YARIY vs. WEAT
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 10.37%/yr vs -4.69%/yr for WEAT. Their 0.10 correlation means their historical movements had little consistent relationship.
Performance
YARIY vs. WEAT - Performance Comparison
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Returns By Period
In the year-to-date period, YARIY achieves a 20.82% return, which is significantly higher than WEAT's 19.23% return. Over the past 10 years, YARIY has outperformed WEAT with an annualized return of 10.37%, while WEAT has yielded a comparatively lower -4.69% annualized return.
YARIY
- 1D
- 0.00%
- 1M
- 10.92%
- 6M
- 7.25%
- YTD
- 20.82%
- 1Y
- 33.01%
- 3Y*
- 8.02%
- 5Y*
- 4.98%
- 10Y*
- 10.37%
- ALL TIME*
- 13.41%
WEAT
- 1D
- -3.29%
- 1M
- 6.29%
- 6M
- 13.54%
- YTD
- 19.23%
- 1Y
- 9.47%
- 3Y*
- -10.44%
- 5Y*
- -7.18%
- 10Y*
- -4.69%
- ALL TIME*
- -10.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $15.37M | $12.62M | $15.36M | |
| $699.60K | $892.46K | $1.01M |
YARIY vs. WEAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YARIY Yara International ASA | 20.82% | 57.35% | -24.66% | -7.15% | -5.03% | 33.25% | 9.83% | 9.63% | -14.26% | 27.25% |
WEAT Teucrium Wheat Fund | 19.23% | -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 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.14 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.12 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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 0.20 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
YARIY vs. WEAT — Risk / Return Rank
YARIY
WEAT
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 ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.09 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 0.66 | +0.52 |
| Martin ratioReturn relative to average drawdown | 3.53 | 1.67 | +1.87 |
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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.
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Drawdown Indicators
| YARIY | WEAT | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 | -34.61% | -40.21% | +5.60% |
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 DrawdownCurrent decline from peak | -20.29% | -81.22% | +60.93% |
Average DrawdownAverage peak-to-trough decline | -29.37% | -63.30% | +33.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.37% | 5.77% | +3.60% |
Volatility
YARIY vs. WEAT - Volatility Comparison
Yara International ASA (YARIY) has a higher volatility of 10.52% compared to Teucrium Wheat Fund (WEAT) at 8.78%. 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.
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Volatility by Period
| YARIY | WEAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 8.78% | +1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 29.78% | 19.79% | +9.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.11% | 22.84% | +11.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.45% | 30.33% | +1.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.18% | 26.84% | +4.34% |
Dividends
YARIY vs. WEAT - Dividend Comparison
YARIY's dividend yield for the trailing twelve months is around 4.96%, 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 | 4.96% | 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
YARIY and WEAT have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YARIY has higher volatility (10.52%) compared to WEAT (8.78%). In terms of maximum drawdown, YARIY dropped -86.18% vs WEAT's -84.32%.
YARIY currently has the higher Sharpe Ratio (0.97 vs 0.42), 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.
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