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CORN vs. ^NDX
Performance
Return for Risk
Drawdowns
Volatility

Performance

CORN vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Corn Fund (CORN) and NASDAQ 100 Index (^NDX). 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 -1.47% return, which is significantly lower than ^NDX's 21.07% return. Over the past 10 years, CORN has underperformed ^NDX with an annualized return of -2.61%, while ^NDX has yielded a comparatively higher 21.09% annualized return.


CORN

1D
-1.36%
1M
-8.63%
YTD
-1.47%
6M
-1.91%
1Y
-4.06%
3Y*
-9.83%
5Y*
-3.99%
10Y*
-2.61%

^NDX

1D
-0.29%
1M
10.56%
YTD
21.07%
6M
19.39%
1Y
41.12%
3Y*
28.09%
5Y*
17.29%
10Y*
21.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORN vs. ^NDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CORN
Teucrium Corn Fund
-1.47%-5.54%-12.98%-19.90%25.02%38.25%5.27%-7.79%-4.28%-10.38%
^NDX
NASDAQ 100 Index
21.07%20.17%24.88%53.81%-32.97%26.63%47.58%37.96%-1.04%31.52%

Correlation

The correlation between CORN and ^NDX 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

-0.02

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 10, 2010

0.06

The correlation between CORN and ^NDX shifts across timeframes, from -0.09 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CORN vs. ^NDX — Risk / Return Rank

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

CORN
CORN Risk / Return Rank: 66
Overall Rank
CORN Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CORN Sortino Ratio Rank: 66
Sortino Ratio Rank
CORN Omega Ratio Rank: 66
Omega Ratio Rank
CORN Calmar Ratio Rank: 55
Calmar Ratio Rank
CORN Martin Ratio Rank: 55
Martin Ratio Rank

^NDX
^NDX Risk / Return Rank: 8181
Overall Rank
^NDX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
^NDX Sortino Ratio Rank: 8282
Sortino Ratio Rank
^NDX Omega Ratio Rank: 8181
Omega Ratio Rank
^NDX Calmar Ratio Rank: 8181
Calmar Ratio Rank
^NDX Martin Ratio Rank: 8080
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. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Corn Fund (CORN) and NASDAQ 100 Index (^NDX). 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.


CORN^NDXDifference

Sharpe ratio

Return per unit of total volatility

-0.27

2.57

-2.84

Sortino ratio

Return per unit of downside risk

-0.26

3.37

-3.63

Omega ratio

Gain probability vs. loss probability

0.97

1.44

-0.47

Calmar ratio

Return relative to maximum drawdown

-0.40

3.41

-3.81

Martin ratio

Return relative to average drawdown

-0.79

13.03

-13.81

CORN vs. ^NDX - Sharpe Ratio Comparison

The current CORN Sharpe Ratio is -0.27, which is lower than the ^NDX Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of CORN and ^NDX, 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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Sharpe Ratios by Period


CORN^NDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

2.57

-2.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

0.77

-0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.14

0.94

-1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.57

-0.67

Drawdowns

CORN vs. ^NDX - Drawdown Comparison

The maximum CORN drawdown since its inception was -78.09%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for CORN and ^NDX.


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Drawdown Indicators


CORN^NDXDifference

Max Drawdown

Largest peak-to-trough decline

-78.09%

-82.90%

+4.81%

Max Drawdown (1Y)

Largest decline over 1 year

-10.26%

-12.12%

+1.86%

Max Drawdown (3Y)

Largest decline over 3 years

-38.57%

-22.93%

-15.64%

Max Drawdown (5Y)

Largest decline over 5 years

-44.39%

-35.56%

-8.83%

Max Drawdown (10Y)

Largest decline over 10 years

-51.10%

-35.56%

-15.54%

Current Drawdown

Current decline from peak

-66.83%

-0.29%

-66.54%

Average Drawdown

Average peak-to-trough decline

-51.08%

-24.62%

-26.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.18%

3.17%

+2.01%

Volatility

CORN vs. ^NDX - Volatility Comparison

Teucrium Corn Fund (CORN) has a higher volatility of 6.42% compared to NASDAQ 100 Index (^NDX) at 4.52%. This indicates that CORN's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CORN^NDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

4.52%

+1.90%

Volatility (6M)

Calculated over the trailing 6-month period

11.50%

12.18%

-0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

15.40%

16.08%

-0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.21%

22.60%

-2.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.40%

22.53%

-3.13%

Frequently Asked Questions


CORN and ^NDX 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.

CORN has higher volatility (6.42%) compared to ^NDX (4.52%). In terms of maximum drawdown, CORN dropped -78.09% vs ^NDX's -82.90%.

^NDX currently has the higher Sharpe Ratio (2.57 vs -0.27), 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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