DBA vs CORN Stock Comparison: AI Score, Valuation, Performance and Upside
DBA and CORN sit in related but distinct corners of the ETF landscape — DBA centers on diversified exposure to a broad basket of agricultural commodities, while CORN focuses on concentrated, pure-play exposure to corn futures prices specifically. Investors choosing between them should weigh how each fund's strategy lines up with their own goals rather than assuming they're interchangeable.
Choosing between DBA and CORN comes down to which specific exposure — diversified exposure to a broad basket of agricultural commodities or concentrated, pure-play exposure to corn futures prices specifically — better matches the role you want this holding to play in a diversified portfolio.
DBA holds the edge across 5 of 5 key metrics in this comparison. DBA has delivered stronger 1-year price return (+10.23% vs +5.34% for CORN).
- want diversified exposure to a broad basket of agricultural commodities
- prefer Invesco's approach and fund lineup
- value diversified across multiple crops rather than single-commodity risk
- are comfortable with futures contango can erode returns over long holding periods
- want concentrated, pure-play exposure to corn futures prices specifically
- prefer Teucrium's approach and fund lineup
- value pure-play exposure to a single, specific agricultural commodity
- are comfortable with single-commodity concentration means no diversification benefit
| Metric | DBA | CORN |
|---|---|---|
| ETF scorei | 24.5 | 21.7 |
| Latest closei | $28.28 | $18.35 |
| 1M returni | -2.08% | -8.43% |
| 3M returni | +2.50% | +4.14% |
| 6M returni | +4.32% | +2.11% |
| 1Y returni | +10.23% | +5.34% |
The ETF score weights long-term returns and risk-adjusted performance most heavily, but still rewards low expense ratios, larger fund size, and broader diversification — so it can favor low-cost, broad, mega-cap funds over smaller thematic or actively-managed funds even when the latter have delivered stronger returns.
How much would $10,000 be worth today if invested at the start of each period, with all dividends reinvested?
| Period | DBA | CORN |
|---|---|---|
| 1Y ago | $11.42K (+14.2%) started 2025-10-15 | $10.53K (+5.3%) started 2025-10-15 |
| 5Y ago | $19.02K (+90.2%) started 2021-10-15 | $9.17K (-8.3%) started 2021-10-15 |
| 10Y ago | $19.04K (+90.4%) started 2016-10-17 | $9.38K (-6.2%) started 2016-10-17 |
Hypothetical — past performance does not guarantee future results.
| Metric | DBA | CORN |
|---|---|---|
| Expense ratioi | 0.85% | 1.00% |
| Total assets (AUM)i | $1.36B | $130.2M |
| Dividend yieldi | 3.24% | 0.00% |
| Trailing P/Ei | 11.94 | N/A |
| Betai | 0.14 | -0.10 |
| 52-week change | 10.23% | 5.34% |
| Metric | DBA | CORN |
|---|---|---|
| 1Y returni | +10.23% | +5.34% |
| 6M returni | +4.32% | +2.11% |
| 3M returni | +2.50% | +4.14% |
| 1M returni | -2.08% | -8.43% |
| 1Y Sharpe ratio | 0.52 | 0.13 |
| Betai | 0.14 | -0.10 |
| Dividend yieldi | 3.24% | 0.00% |
| 5Y CAGR | +10.79% | -1.73% |
Over the past year, DBA and CORN have moved moderately in the same direction (correlation of 0.67), based on daily returns.
Lower drawdown and smaller single-period drops generally indicate a smoother ride, though they do not guarantee lower future risk.
| Period | Metric | DBA | CORN |
|---|---|---|---|
| 1Y | Growthi | +10.23% | +5.34% |
| CAGRi | +10.24% | +5.34% | |
| Volatilityi | 11.28% | 17.13% | |
| Sharpe ratioi | 0.52 | 0.13 | |
| Sortino ratioi | 0.77 | 0.18 | |
| Max drawdowni | 8.67% | 13.86% | |
| Current drawdowni | 4.10% | 9.56% | |
| Avg drawdowni | 2.31% | 4.03% | |
| Ulcer Indexi | 3.12% | 5.22% | |
| Max daily dropi | 2.20% | 4.14% | |
| Max wkly dropi | 3.34% | 5.38% | |
| 5Y | Growthi | +66.91% | -8.34% |
| CAGRi | +10.79% | -1.73% | |
| Volatilityi | 13.81% | 19.22% | |
| Sharpe ratioi | 0.49 | -0.23 | |
| Sortino ratioi | 0.70 | -0.32 | |
| Max drawdowni | 15.94% | 45.19% | |
| Current drawdowni | 4.10% | 38.94% | |
| Avg drawdowni | 5.58% | 27.28% | |
| Ulcer Indexi | 6.90% | 30.75% | |
| Max daily dropi | 4.86% | 5.62% | |
| Max wkly dropi | 10.39% | 12.95% | |
| 10Y | Growthi | +62.23% | -6.19% |
| CAGRi | +4.96% | -0.64% | |
| Volatilityi | 13.10% | 19.27% | |
| Sharpe ratioi | 0.09 | -0.17 | |
| Sortino ratioi | 0.13 | -0.24 | |
| Max drawdowni | 35.33% | 45.19% | |
| Current drawdowni | 4.10% | 38.94% | |
| Avg drawdowni | 10.71% | 22.87% | |
| Ulcer Indexi | 13.74% | 26.38% | |
| Max daily dropi | 4.86% | 6.25% | |
| Max wkly dropi | 10.39% | 13.05% |
| Category | DBA | CORN |
|---|---|---|
| Fund name | Invesco DB Agriculture Fund | Teucrium Corn Fund |
| Type | ETF | ETF |
| Expense ratioi | 0.85% | 1.00% |
| Total assets (AUM)i | $1.36B | $130.2M |
| Dividend yieldi | 3.24% | 0.00% |
- Diversified across multiple crops rather than single-commodity risk
- Direct commodity exposure without individual farm or agribusiness equity risk
- Can hedge portfolios against food-price inflation
- Pure-play exposure to a single, specific agricultural commodity
- Laddered contract structure spreads out roll-timing risk somewhat
- Useful for investors with a specific view on corn supply/demand
- Futures contango can erode returns over long holding periods
- Weather and crop-yield shocks drive sharp, unpredictable volatility
- Not correlated with broad equity or bond market returns
- Single-commodity concentration means no diversification benefit
- Highly volatile and driven by weather, planting, and export-demand news
- Futures-based structure carries the same contango/roll-cost risks as other commodity funds
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