YARIY vs. WEAT

Last updated Jul 11, 2026

YARIY (Yara International ASA) is a stock, while WEAT (Teucrium Wheat Fund) is Agricultural Commodities fund tracking the Teucrium Wheat Index (TWEAT). Over the past 10 years, YARIY returned 9.90%/yr vs -5.23%/yr for WEAT. At a 0.10 correlation, their price movements are largely independent.

Performance

YARIY vs. WEAT - Performance Comparison

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

Returns By Period

In the year-to-date period, YARIY achieves a 16.38% return, which is significantly lower than WEAT's 18.78% return. Over the past 10 years, YARIY has outperformed WEAT with an annualized return of 9.90%, while WEAT has yielded a comparatively lower -5.23% annualized return.

YARIY

• 1D: 0.40%
• 1M: -10.31%
• 6M: 20.88%
• YTD: 16.38%
• 1Y: 25.08%
• 3Y*: 9.19%
• 5Y*: 3.21%
• 10Y*: 9.90%

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%

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

YARIY vs. WEAT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
YARIY Yara International ASA	16.38%	57.35%	-24.66%	-7.15%	-5.03%	33.25%	9.83%	9.63%	-14.26%	27.25%
WEAT Teucrium Wheat Fund	18.78%	-17.14%	-19.26%	-25.19%	7.98%	19.39%	5.81%	-1.35%	-1.17%	-12.79%

Correlation

The correlation between YARIY and WEAT is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (5Y) Calculated over the trailing 5-year period	0.12
Correlation (10Y) Calculated over the trailing 10-year period	0.09
Correlation (All Time) Calculated using the full available price history since Sep 19, 2011	0.10

The correlation between YARIY and WEAT shifts across timeframes, from 0.09 (10 years) to 0.22 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

YARIY vs. WEAT — Risk / Return Rank

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

YARIY

YARIY Risk / Return Rank: 66
YARIY Sharpe Ratio Rank: 69
YARIY Sortino Ratio Rank: 63
YARIY Omega Ratio Rank: 63
YARIY Calmar Ratio Rank: 64
YARIY Martin Ratio Rank: 70

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

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.

YARIY vs. WEAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Yara International ASA (YARIY) and Teucrium Wheat Fund (WEAT). 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.

	YARIY	WEAT	Difference
Sharpe ratio: Return per unit of total volatility	0.71	0.16	+0.55
Sortino ratio: Return per unit of downside risk	1.15	0.43	+0.72
Omega ratio: Gain probability vs. loss probability	1.15	1.05	+0.11
Calmar ratio: Return relative to maximum drawdown	0.85	0.25	+0.60
Martin ratio: Return relative to average drawdown	2.89	0.48	+2.41

YARIY vs. WEAT - Sharpe Ratio Comparison

The current YARIY Sharpe Ratio is 0.71, which is higher than the WEAT Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of YARIY and WEAT, 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

YARIY vs. WEAT - Drawdown Comparison

The maximum YARIY drawdown since its inception was -86.18%, roughly equal to the maximum WEAT drawdown of -84.32%. Use the drawdown chart below to compare losses from any high point for YARIY and WEAT.

Drawdown Indicators

	YARIY	WEAT	Difference
Max Drawdown Largest peak-to-trough decline	-86.18%	-84.32%	-1.86%
Max Drawdown (1Y) Largest decline over 1 year	-28.14%	-14.44%	-13.70%
Max Drawdown (3Y) Largest decline over 3 years	-35.12%	-46.27%	+11.15%
Max Drawdown (5Y) Largest decline over 5 years	-41.73%	-67.83%	+26.10%
Max Drawdown (10Y) Largest decline over 10 years	-49.59%	-67.83%	+18.24%
Current Drawdown Current decline from peak	-23.22%	-81.29%	+58.07%
Average Drawdown Average peak-to-trough decline	-29.39%	-63.23%	+33.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.24%	8.21%	+0.03%

Volatility

YARIY vs. WEAT - Volatility Comparison

Yara International ASA (YARIY) has a higher volatility of 9.89% compared to Teucrium Wheat Fund (WEAT) at 6.35%. This indicates that YARIY's price experiences larger fluctuations and is considered to be riskier than WEAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YARIY	WEAT	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.89%	6.35%	+3.54%
Volatility (6M) Calculated over the trailing 6-month period	29.44%	18.74%	+10.70%
Volatility (1Y) Calculated over the trailing 1-year period	33.42%	21.95%	+11.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.37%	30.33%	+1.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.17%	26.77%	+4.40%

Dividends

YARIY vs. WEAT - Dividend Comparison

YARIY's dividend yield for the trailing twelve months is around 5.15%, while WEAT has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
YARIY Yara International ASA	5.15%	1.18%	1.79%	14.57%	10.07%	9.09%	8.17%	1.81%	2.14%	6.95%	9.08%	4.00%

Frequently Asked Questions

Can I hold both YARIY and WEAT in my portfolio?

YARIY and WEAT have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YARIY or WEAT?

YARIY has higher volatility (9.89%) compared to WEAT (6.35%). In terms of maximum drawdown, YARIY dropped -86.18% vs WEAT's -84.32%.

Which has better risk-adjusted returns?

YARIY currently has the higher Sharpe Ratio (0.71 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.