AUDUSD=X vs. CORN
AUDUSD=X (AUD/USD) is a currency, while CORN (Teucrium Corn Fund) is Agricultural Commodities fund tracking the Teucrium Corn Fund Benchmark. Over the past 10 years, AUDUSD=X returned -0.63%/yr vs -0.60%/yr for CORN. At a 0.14 correlation, their price movements are largely independent.
Performance
AUDUSD=X vs. CORN - Performance Comparison
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Returns By Period
In the year-to-date period, AUDUSD=X achieves a 4.93% return, which is significantly higher than CORN's 1.02% return. Both investments have delivered pretty close results over the past 10 years, with AUDUSD=X having a -0.63% annualized return and CORN not far ahead at -0.60%.
AUDUSD=X
- 1D
- 0.12%
- 1M
- -0.12%
- 6M
- 4.29%
- YTD
- 4.93%
- 1Y
- 7.52%
- 3Y*
- 1.34%
- 5Y*
- -0.98%
- 10Y*
- -0.63%
- ALL TIME*
- -0.74%
CORN
- 1D
- 0.73%
- 1M
- 5.66%
- 6M
- 4.28%
- YTD
- 1.02%
- 1Y
- 0.56%
- 3Y*
- -9.25%
- 5Y*
- -2.95%
- 10Y*
- -0.60%
- ALL TIME*
- -2.08%
AUDUSD=X vs. CORN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AUDUSD=X AUD/USD | 4.93% | 7.81% | -9.12% | -0.06% | -6.27% | -5.58% | 9.75% | -0.37% | -9.73% | 8.36% |
CORN Teucrium Corn Fund | 1.02% | -5.54% | -12.98% | -19.90% | 25.02% | 38.25% | 5.27% | -7.79% | -4.28% | -10.38% |
Correlation
The correlation between AUDUSD=X and CORN is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2010 | 0.14 |
The correlation between AUDUSD=X and CORN shifts across timeframes, from 0.02 (3 years) to 0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AUDUSD=X vs. CORN — Risk / Return Rank
AUDUSD=X
CORN
AUDUSD=X vs. CORN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AUD/USD (AUDUSD=X) 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.
| AUDUSD=X | CORN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.02 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | 0.04 | +1.13 |
| Martin ratioReturn relative to average drawdown | 2.88 | 0.12 | +2.76 |
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Drawdowns
AUDUSD=X vs. CORN - Drawdown Comparison
The maximum AUDUSD=X drawdown since its inception was -47.87%, smaller than the maximum CORN drawdown of -78.09%. Use the drawdown chart below to compare losses from any high point for AUDUSD=X and CORN.
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Drawdown Indicators
| AUDUSD=X | CORN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.87% | -78.09% | +30.22% |
Max Drawdown (1Y)Largest decline over 1 year | -5.12% | -13.86% | +8.74% |
Max Drawdown (3Y)Largest decline over 3 years | -13.83% | -34.56% | +20.73% |
Max Drawdown (5Y)Largest decline over 5 years | -21.39% | -45.19% | +23.80% |
Max Drawdown (10Y)Largest decline over 10 years | -29.18% | -45.19% | +16.01% |
Current DrawdownCurrent decline from peak | -36.44% | -66.00% | +29.56% |
Average DrawdownAverage peak-to-trough decline | -26.06% | -51.20% | +25.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 4.81% | -2.79% |
Volatility
AUDUSD=X vs. CORN - Volatility Comparison
The current volatility for AUD/USD (AUDUSD=X) is 1.44%, while Teucrium Corn Fund (CORN) has a volatility of 6.45%. This indicates that AUDUSD=X experiences smaller price fluctuations and is considered to be less risky than CORN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AUDUSD=X | CORN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.44% | 6.45% | -5.01% |
Volatility (6M)Calculated over the trailing 6-month period | 6.03% | 12.29% | -6.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.45% | 15.66% | -8.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.03% | 19.23% | -9.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.57% | 19.27% | -9.70% |
Frequently Asked Questions
AUDUSD=X and CORN have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CORN has higher volatility (6.45%) compared to AUDUSD=X (1.44%). In terms of maximum drawdown, AUDUSD=X dropped -47.87% vs CORN's -78.09%.
AUDUSD=X currently has the higher Sharpe Ratio (0.81 vs 0.04), 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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