21% per year. On volatility, TAGS has been the lower-risk option at 5.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TAGS has performed better with a -0.95% return vs -23.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TAGS is cheaper with a 0.21% expense ratio, compared with 0.95% for CXRN.

CXRN has the higher dividend yield at 2.61%, compared with 0.00% for TAGS.

TAGS is categorized as Agricultural Commodities, while CXRN is Leveraged Commodities. Their fees differ too: 0.21% for TAGS and 0.95% for CXRN.

TAGS currently has the higher Sharpe Ratio (-0.08 vs -0.64), 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

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