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WEAT vs. AMSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WEAT vs. AMSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Wheat Fund (WEAT) and American Superconductor Corporation (AMSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WEAT achieves a 19.23% return, which is significantly higher than AMSC's 2.05% return. Over the past 10 years, WEAT has underperformed AMSC with an annualized return of -4.69%, while AMSC has yielded a comparatively higher 12.68% annualized return.


WEAT

1D
-3.29%
1M
6.29%
6M
13.54%
YTD
19.23%
1Y
9.47%
3Y*
-10.44%
5Y*
-7.18%
10Y*
-4.69%
ALL TIME*
-10.45%

AMSC

1D
-0.27%
1M
-26.43%
6M
-1.84%
YTD
2.05%
1Y
-48.34%
3Y*
22.11%
5Y*
15.89%
10Y*
12.68%
ALL TIME*
-3.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$27.27M$25.36M$48.11M
$15.37M$12.62M$15.36M

WEAT vs. AMSC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WEAT
Teucrium Wheat Fund
19.23%-17.14%-19.26%-25.19%7.98%19.39%5.81%-1.35%-1.17%-12.79%
AMSC
American Superconductor Corporation
2.05%16.85%121.10%202.72%-66.18%-53.54%198.34%-29.60%207.16%-50.75%

Correlation

The correlation between WEAT and AMSC is -0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.06

Correlation (3Y)
Balances recent behavior with more history.

-0.04

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.00

Correlation (10Y)
Provides a long-term view across more market conditions.

0.02

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2011

-0.01

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Return for Risk

WEAT vs. AMSC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WEAT
WEAT Risk / Return Rank: 2222
Overall Rank
WEAT Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
WEAT Sortino Ratio Rank: 2222
Sortino Ratio Rank
WEAT Omega Ratio Rank: 2121
Omega Ratio Rank
WEAT Calmar Ratio Rank: 2323
Calmar Ratio Rank
WEAT Martin Ratio Rank: 2323
Martin Ratio Rank

AMSC
AMSC Risk / Return Rank: 1818
Overall Rank
AMSC Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
AMSC Sortino Ratio Rank: 2222
Sortino Ratio Rank
AMSC Omega Ratio Rank: 2222
Omega Ratio Rank
AMSC Calmar Ratio Rank: 1313
Calmar Ratio Rank
AMSC Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WEAT vs. AMSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Wheat Fund (WEAT) and American Superconductor Corporation (AMSC). 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.


WEATAMSCDifference
Sharpe ratioReturn per unit of total volatility

+1.01

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

1.09

0.94

+0.15

Calmar ratioReturn relative to maximum drawdown

0.66

-0.79

+1.45

Martin ratioReturn relative to average drawdown

1.67

-1.21

+2.87

WEAT vs. AMSC - Sharpe Ratio Comparison

The current WEAT Sharpe Ratio is 0.42, which is higher than the AMSC Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of WEAT and AMSC, 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

WEAT vs. AMSC - Drawdown Comparison

The maximum WEAT drawdown since its inception was -84.32%, smaller than the maximum AMSC drawdown of -99.57%. Use the drawdown chart below to compare losses from any high point for WEAT and AMSC.


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Drawdown Indicators


WEATAMSCDifference

Max Drawdown

Largest peak-to-trough decline

-84.32%

-99.57%

+15.25%

Max Drawdown (1Y)

Largest decline over 1 year

-14.44%

-61.08%

+46.64%

Max Drawdown (3Y)

Largest decline over 3 years

-40.21%

-61.08%

+20.87%

Max Drawdown (5Y)

Largest decline over 5 years

-67.83%

-82.94%

+15.11%

Max Drawdown (10Y)

Largest decline over 10 years

-67.83%

-89.06%

+21.23%

Current Drawdown

Current decline from peak

-81.22%

-95.76%

+14.54%

Average Drawdown

Average peak-to-trough decline

-63.30%

-75.83%

+12.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.77%

40.10%

-34.33%

Volatility

WEAT vs. AMSC - Volatility Comparison

The current volatility for Teucrium Wheat Fund (WEAT) is 8.78%, while American Superconductor Corporation (AMSC) has a volatility of 22.38%. This indicates that WEAT experiences smaller price fluctuations and is considered to be less risky than AMSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WEATAMSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.78%

22.38%

-13.60%

Volatility (6M)

Calculated over the trailing 6-month period

19.79%

57.61%

-37.82%

Volatility (1Y)

Calculated over the trailing 1-year period

22.84%

87.44%

-64.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.33%

87.66%

-57.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.84%

79.49%

-52.65%

Dividends

WEAT vs. AMSC - Dividend Comparison

Neither WEAT nor AMSC has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WEAT and AMSC have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMSC has higher volatility (22.38%) compared to WEAT (8.78%). In terms of maximum drawdown, WEAT dropped -84.32% vs AMSC's -99.57%.

WEAT currently has the higher Sharpe Ratio (0.42 vs -0.59), 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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