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CORN vs. HG=F
Performance
Return for Risk
Drawdowns
Volatility

Performance

CORN vs. HG=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Corn Fund (CORN) and Copper (HG=F). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


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%

HG=F

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORN vs. HG=F - Yearly Performance Comparison


2026 (YTD)2025202420232022
CORN
Teucrium Corn Fund
1.02%-5.54%-12.98%-19.90%18.37%
HG=F
Copper
0.00%0.00%0.00%0.00%1.29%

Correlation

The correlation between CORN and HG=F is 0.05, 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 (All Time)
Calculated using the full available price history since Jan 31, 2022

0.05

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Return for Risk

CORN vs. HG=F — 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

HG=F

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. HG=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Corn Fund (CORN) and Copper (HG=F). 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.


CORNHG=FDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.02

Calmar ratioReturn relative to maximum drawdown

0.04

Martin ratioReturn relative to average drawdown

0.12

CORN vs. HG=F - Sharpe Ratio Comparison


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Drawdowns

CORN vs. HG=F - Drawdown Comparison


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Drawdown Indicators


CORNHG=FDifference

Max Drawdown

Largest peak-to-trough decline

-78.09%

Max Drawdown (1Y)

Largest decline over 1 year

-13.86%

Max Drawdown (3Y)

Largest decline over 3 years

-34.56%

Max Drawdown (5Y)

Largest decline over 5 years

-45.19%

Max Drawdown (10Y)

Largest decline over 10 years

-45.19%

Current Drawdown

Current decline from peak

-66.00%

Average Drawdown

Average peak-to-trough decline

-51.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.81%

Volatility

CORN vs. HG=F - Volatility Comparison


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Volatility by Period


CORNHG=FDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

Volatility (6M)

Calculated over the trailing 6-month period

12.29%

Volatility (1Y)

Calculated over the trailing 1-year period

15.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.27%

Frequently Asked Questions


CORN and HG=F have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for CORN and HG=F

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