WEAT vs. CTVA

Last updated Jun 4, 2026

WEAT (Teucrium Wheat Fund) is Agricultural Commodities fund tracking the Teucrium Wheat Fund Benchmark, while CTVA (Corteva, Inc.) is a stock. Over the past 5 years, WEAT returned -7.95%/yr vs 12.31%/yr for CTVA. At a 0.12 correlation, their price movements are largely independent.

Performance

WEAT vs. CTVA - Performance Comparison

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

Returns By Period

In the year-to-date period, WEAT achieves a 13.52% return, which is significantly lower than CTVA's 16.60% return.

WEAT

• 1D: -2.07%
• 1M: -6.32%
• YTD: 13.52%
• 6M: 8.73%
• 1Y: -0.35%
• 3Y*: -10.48%
• 5Y*: -7.95%
• 10Y*: -6.84%

CTVA

• 1D: 0.30%
• 1M: -4.54%
• YTD: 16.60%
• 6M: 19.69%
• 1Y: 10.34%
• 3Y*: 12.87%
• 5Y*: 12.31%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WEAT vs. CTVA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
WEAT Teucrium Wheat Fund	13.52%	-17.14%	-19.26%	-25.19%	7.98%	19.39%	5.81%	6.56%
CTVA Corteva, Inc.	16.60%	18.89%	20.24%	-17.51%	25.58%	23.55%	33.49%	2.91%

Correlation

The correlation between WEAT and CTVA is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.11
Correlation (3Y) Calculated over the trailing 3-year period	0.06
Correlation (5Y) Calculated over the trailing 5-year period	0.10
Correlation (All Time) Calculated using the full available price history since May 28, 2019	0.12

Return for Risk

WEAT vs. CTVA — Risk / Return Rank

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

WEAT

WEAT Risk / Return Rank: 8
WEAT Sharpe Ratio Rank: 9
WEAT Sortino Ratio Rank: 8
WEAT Omega Ratio Rank: 8
WEAT Calmar Ratio Rank: 8
WEAT Martin Ratio Rank: 8

CTVA

CTVA Risk / Return Rank: 51
CTVA Sharpe Ratio Rank: 56
CTVA Sortino Ratio Rank: 47
CTVA Omega Ratio Rank: 48
CTVA Calmar Ratio Rank: 52
CTVA Martin Ratio Rank: 52

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. CTVA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Wheat Fund (WEAT) and Corteva, Inc. (CTVA). 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	CTVA	Difference
Sharpe ratio: Return per unit of total volatility	-0.02	0.45	-0.46
Sortino ratio: Return per unit of downside risk	0.15	0.72	-0.56
Omega ratio: Gain probability vs. loss probability	1.02	1.10	-0.08
Calmar ratio: Return relative to maximum drawdown	-0.02	0.50	-0.52
Martin ratio: Return relative to average drawdown	-0.03	1.10	-1.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WEAT vs. CTVA - Sharpe Ratio Comparison

The current WEAT Sharpe Ratio is -0.02, which is lower than the CTVA Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of WEAT and CTVA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WEAT	CTVA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.02	0.45	-0.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.26	0.46	-0.72
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.26	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.41	0.51	-0.92

Drawdowns

WEAT vs. CTVA - Drawdown Comparison

The maximum WEAT drawdown since its inception was -84.32%, which is greater than CTVA's maximum drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for WEAT and CTVA.

Drawdown Indicators

	WEAT	CTVA	Difference
Max Drawdown Largest peak-to-trough decline	-84.32%	-34.76%	-49.56%
Max Drawdown (1Y) Largest decline over 1 year	-17.85%	-20.71%	+2.86%
Max Drawdown (3Y) Largest decline over 3 years	-46.27%	-25.41%	-20.86%
Max Drawdown (5Y) Largest decline over 5 years	-67.83%	-34.76%	-33.07%
Max Drawdown (10Y) Largest decline over 10 years	-67.83%	—	—
Current Drawdown Current decline from peak	-82.12%	-8.75%	-73.37%
Average Drawdown Average peak-to-trough decline	-63.12%	-10.51%	-52.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.29%	9.43%	+1.86%

Volatility

WEAT vs. CTVA - Volatility Comparison

Teucrium Wheat Fund (WEAT) has a higher volatility of 10.00% compared to Corteva, Inc. (CTVA) at 7.80%. This indicates that WEAT's price experiences larger fluctuations and is considered to be riskier than CTVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WEAT	CTVA	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.00%	7.80%	+2.20%
Volatility (6M) Calculated over the trailing 6-month period	18.05%	15.48%	+2.57%
Volatility (1Y) Calculated over the trailing 1-year period	22.62%	23.14%	-0.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.51%	26.91%	+3.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.80%	32.69%	-5.89%

Dividends

WEAT vs. CTVA - Dividend Comparison

WEAT has not paid dividends to shareholders, while CTVA's dividend yield for the trailing twelve months is around 0.93%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
CTVA Corteva, Inc.	0.93%	1.04%	1.16%	1.29%	0.99%	1.14%	1.34%	0.88%
WEAT Teucrium Wheat Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WEAT and CTVA in my portfolio?

WEAT and CTVA have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WEAT or CTVA?

WEAT has higher volatility (10.00%) compared to CTVA (7.80%). In terms of maximum drawdown, WEAT dropped -84.32% vs CTVA's -34.76%.

Which has better risk-adjusted returns?

CTVA currently has the higher Sharpe Ratio (0.45 vs -0.02), 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.