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

Key characteristics


WEATCORN
YTD Return4.86%-3.25%
1Y Return-5.72%-9.54%
3Y Return (Ann)-2.87%1.57%
5Y Return (Ann)3.47%6.23%
10Y Return (Ann)-8.95%-4.54%
Sharpe Ratio-0.07-0.37
Daily Std Dev29.13%22.11%
Max Drawdown-80.83%-78.09%
Current Drawdown-75.31%-60.38%

Correlation

-0.50.00.51.00.6

The correlation between WEAT and CORN is 0.63, 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

WEAT vs. CORN - Performance Comparison

In the year-to-date period, WEAT achieves a 4.86% return, which is significantly higher than CORN's -3.25% return. Over the past 10 years, WEAT has underperformed CORN with an annualized return of -8.95%, while CORN has yielded a comparatively higher -4.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%December2024FebruaryMarchAprilMay
-74.52%
-54.28%
WEAT
CORN

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Teucrium Wheat Fund

Teucrium Corn Fund

WEAT vs. CORN - Expense Ratio Comparison

WEAT has a 1.91% 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 WEAT: current value at 1.91% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.91%

Risk-Adjusted Performance

WEAT vs. CORN - Risk-Adjusted Performance Comparison

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


WEAT
Sharpe ratio
The chart of Sharpe ratio for WEAT, currently valued at -0.07, compared to the broader market0.002.004.00-0.07
Sortino ratio
The chart of Sortino ratio for WEAT, currently valued at 0.11, compared to the broader market-2.000.002.004.006.008.0010.000.11
Omega ratio
The chart of Omega ratio for WEAT, currently valued at 1.01, compared to the broader market0.501.001.502.002.501.01
Calmar ratio
The chart of Calmar ratio for WEAT, currently valued at -0.03, compared to the broader market0.005.0010.00-0.03
Martin ratio
The chart of Martin ratio for WEAT, currently valued at -0.10, compared to the broader market0.0020.0040.0060.0080.00-0.10
CORN
Sharpe ratio
The chart of Sharpe ratio for CORN, currently valued at -0.37, compared to the broader market0.002.004.00-0.37
Sortino ratio
The chart of Sortino ratio for CORN, currently valued at -0.41, compared to the broader market-2.000.002.004.006.008.0010.00-0.41
Omega ratio
The chart of Omega ratio for CORN, currently valued at 0.95, compared to the broader market0.501.001.502.002.500.95
Calmar ratio
The chart of Calmar ratio for CORN, currently valued at -0.13, compared to the broader market0.005.0010.00-0.13
Martin ratio
The chart of Martin ratio for CORN, currently valued at -0.40, compared to the broader market0.0020.0040.0060.0080.00-0.40

WEAT vs. CORN - Sharpe Ratio Comparison

The current WEAT Sharpe Ratio is -0.07, which is higher than the CORN Sharpe Ratio of -0.37. The chart below compares the 12-month rolling Sharpe Ratio of WEAT and CORN.


Rolling 12-month Sharpe Ratio-1.40-1.20-1.00-0.80-0.60-0.40-0.200.00December2024FebruaryMarchAprilMay
-0.07
-0.37
WEAT
CORN

Dividends

WEAT vs. CORN - Dividend Comparison

Neither WEAT nor CORN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WEAT vs. CORN - Drawdown Comparison

The maximum WEAT drawdown since its inception was -80.83%, roughly equal to the maximum CORN drawdown of -78.09%. Use the drawdown chart below to compare losses from any high point for WEAT and CORN. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%December2024FebruaryMarchAprilMay
-75.31%
-60.38%
WEAT
CORN

Volatility

WEAT vs. CORN - Volatility Comparison

Teucrium Wheat Fund (WEAT) has a higher volatility of 8.17% compared to Teucrium Corn Fund (CORN) at 4.60%. This indicates that WEAT'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%8.00%December2024FebruaryMarchAprilMay
8.17%
4.60%
WEAT
CORN