CORN vs. GLD
CORN (Teucrium Corn Fund) and GLD (SPDR Gold Shares) are both exchange-traded funds - CORN is a Agricultural Commodities fund tracking the Teucrium Corn Fund Benchmark, while GLD is a Gold fund tracking the LBMA Gold Price PM. Both are passively managed. Over the past 10 years, CORN returned -2.61%/yr vs 13.12%/yr for GLD. At a 0.09 correlation, their price movements are largely independent. CORN charges 2.19%/yr vs 0.40%/yr for GLD.
Performance
CORN vs. GLD - 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 GLD's 2.92% return. Over the past 10 years, CORN has underperformed GLD with an annualized return of -2.61%, while GLD has yielded a comparatively higher 13.12% 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%
GLD
- 1D
- -0.99%
- 1M
- -1.65%
- YTD
- 2.92%
- 6M
- 5.43%
- 1Y
- 32.04%
- 3Y*
- 31.09%
- 5Y*
- 18.15%
- 10Y*
- 13.12%
CORN vs. GLD - 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% |
GLD SPDR Gold Shares | 2.92% | 63.68% | 26.66% | 12.69% | -0.77% | -4.15% | 24.81% | 17.86% | -1.94% | 12.81% |
Correlation
The correlation between CORN and GLD 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 | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jun 10, 2010 | 0.09 |
The correlation between CORN and GLD shifts across timeframes, from -0.04 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CORN vs. GLD — Risk / Return Rank
CORN
GLD
CORN vs. GLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Corn Fund (CORN) and SPDR Gold Shares (GLD). 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 | GLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.27 | 1.21 | -1.48 |
Sortino ratioReturn per unit of downside risk | -0.26 | 1.60 | -1.86 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.24 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | -0.40 | 1.68 | -2.07 |
Martin ratioReturn relative to average drawdown | -0.79 | 4.15 | -4.94 |
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 | GLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.27 | 1.21 | -1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | 1.01 | -1.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.14 | 0.83 | -0.96 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | 0.60 | -0.69 |
Drawdowns
CORN vs. GLD - Drawdown Comparison
The maximum CORN drawdown since its inception was -78.09%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for CORN and GLD.
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Drawdown Indicators
| CORN | GLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.09% | -45.56% | -32.53% |
Max Drawdown (1Y)Largest decline over 1 year | -10.26% | -19.21% | +8.95% |
Max Drawdown (3Y)Largest decline over 3 years | -38.57% | -19.21% | -19.36% |
Max Drawdown (5Y)Largest decline over 5 years | -44.39% | -21.03% | -23.36% |
Max Drawdown (10Y)Largest decline over 10 years | -51.10% | -22.00% | -29.10% |
Current DrawdownCurrent decline from peak | -66.83% | -17.75% | -49.08% |
Average DrawdownAverage peak-to-trough decline | -51.08% | -16.16% | -34.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.18% | 7.73% | -2.55% |
Volatility
CORN vs. GLD - Volatility Comparison
Teucrium Corn Fund (CORN) has a higher volatility of 6.42% compared to SPDR Gold Shares (GLD) at 5.51%. This indicates that CORN's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CORN | GLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.42% | 5.51% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 11.50% | 23.16% | -11.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.40% | 26.61% | -11.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.21% | 18.00% | +2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.40% | 15.95% | +3.45% |
CORN vs. GLD - Expense Ratio Comparison
CORN has a 2.19% expense ratio, which is higher than GLD's 0.40% expense ratio.
Dividends
CORN vs. GLD - Dividend Comparison
Neither CORN nor GLD has paid dividends to shareholders.
Frequently Asked Questions
CORN and GLD 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 (6.42%) compared to GLD (5.51%). In terms of maximum drawdown, CORN dropped -78.09% vs GLD's -45.56%.
On 10-year performance, GLD leads with 13.12% vs -2.61% for CORN. On fees, GLD is cheaper at 0.40% per year. On volatility, GLD has been the lower-risk option at 5.51%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, GLD has performed better with a 13.12% return vs -2.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GLD is cheaper with a 0.40% expense ratio, compared with 2.19% for CORN.
CORN and GLD have nearly identical dividend yields, around 0.00%.
CORN is categorized as Agricultural Commodities, while GLD is Gold. CORN tracks Teucrium Corn Fund Benchmark, while GLD tracks LBMA Gold Price PM. They also come from different issuers: Teucrium and State Street. Their fees differ too: 2.19% for CORN and 0.40% for GLD.
GLD currently has the higher Sharpe Ratio (1.21 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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