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CORN vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

CORN vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Corn Fund (CORN) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORN vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CORN
CORN Risk / Return Rank: 44
Overall Rank
CORN Sharpe Ratio Rank: 55
Sharpe Ratio Rank
CORN Sortino Ratio Rank: 55
Sortino Ratio Rank
CORN Omega Ratio Rank: 55
Omega Ratio Rank
CORN Calmar Ratio Rank: 44
Calmar Ratio Rank
CORN Martin Ratio Rank: 11
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6161
Overall Rank
^GSPC Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 5757
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6262
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 5757
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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^GSPCDifference
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

CORN vs. ^GSPC - Sharpe Ratio Comparison

The current CORN Sharpe Ratio is -0.45, which is lower than the ^GSPC Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of CORN and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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^GSPCDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-68.22%

-3.21%

-65.01%

Average Drawdown

Average peak-to-trough decline

-51.12%

-10.71%

-40.41%

Ulcer Index

Depth 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^GSPCDifference

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.

Portfolio Optimizer

Find the right allocation for CORN and ^GSPC

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