CORN vs. ^NDX
CORN (Teucrium Corn Fund) is Agricultural Commodities fund tracking the Teucrium Corn Fund Benchmark, while ^NDX (NASDAQ 100 Index) is an index. Over the past 10 years, CORN returned -2.61%/yr vs 21.09%/yr for ^NDX. At a 0.06 correlation, their price movements are largely independent.
Performance
CORN vs. ^NDX - Performance Comparison
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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%
CORN vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
CORN
^NDX
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 | ^NDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.27 | 2.57 | -2.84 |
Sortino ratioReturn per unit of downside risk | -0.26 | 3.37 | -3.63 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.44 | -0.47 |
Calmar ratioReturn relative to maximum drawdown | -0.40 | 3.41 | -3.81 |
Martin ratioReturn relative to average drawdown | -0.79 | 13.03 | -13.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CORN | ^NDX | Difference | |
|---|---|---|---|
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 | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -66.83% | -0.29% | -66.54% |
Average DrawdownAverage peak-to-trough decline | -51.08% | -24.62% | -26.46% |
Ulcer IndexDepth 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 | ^NDX | Difference | |
|---|---|---|---|
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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