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 -2.39%/yr vs 21.21%/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 -5.58% return, which is significantly lower than ^NDX's 16.23% return. Over the past 10 years, CORN has underperformed ^NDX with an annualized return of -2.39%, while ^NDX has yielded a comparatively higher 21.21% 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%
^NDX
- 1D
- -3.29%
- 1M
- -0.46%
- YTD
- 16.23%
- 6M
- 14.69%
- 1Y
- 34.27%
- 3Y*
- 25.37%
- 5Y*
- 15.36%
- 10Y*
- 21.21%
CORN vs. ^NDX - 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% |
^NDX NASDAQ 100 Index | 16.23% | 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 -0.08, 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 | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
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 9, 2010 | 0.06 |
The correlation between CORN and ^NDX shifts across timeframes, from -0.08 (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.
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 | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.36 | ||
| Sortino ratioReturn per unit of downside risk | -3.03 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.34 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 2.84 | -3.38 |
| Martin ratioReturn relative to average drawdown | -1.53 | 10.49 | -12.02 |
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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 | -12.55% | -12.12% | -0.43% |
Max Drawdown (3Y)Largest decline over 3 years | -34.78% | -22.93% | -11.85% |
Max Drawdown (5Y)Largest decline over 5 years | -44.39% | -35.56% | -8.83% |
Max Drawdown (10Y)Largest decline over 10 years | -45.97% | -35.56% | -10.41% |
Current DrawdownCurrent decline from peak | -68.22% | -4.28% | -63.94% |
Average DrawdownAverage peak-to-trough decline | -51.12% | -24.60% | -26.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.44% | 3.28% | +1.16% |
Volatility
CORN vs. ^NDX - Volatility Comparison
The current volatility for Teucrium Corn Fund (CORN) is 4.23%, while NASDAQ 100 Index (^NDX) has a volatility of 9.08%. This indicates that CORN experiences smaller price fluctuations and is considered to be less risky 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 | 4.23% | 9.08% | -4.85% |
Volatility (6M)Calculated over the trailing 6-month period | 11.76% | 14.56% | -2.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.42% | 18.03% | -2.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.73% | 22.89% | -3.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.32% | 22.65% | -3.33% |
Frequently Asked Questions
CORN and ^NDX have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
^NDX has higher volatility (9.08%) compared to CORN (4.23%). In terms of maximum drawdown, CORN dropped -78.09% vs ^NDX's -82.90%.
^NDX currently has the higher Sharpe Ratio (1.91 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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