CORN vs. ^GSPC
CORN (Teucrium Corn Fund) is Agricultural Commodities fund tracking the Teucrium Corn Fund Benchmark, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, CORN returned -2.39%/yr vs 13.71%/yr for ^GSPC. At a 0.07 correlation, their price movements are largely independent.
Performance
CORN vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, CORN achieves a -5.58% return, which is significantly lower than ^GSPC's 7.60% return. Over the past 10 years, CORN has underperformed ^GSPC with an annualized return of -2.39%, while ^GSPC has yielded a comparatively higher 13.71% annualized return.
CORN
- 1D
- -0.18%
- 1M
- -8.82%
- YTD
- -5.58%
- 6M
- -6.64%
- 1Y
- -6.79%
- 3Y*
- -13.08%
- 5Y*
- -3.24%
- 10Y*
- -2.39%
^GSPC
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
CORN vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CORN Teucrium Corn Fund | -5.58% | -5.54% | -12.98% | -19.90% | 25.02% | 38.25% | 5.27% | -7.79% | -4.28% | -10.38% |
^GSPC S&P 500 Index | 7.60% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
Correlation
The correlation between CORN and ^GSPC is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2010 | 0.07 |
The correlation between CORN and ^GSPC shifts across timeframes, from -0.11 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CORN vs. ^GSPC — Risk / Return Rank
CORN
^GSPC
CORN vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Corn Fund (CORN) and S&P 500 Index (^GSPC). 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.
| CORN | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.23 | ||
| Sortino ratioReturn per unit of downside risk | -2.95 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.32 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 2.46 | -3.00 |
| Martin ratioReturn relative to average drawdown | -1.53 | 10.92 | -12.45 |
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Drawdowns
CORN vs. ^GSPC - Drawdown Comparison
The maximum CORN drawdown since its inception was -78.09%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for CORN and ^GSPC.
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Drawdown Indicators
| CORN | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.09% | -56.78% | -21.31% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -9.10% | -3.45% |
Max Drawdown (3Y)Largest decline over 3 years | -34.78% | -18.90% | -15.88% |
Max Drawdown (5Y)Largest decline over 5 years | -44.39% | -25.43% | -18.96% |
Max Drawdown (10Y)Largest decline over 10 years | -45.97% | -33.92% | -12.05% |
Current DrawdownCurrent decline from peak | -68.22% | -3.21% | -65.01% |
Average DrawdownAverage peak-to-trough decline | -51.12% | -10.71% | -40.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.44% | 2.04% | +2.40% |
Volatility
CORN vs. ^GSPC - Volatility Comparison
The current volatility for Teucrium Corn Fund (CORN) is 4.23%, while S&P 500 Index (^GSPC) has a volatility of 4.89%. This indicates that CORN experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CORN | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.23% | 4.89% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 11.76% | 9.93% | +1.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.42% | 12.57% | +2.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.73% | 17.00% | +2.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.32% | 18.08% | +1.24% |
Frequently Asked Questions
CORN and ^GSPC have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
^GSPC has higher volatility (4.89%) compared to CORN (4.23%). In terms of maximum drawdown, CORN dropped -78.09% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.78 vs -0.45), 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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