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XBNB vs. CXRN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XBNB vs. CXRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium xETFs 2x Long Daily BNB ETF (XBNB) and Teucrium 2x Daily Corn ETF (CXRN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


XBNB

1D
-0.44%
1M
-15.49%
6M
YTD
1Y
3Y*
5Y*
10Y*

CXRN

1D
4.57%
1M
11.85%
6M
-1.92%
YTD
-10.32%
1Y
-9.61%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XBNB vs. CXRN - Yearly Performance Comparison


Correlation

The correlation between XBNB and CXRN is -0.01, 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 (All Time)
Calculated using the full available price history since Apr 28, 2026

-0.01

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Return for Risk

XBNB vs. CXRN — Risk / Return Rank

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

XBNB

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


CXRN
CXRN Risk / Return Rank: 77
Overall Rank
CXRN Sharpe Ratio Rank: 77
Sharpe Ratio Rank
CXRN Sortino Ratio Rank: 77
Sortino Ratio Rank
CXRN Omega Ratio Rank: 77
Omega Ratio Rank
CXRN Calmar Ratio Rank: 66
Calmar Ratio Rank
CXRN Martin Ratio Rank: 55
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.

XBNB vs. CXRN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium xETFs 2x Long Daily BNB ETF (XBNB) and Teucrium 2x Daily Corn ETF (CXRN). 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.


XBNBCXRNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.99

Calmar ratioReturn relative to maximum drawdown

-0.30

Martin ratioReturn relative to average drawdown

-0.83

XBNB vs. CXRN - Sharpe Ratio Comparison


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Drawdowns

XBNB vs. CXRN - Drawdown Comparison

The maximum XBNB drawdown since its inception was -40.97%, smaller than the maximum CXRN drawdown of -53.17%. Use the drawdown chart below to compare losses from any high point for XBNB and CXRN.


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Drawdown Indicators


XBNBCXRNDifference

Max Drawdown

Largest peak-to-trough decline

-40.97%

-53.17%

+12.20%

Max Drawdown (1Y)

Largest decline over 1 year

-31.96%

Current Drawdown

Current decline from peak

-34.67%

-44.23%

+9.56%

Average Drawdown

Average peak-to-trough decline

-19.62%

-31.35%

+11.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.64%

Volatility

XBNB vs. CXRN - Volatility Comparison


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Volatility by Period


XBNBCXRNDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.32%

Volatility (6M)

Calculated over the trailing 6-month period

28.13%

Volatility (1Y)

Calculated over the trailing 1-year period

86.63%

37.03%

+49.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

86.63%

37.88%

+48.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

86.63%

37.88%

+48.75%

XBNB vs. CXRN - Expense Ratio Comparison

XBNB has a 1.89% expense ratio, which is higher than CXRN's 0.95% expense ratio.


Dividends

XBNB vs. CXRN - Dividend Comparison

XBNB's dividend yield for the trailing twelve months is around 0.01%, less than CXRN's 2.40% yield.


PositionTTM20252024
CXRN
Teucrium 2x Daily Corn ETF
2.40%3.30%0.13%
XBNB
Teucrium xETFs 2x Long Daily BNB ETF
0.01%0.00%0.00%

Frequently Asked Questions


XBNB and CXRN have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CXRN is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CXRN is cheaper with a 0.95% expense ratio, compared with 1.89% for XBNB.

CXRN has the higher dividend yield at 2.40%, compared with 0.01% for XBNB.

XBNB is categorized as Leveraged Cryptocurrency, while CXRN is Leveraged Commodities. Their fees differ too: 1.89% for XBNB and 0.95% for CXRN.

Portfolio Optimizer

Find the right allocation for XBNB and CXRN

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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