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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 18.78% return, which is significantly lower than AMSC's 24.95% return. Over the past 10 years, WEAT has underperformed AMSC with an annualized return of -5.23%, while AMSC has yielded a comparatively higher 14.23% annualized return.


WEAT

1D
2.91%
1M
5.75%
6M
16.62%
YTD
18.78%
1Y
5.42%
3Y*
-10.15%
5Y*
-5.12%
10Y*
-5.23%

AMSC

1D
-3.26%
1M
-8.99%
6M
17.25%
YTD
24.95%
1Y
-8.20%
3Y*
75.08%
5Y*
17.38%
10Y*
14.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WEAT vs. AMSC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WEAT
Teucrium Wheat Fund
18.78%-17.14%-19.26%-25.19%7.98%19.39%5.81%-1.35%-1.17%-12.79%
AMSC
American Superconductor Corporation
24.95%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 -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.08

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

-0.06

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

-0.00

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

0.01

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

WEAT
WEAT Risk / Return Rank: 1212
Overall Rank
WEAT Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
WEAT Sortino Ratio Rank: 1212
Sortino Ratio Rank
WEAT Omega Ratio Rank: 1212
Omega Ratio Rank
WEAT Calmar Ratio Rank: 1313
Calmar Ratio Rank
WEAT Martin Ratio Rank: 1212
Martin Ratio Rank

AMSC
AMSC Risk / Return Rank: 4343
Overall Rank
AMSC Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AMSC Sortino Ratio Rank: 4646
Sortino Ratio Rank
AMSC Omega Ratio Rank: 4646
Omega Ratio Rank
AMSC Calmar Ratio Rank: 4040
Calmar Ratio Rank
AMSC Martin Ratio Rank: 4141
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.

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

+0.28

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.05

1.06

-0.02

Calmar ratioReturn relative to maximum drawdown

0.25

-0.16

+0.40

Martin ratioReturn relative to average drawdown

0.48

-0.25

+0.73

WEAT vs. AMSC - Sharpe Ratio Comparison

The current WEAT Sharpe Ratio is 0.16, which is higher than the AMSC Sharpe Ratio of -0.11. 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

-46.27%

-63.86%

+17.59%

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

-81.29%

-94.81%

+13.52%

Average Drawdown

Average peak-to-trough decline

-63.23%

-75.80%

+12.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.21%

38.03%

-29.82%

Volatility

WEAT vs. AMSC - Volatility Comparison

The current volatility for Teucrium Wheat Fund (WEAT) is 6.35%, while American Superconductor Corporation (AMSC) has a volatility of 22.33%. 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

6.35%

22.33%

-15.98%

Volatility (6M)

Calculated over the trailing 6-month period

18.74%

54.94%

-36.20%

Volatility (1Y)

Calculated over the trailing 1-year period

21.95%

85.50%

-63.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.33%

87.45%

-57.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.77%

79.28%

-52.51%

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 -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMSC has higher volatility (22.33%) compared to WEAT (6.35%). In terms of maximum drawdown, WEAT dropped -84.32% vs AMSC's -99.57%.

WEAT currently has the higher Sharpe Ratio (0.16 vs -0.11), 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 WEAT and AMSC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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