WEAT vs. STM

Last updated Jul 12, 2026

WEAT (Teucrium Wheat Fund) is Agricultural Commodities fund tracking the Teucrium Wheat Index (TWEAT), while STM (STMicroelectronics N.V.) is a stock. Over the past 10 years, WEAT returned -5.23%/yr vs 29.42%/yr for STM. At a 0.03 correlation, their price movements are largely independent.

Performance

WEAT vs. STM - Performance Comparison

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

Returns By Period

In the year-to-date period, WEAT achieves a 18.78% return, which is significantly lower than STM's 176.58% return. Over the past 10 years, WEAT has underperformed STM with an annualized return of -5.23%, while STM has yielded a comparatively higher 29.42% 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%

STM

• 1D: 0.10%
• 1M: -8.42%
• 6M: 148.77%
• YTD: 176.58%
• 1Y: 123.79%
• 3Y*: 14.24%
• 5Y*: 14.33%
• 10Y*: 29.42%

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

WEAT vs. STM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WEAT Teucrium Wheat Fund	18.78%	-17.14%	-19.26%	-25.19%	7.98%	19.39%	5.81%	-1.35%	-1.17%	-12.79%
STM STMicroelectronics N.V.	176.58%	5.28%	-49.67%	41.66%	-26.76%	32.39%	38.91%	96.34%	-35.65%	94.77%

Correlation

The correlation between WEAT and STM is -0.04, 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	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	-0.02
Correlation (5Y) Calculated over the trailing 5-year period	-0.01
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	0.03

Return for Risk

WEAT vs. STM — Risk / Return Rank

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

WEAT

WEAT Risk / Return Rank: 12
WEAT Sharpe Ratio Rank: 12
WEAT Sortino Ratio Rank: 12
WEAT Omega Ratio Rank: 12
WEAT Calmar Ratio Rank: 13
WEAT Martin Ratio Rank: 12

STM

STM Risk / Return Rank: 89
STM Sharpe Ratio Rank: 92
STM Sortino Ratio Rank: 88
STM Omega Ratio Rank: 89
STM Calmar Ratio Rank: 88
STM Martin Ratio Rank: 86

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. STM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Wheat Fund (WEAT) and STMicroelectronics N.V. (STM). 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.

	WEAT	STM	Difference
Sharpe ratio: Return per unit of total volatility	0.16	2.12	-1.95
Sortino ratio: Return per unit of downside risk	0.43	2.62	-2.19
Omega ratio: Gain probability vs. loss probability	1.05	1.36	-0.31
Calmar ratio: Return relative to maximum drawdown	0.25	3.26	-3.01
Martin ratio: Return relative to average drawdown	0.48	7.35	-6.86

WEAT vs. STM - Sharpe Ratio Comparison

The current WEAT Sharpe Ratio is 0.16, which is lower than the STM Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of WEAT and STM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WEAT vs. STM - Drawdown Comparison

The maximum WEAT drawdown since its inception was -84.32%, smaller than the maximum STM drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for WEAT and STM.

Drawdown Indicators

	WEAT	STM	Difference
Max Drawdown Largest peak-to-trough decline	-84.32%	-94.40%	+10.08%
Max Drawdown (1Y) Largest decline over 1 year	-14.44%	-36.35%	+21.91%
Max Drawdown (3Y) Largest decline over 3 years	-46.27%	-66.66%	+20.39%
Max Drawdown (5Y) Largest decline over 5 years	-67.83%	-66.66%	-1.17%
Max Drawdown (10Y) Largest decline over 10 years	-67.83%	-66.66%	-1.17%
Current Drawdown Current decline from peak	-81.29%	-10.47%	-70.82%
Average Drawdown Average peak-to-trough decline	-63.23%	-55.08%	-8.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.21%	16.12%	-7.91%

Volatility

WEAT vs. STM - Volatility Comparison

The current volatility for Teucrium Wheat Fund (WEAT) is 6.35%, while STMicroelectronics N.V. (STM) has a volatility of 22.31%. This indicates that WEAT experiences smaller price fluctuations and is considered to be less risky than STM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WEAT	STM	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.35%	22.31%	-15.96%
Volatility (6M) Calculated over the trailing 6-month period	18.74%	44.40%	-25.66%
Volatility (1Y) Calculated over the trailing 1-year period	21.95%	56.14%	-34.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.33%	45.82%	-15.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.77%	44.53%	-17.76%

Dividends

WEAT vs. STM - Dividend Comparison

WEAT has not paid dividends to shareholders, while STM's dividend yield for the trailing twelve months is around 0.50%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
STM STMicroelectronics N.V.	0.50%	1.39%	1.32%	0.48%	0.67%	0.45%	0.50%	0.89%	1.73%	0.98%	2.10%	5.11%
WEAT Teucrium Wheat Fund	0.00%	0.00%	0.00%	0.00%	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 STM in my portfolio?

WEAT and STM have a correlation of -0.04, 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 STM?

STM has higher volatility (22.31%) compared to WEAT (6.35%). In terms of maximum drawdown, WEAT dropped -84.32% vs STM's -94.40%.

Which has better risk-adjusted returns?

STM currently has the higher Sharpe Ratio (2.12 vs 0.16), 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.