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CORN vs. IXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CORN vs. IXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Corn Fund (CORN) and iShares Global Energy ETF (IXC). 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 -1.41% return, which is significantly lower than IXC's 23.35% return. Over the past 10 years, CORN has underperformed IXC with an annualized return of -1.25%, while IXC has yielded a comparatively higher 8.83% annualized return.


CORN

1D
1.33%
1M
4.55%
6M
-2.29%
YTD
-1.41%
1Y
1.22%
3Y*
-8.14%
5Y*
-1.79%
10Y*
-1.25%

IXC

1D
0.51%
1M
-4.24%
6M
20.68%
YTD
23.35%
1Y
29.02%
3Y*
14.69%
5Y*
18.91%
10Y*
8.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORN vs. IXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CORN
Teucrium Corn Fund
-1.41%-5.54%-12.98%-19.90%25.02%38.25%5.27%-7.79%-4.28%-10.38%
IXC
iShares Global Energy ETF
23.35%13.98%1.95%3.92%48.51%40.88%-31.00%12.67%-14.85%5.54%

Correlation

The correlation between CORN and IXC is 0.09, 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

0.09

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

0.08

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

0.17

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

0.14

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

0.15

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Return for Risk

CORN vs. IXC — Risk / Return Rank

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

CORN
CORN Risk / Return Rank: 1010
Overall Rank
CORN Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
CORN Sortino Ratio Rank: 99
Sortino Ratio Rank
CORN Omega Ratio Rank: 99
Omega Ratio Rank
CORN Calmar Ratio Rank: 1010
Calmar Ratio Rank
CORN Martin Ratio Rank: 1010
Martin Ratio Rank

IXC
IXC Risk / Return Rank: 5151
Overall Rank
IXC Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 5353
Sortino Ratio Rank
IXC Omega Ratio Rank: 5151
Omega Ratio Rank
IXC Calmar Ratio Rank: 4848
Calmar Ratio Rank
IXC Martin Ratio Rank: 4747
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. IXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Corn Fund (CORN) and iShares Global Energy ETF (IXC). 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.


CORNIXCDifference
Sharpe ratioReturn per unit of total volatility

-1.53

Sortino ratioReturn per unit of downside risk

-1.94

Omega ratioGain probability vs. loss probability

1.02

1.26

-0.24

Calmar ratioReturn relative to maximum drawdown

0.04

1.95

-1.91

Martin ratioReturn relative to average drawdown

0.11

6.26

-6.15

CORN vs. IXC - Sharpe Ratio Comparison

The current CORN Sharpe Ratio is 0.03, which is lower than the IXC Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of CORN and IXC, 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. IXC - Drawdown Comparison

The maximum CORN drawdown since its inception was -78.09%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for CORN and IXC.


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Drawdown Indicators


CORNIXCDifference

Max Drawdown

Largest peak-to-trough decline

-78.09%

-67.88%

-10.21%

Max Drawdown (1Y)

Largest decline over 1 year

-13.86%

-15.36%

+1.50%

Max Drawdown (3Y)

Largest decline over 3 years

-34.56%

-19.06%

-15.50%

Max Drawdown (5Y)

Largest decline over 5 years

-45.19%

-24.93%

-20.26%

Max Drawdown (10Y)

Largest decline over 10 years

-45.19%

-64.16%

+18.97%

Current Drawdown

Current decline from peak

-66.81%

-11.22%

-55.59%

Average Drawdown

Average peak-to-trough decline

-51.17%

-17.45%

-33.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.67%

4.78%

-0.11%

Volatility

CORN vs. IXC - Volatility Comparison

Teucrium Corn Fund (CORN) and iShares Global Energy ETF (IXC) have volatilities of 6.58% and 6.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CORNIXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.58%

6.59%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

12.85%

15.86%

-3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

15.60%

19.18%

-3.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.31%

23.45%

-4.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.31%

26.81%

-7.50%

CORN vs. IXC - Expense Ratio Comparison

CORN has a 2.19% expense ratio, which is higher than IXC's 0.40% expense ratio.


Dividends

CORN vs. IXC - Dividend Comparison

CORN has not paid dividends to shareholders, while IXC's dividend yield for the trailing twelve months is around 3.08%.


PositionTTM20252024202320222021202020192018201720162015
CORN
Teucrium Corn Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IXC
iShares Global Energy ETF
3.08%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%

Frequently Asked Questions


CORN and IXC have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IXC has higher volatility (6.59%) compared to CORN (6.58%). In terms of maximum drawdown, CORN dropped -78.09% vs IXC's -67.88%.

On 10-year performance, IXC leads with 8.83% vs -1.25% for CORN. On fees, IXC is cheaper at 0.40% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IXC has performed better with a 8.83% return vs -1.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IXC is cheaper with a 0.40% expense ratio, compared with 2.19% for CORN.

IXC has the higher dividend yield at 3.08%, compared with 0.00% for CORN.

CORN is categorized as Agricultural Commodities, while IXC is Energy Equities. CORN tracks Teucrium Corn Fund Benchmark, while IXC tracks S&P Global 1200 Energy Capped Index. They also come from different issuers: Teucrium and iShares. Their fees differ too: 2.19% for CORN and 0.40% for IXC.

IXC currently has the higher Sharpe Ratio (1.56 vs 0.03), 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

Find the right allocation for CORN and IXC

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