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CORN vs. GBPUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

CORN vs. GBPUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Corn Fund (CORN) and GBP/USD (GBPUSD=X). 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 1.02% return, which is significantly higher than GBPUSD=X's -0.18% return. Over the past 10 years, CORN has underperformed GBPUSD=X with an annualized return of -0.60%, while GBPUSD=X has yielded a comparatively higher 0.24% annualized return.


CORN

1D
0.73%
1M
5.66%
6M
4.28%
YTD
1.02%
1Y
0.56%
3Y*
-9.25%
5Y*
-2.95%
10Y*
-0.60%
ALL TIME*
-2.08%

GBPUSD=X

1D
-0.22%
1M
1.54%
6M
0.06%
YTD
-0.18%
1Y
0.12%
3Y*
1.48%
5Y*
-0.41%
10Y*
0.24%
ALL TIME*
-2.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORN vs. GBPUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CORN
Teucrium Corn Fund
1.02%-5.54%-12.98%-19.90%25.02%38.25%5.27%-7.79%-4.28%-10.38%
GBPUSD=X
GBP/USD
-0.18%7.55%-1.67%5.28%-10.69%-0.91%3.06%4.01%-5.66%9.52%

Correlation

The correlation between CORN and GBPUSD=X is -0.04, 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

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2010

0.06

The correlation between CORN and GBPUSD=X shifts across timeframes, from -0.04 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CORN vs. GBPUSD=X — Risk / Return Rank

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

CORN
CORN Risk / Return Rank: 1111
Overall Rank
CORN Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
CORN Sortino Ratio Rank: 1111
Sortino Ratio Rank
CORN Omega Ratio Rank: 1010
Omega Ratio Rank
CORN Calmar Ratio Rank: 1111
Calmar Ratio Rank
CORN Martin Ratio Rank: 1111
Martin Ratio Rank

GBPUSD=X
GBPUSD=X Risk / Return Rank: 4949
Overall Rank
GBPUSD=X Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
GBPUSD=X Sortino Ratio Rank: 4747
Sortino Ratio Rank
GBPUSD=X Omega Ratio Rank: 4747
Omega Ratio Rank
GBPUSD=X Calmar Ratio Rank: 5151
Calmar Ratio Rank
GBPUSD=X Martin Ratio Rank: 5151
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. GBPUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Corn Fund (CORN) and GBP/USD (GBPUSD=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.


CORNGBPUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.02

1.01

+0.01

Calmar ratioReturn relative to maximum drawdown

0.04

0.02

+0.02

Martin ratioReturn relative to average drawdown

0.12

0.04

+0.08

CORN vs. GBPUSD=X - Sharpe Ratio Comparison

The current CORN Sharpe Ratio is 0.04, which is higher than the GBPUSD=X Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of CORN and GBPUSD=X, 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. GBPUSD=X - Drawdown Comparison

The maximum CORN drawdown since its inception was -78.09%, which is greater than GBPUSD=X's maximum drawdown of -49.29%. Use the drawdown chart below to compare losses from any high point for CORN and GBPUSD=X.


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Drawdown Indicators


CORNGBPUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-78.09%

-49.29%

-28.80%

Max Drawdown (1Y)

Largest decline over 1 year

-13.86%

-4.89%

-8.97%

Max Drawdown (3Y)

Largest decline over 3 years

-34.56%

-9.34%

-25.22%

Max Drawdown (5Y)

Largest decline over 5 years

-45.19%

-23.41%

-21.78%

Max Drawdown (10Y)

Largest decline over 10 years

-45.19%

-25.46%

-19.73%

Current Drawdown

Current decline from peak

-66.00%

-36.26%

-29.74%

Average Drawdown

Average peak-to-trough decline

-51.20%

-31.40%

-19.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.81%

2.59%

+2.22%

Volatility

CORN vs. GBPUSD=X - Volatility Comparison

Teucrium Corn Fund (CORN) has a higher volatility of 6.45% compared to GBP/USD (GBPUSD=X) at 1.58%. This indicates that CORN's price experiences larger fluctuations and is considered to be riskier than GBPUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CORNGBPUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

1.58%

+4.87%

Volatility (6M)

Calculated over the trailing 6-month period

12.29%

4.75%

+7.54%

Volatility (1Y)

Calculated over the trailing 1-year period

15.66%

6.23%

+9.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.23%

8.22%

+11.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.27%

8.57%

+10.70%

Frequently Asked Questions


CORN and GBPUSD=X have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CORN has higher volatility (6.45%) compared to GBPUSD=X (1.58%). In terms of maximum drawdown, CORN dropped -78.09% vs GBPUSD=X's -49.29%.

CORN currently has the higher Sharpe Ratio (0.04 vs 0.02), 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

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