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WEAT vs. PJAN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WEAT vs. PJAN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Wheat Fund (WEAT) and Innovator U.S. Equity Power Buffer ETF - January (PJAN). 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 12.27% return, which is significantly higher than PJAN's 4.57% return.


WEAT

1D
-1.45%
1M
-8.68%
YTD
12.27%
6M
10.61%
1Y
-4.80%
3Y*
-14.72%
5Y*
-7.07%
10Y*
-6.28%

PJAN

1D
-0.47%
1M
-0.04%
YTD
4.57%
6M
4.91%
1Y
13.40%
3Y*
12.33%
5Y*
8.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WEAT vs. PJAN - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WEAT
Teucrium Wheat Fund
12.27%-17.14%-19.26%-25.19%7.98%19.39%5.81%-1.35%
PJAN
Innovator U.S. Equity Power Buffer ETF - January
4.57%11.29%13.45%18.18%-5.29%8.80%7.68%12.97%

Correlation

The correlation between WEAT and PJAN is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.17

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

-0.05

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2019

-0.01

The correlation between WEAT and PJAN shifts across timeframes, from -0.17 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WEAT vs. PJAN — Risk / Return Rank

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

WEAT
WEAT Risk / Return Rank: 66
Overall Rank
WEAT Sharpe Ratio Rank: 77
Sharpe Ratio Rank
WEAT Sortino Ratio Rank: 66
Sortino Ratio Rank
WEAT Omega Ratio Rank: 66
Omega Ratio Rank
WEAT Calmar Ratio Rank: 66
Calmar Ratio Rank
WEAT Martin Ratio Rank: 66
Martin Ratio Rank

PJAN
PJAN Risk / Return Rank: 7777
Overall Rank
PJAN Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PJAN Sortino Ratio Rank: 8181
Sortino Ratio Rank
PJAN Omega Ratio Rank: 8484
Omega Ratio Rank
PJAN Calmar Ratio Rank: 6363
Calmar Ratio Rank
PJAN Martin Ratio Rank: 8282
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. PJAN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Wheat Fund (WEAT) and Innovator U.S. Equity Power Buffer ETF - January (PJAN). 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.


WEATPJANDifference
Sharpe ratioReturn per unit of total volatility

-2.50

Sortino ratioReturn per unit of downside risk

-3.51

Omega ratioGain probability vs. loss probability

0.98

1.47

-0.49

Calmar ratioReturn relative to maximum drawdown

-0.34

2.91

-3.24

Martin ratioReturn relative to average drawdown

-0.56

15.29

-15.85

WEAT vs. PJAN - Sharpe Ratio Comparison

The current WEAT Sharpe Ratio is -0.22, which is lower than the PJAN Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of WEAT and PJAN, 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. PJAN - Drawdown Comparison

The maximum WEAT drawdown since its inception was -84.32%, which is greater than PJAN's maximum drawdown of -21.25%. Use the drawdown chart below to compare losses from any high point for WEAT and PJAN.


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Drawdown Indicators


WEATPJANDifference

Max Drawdown

Largest peak-to-trough decline

-84.32%

-21.25%

-63.07%

Max Drawdown (1Y)

Largest decline over 1 year

-14.31%

-4.63%

-9.68%

Max Drawdown (3Y)

Largest decline over 3 years

-46.27%

-10.49%

-35.78%

Max Drawdown (5Y)

Largest decline over 5 years

-67.83%

-11.93%

-55.90%

Max Drawdown (10Y)

Largest decline over 10 years

-67.83%

Current Drawdown

Current decline from peak

-82.31%

-0.87%

-81.44%

Average Drawdown

Average peak-to-trough decline

-63.17%

-1.72%

-61.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.64%

0.88%

+8.76%

Volatility

WEAT vs. PJAN - Volatility Comparison

Teucrium Wheat Fund (WEAT) has a higher volatility of 4.87% compared to Innovator U.S. Equity Power Buffer ETF - January (PJAN) at 1.77%. This indicates that WEAT's price experiences larger fluctuations and is considered to be riskier than PJAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WEATPJANDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.87%

1.77%

+3.10%

Volatility (6M)

Calculated over the trailing 6-month period

18.17%

4.98%

+13.19%

Volatility (1Y)

Calculated over the trailing 1-year period

22.00%

5.94%

+16.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.44%

8.95%

+21.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.78%

10.58%

+16.20%

WEAT vs. PJAN - Expense Ratio Comparison

WEAT has a 1.91% expense ratio, which is higher than PJAN's 0.79% expense ratio.


Dividends

WEAT vs. PJAN - Dividend Comparison

Neither WEAT nor PJAN has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WEAT and PJAN have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WEAT has higher volatility (4.87%) compared to PJAN (1.77%). In terms of maximum drawdown, WEAT dropped -84.32% vs PJAN's -21.25%.

On 5-year performance, PJAN leads with 8.65% vs -7.07% for WEAT. On fees, PJAN is cheaper at 0.79% per year. On volatility, PJAN has been the lower-risk option at 1.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PJAN has performed better with a 8.65% return vs -7.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PJAN is cheaper with a 0.79% expense ratio, compared with 1.91% for WEAT.

WEAT and PJAN have nearly identical dividend yields, around 0.00%.

WEAT is categorized as Agricultural Commodities, while PJAN is Defined Outcome. WEAT tracks Teucrium Wheat Fund Benchmark, while PJAN tracks Cboe S&P 500 15% Buffer Protect January Series Index. They also come from different issuers: Teucrium and Innovator. Their fees differ too: 1.91% for WEAT and 0.79% for PJAN.

PJAN currently has the higher Sharpe Ratio (2.28 vs -0.22), 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 PJAN

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