CORN vs. AUDUSD=X
CORN (Teucrium Corn Fund) is Agricultural Commodities fund tracking the Teucrium Corn Fund Benchmark, while AUDUSD=X (AUD/USD) is a currency. Over the past 10 years, CORN returned -3.32%/yr vs -0.44%/yr for AUDUSD=X. At a 0.14 correlation, their price movements are largely independent.
Performance
CORN vs. AUDUSD=X - Performance Comparison
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Returns By Period
In the year-to-date period, CORN achieves a -5.25% return, which is significantly lower than AUDUSD=X's 5.54% return. Over the past 10 years, CORN has underperformed AUDUSD=X with an annualized return of -3.32%, while AUDUSD=X has yielded a comparatively higher -0.44% annualized return.
CORN
- 1D
- 0.48%
- 1M
- -11.49%
- YTD
- -5.25%
- 6M
- -5.35%
- 1Y
- -8.25%
- 3Y*
- -11.42%
- 5Y*
- -5.46%
- 10Y*
- -3.32%
AUDUSD=X
- 1D
- -0.08%
- 1M
- -2.95%
- YTD
- 5.54%
- 6M
- 5.93%
- 1Y
- 7.81%
- 3Y*
- 1.34%
- 5Y*
- -1.78%
- 10Y*
- -0.44%
CORN vs. AUDUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CORN Teucrium Corn Fund | -5.25% | -5.54% | -12.98% | -19.90% | 25.02% | 38.25% | 5.27% | -7.79% | -4.28% | -10.38% |
AUDUSD=X AUD/USD | 5.54% | 7.81% | -9.12% | -0.06% | -6.27% | -5.58% | 9.75% | -0.37% | -9.73% | 8.36% |
Correlation
The correlation between CORN and AUDUSD=X is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2010 | 0.14 |
The correlation between CORN and AUDUSD=X shifts across timeframes, from -0.01 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CORN vs. AUDUSD=X — Risk / Return Rank
CORN
AUDUSD=X
CORN vs. AUDUSD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Corn Fund (CORN) and AUD/USD (AUDUSD=X). 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 | AUDUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.84 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.14 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | 1.49 | -2.15 |
| Martin ratioReturn relative to average drawdown | -1.75 | 3.83 | -5.59 |
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Drawdowns
CORN vs. AUDUSD=X - Drawdown Comparison
The maximum CORN drawdown since its inception was -78.09%, which is greater than AUDUSD=X's maximum drawdown of -47.87%. Use the drawdown chart below to compare losses from any high point for CORN and AUDUSD=X.
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Drawdown Indicators
| CORN | AUDUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.09% | -47.87% | -30.22% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -4.20% | -8.35% |
Max Drawdown (3Y)Largest decline over 3 years | -38.57% | -13.83% | -24.74% |
Max Drawdown (5Y)Largest decline over 5 years | -44.39% | -22.74% | -21.65% |
Max Drawdown (10Y)Largest decline over 10 years | -51.10% | -29.18% | -21.92% |
Current DrawdownCurrent decline from peak | -68.10% | -36.06% | -32.04% |
Average DrawdownAverage peak-to-trough decline | -51.10% | -25.87% | -25.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.72% | 1.69% | +3.03% |
Volatility
CORN vs. AUDUSD=X - Volatility Comparison
Teucrium Corn Fund (CORN) has a higher volatility of 5.93% compared to AUD/USD (AUDUSD=X) at 2.13%. This indicates that CORN's price experiences larger fluctuations and is considered to be riskier than AUDUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CORN | AUDUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.93% | 2.13% | +3.80% |
Volatility (6M)Calculated over the trailing 6-month period | 11.67% | 6.65% | +5.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.42% | 7.64% | +7.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.14% | 10.08% | +10.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.40% | 9.66% | +9.74% |
Frequently Asked Questions
CORN and AUDUSD=X have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CORN has higher volatility (5.93%) compared to AUDUSD=X (2.13%). In terms of maximum drawdown, CORN dropped -78.09% vs AUDUSD=X's -47.87%.
AUDUSD=X currently has the higher Sharpe Ratio (0.82 vs -0.54), 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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