^NDX vs. CORN
^NDX (NASDAQ 100 Index) is an index, while CORN (Teucrium Corn Fund) is Agricultural Commodities fund tracking the Teucrium Corn Fund Benchmark. Over the past 10 years, ^NDX returned 20.95%/yr vs -3.32%/yr for CORN. At a 0.06 correlation, their price movements are largely independent.
Performance
^NDX vs. CORN - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ^NDX achieves a 17.37% return, which is significantly higher than CORN's -5.25% return. Over the past 10 years, ^NDX has outperformed CORN with an annualized return of 20.95%, while CORN has yielded a comparatively lower -3.32% annualized return.
^NDX
- 1D
- 0.64%
- 1M
- 0.92%
- YTD
- 17.37%
- 6M
- 17.62%
- 1Y
- 35.24%
- 3Y*
- 25.76%
- 5Y*
- 16.18%
- 10Y*
- 20.95%
CORN
- 1D
- 0.48%
- 1M
- -11.49%
- YTD
- -5.25%
- 6M
- -5.35%
- 1Y
- -8.25%
- 3Y*
- -11.42%
- 5Y*
- -5.46%
- 10Y*
- -3.32%
^NDX vs. CORN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^NDX NASDAQ 100 Index | 17.37% | 20.17% | 24.88% | 53.81% | -32.97% | 26.63% | 47.58% | 37.96% | -1.04% | 31.52% |
CORN Teucrium Corn Fund | -5.25% | -5.54% | -12.98% | -19.90% | 25.02% | 38.25% | 5.27% | -7.79% | -4.28% | -10.38% |
Correlation
The correlation between ^NDX and CORN is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2010 | 0.06 |
The correlation between ^NDX and CORN shifts across timeframes, from -0.09 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
^NDX vs. CORN — Risk / Return Rank
^NDX
CORN
^NDX vs. CORN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 Index (^NDX) and Teucrium Corn Fund (CORN). 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.
| ^NDX | CORN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.58 | ||
| Sortino ratioReturn per unit of downside risk | +3.32 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.92 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | -0.66 | +3.58 |
| Martin ratioReturn relative to average drawdown | 10.85 | -1.75 | +12.60 |
Loading charts...
Drawdowns
^NDX vs. CORN - Drawdown Comparison
The maximum ^NDX drawdown since its inception was -82.90%, which is greater than CORN's maximum drawdown of -78.09%. Use the drawdown chart below to compare losses from any high point for ^NDX and CORN.
Loading charts...
Drawdown Indicators
| ^NDX | CORN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.90% | -78.09% | -4.81% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -12.55% | +0.43% |
Max Drawdown (3Y)Largest decline over 3 years | -22.93% | -38.57% | +15.64% |
Max Drawdown (5Y)Largest decline over 5 years | -35.56% | -44.39% | +8.83% |
Max Drawdown (10Y)Largest decline over 10 years | -35.56% | -51.10% | +15.54% |
Current DrawdownCurrent decline from peak | -3.34% | -68.10% | +64.76% |
Average DrawdownAverage peak-to-trough decline | -24.61% | -51.10% | +26.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 4.72% | -1.46% |
Volatility
^NDX vs. CORN - Volatility Comparison
NASDAQ 100 Index (^NDX) has a higher volatility of 7.51% compared to Teucrium Corn Fund (CORN) at 5.93%. This indicates that ^NDX's price experiences larger fluctuations and is considered to be riskier than CORN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ^NDX | CORN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.51% | 5.93% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 13.84% | 11.67% | +2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.29% | 15.42% | +1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.76% | 20.14% | +2.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.61% | 19.40% | +3.21% |
Frequently Asked Questions
^NDX and CORN have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
^NDX has higher volatility (7.51%) compared to CORN (5.93%). In terms of maximum drawdown, ^NDX dropped -82.90% vs CORN's -78.09%.
^NDX currently has the higher Sharpe Ratio (2.05 vs -0.54), 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.
Find the right allocation for ^NDX and CORN
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer