CORN vs. JPYUSD=X
CORN (Teucrium Corn Fund) is Agricultural Commodities fund tracking the Teucrium Corn Fund Benchmark, while JPYUSD=X (JPY/USD) is a currency. Over the past 10 years, CORN returned -0.60%/yr vs -4.16%/yr for JPYUSD=X. At a 0.03 correlation, their price movements are largely independent.
Performance
CORN vs. JPYUSD=X - Performance Comparison
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Returns By Period
In the year-to-date period, CORN achieves a 1.02% return, which is significantly higher than JPYUSD=X's -3.56% return. Over the past 10 years, CORN has outperformed JPYUSD=X with an annualized return of -0.60%, while JPYUSD=X has yielded a comparatively lower -4.16% 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%
JPYUSD=X
- 1D
- -0.08%
- 1M
- -0.70%
- 6M
- -2.66%
- YTD
- -3.56%
- 1Y
- -8.63%
- 3Y*
- -4.43%
- 5Y*
- -7.45%
- 10Y*
- -4.16%
- ALL TIME*
- -1.72%
CORN vs. JPYUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CORN Teucrium Corn Fund | 1.02% | -5.54% | -12.98% | -19.90% | 25.02% | 38.25% | 5.27% | -7.79% | -4.28% | -10.38% |
JPYUSD=X JPY/USD | -3.56% | 0.33% | -10.26% | -7.04% | -12.23% | -10.24% | 5.18% | 0.86% | 2.82% | 3.91% |
Correlation
The correlation between CORN and JPYUSD=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 | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2010 | 0.03 |
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Return for Risk
CORN vs. JPYUSD=X — Risk / Return Rank
CORN
JPYUSD=X
CORN vs. JPYUSD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Corn Fund (CORN) and JPY/USD (JPYUSD=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 | JPYUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.00 | ||
| Sortino ratioReturn per unit of downside risk | +1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.84 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.04 | -0.71 | +0.75 |
| Martin ratioReturn relative to average drawdown | 0.12 | -1.11 | +1.23 |
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Drawdowns
CORN vs. JPYUSD=X - Drawdown Comparison
The maximum CORN drawdown since its inception was -78.09%, which is greater than JPYUSD=X's maximum drawdown of -53.20%. Use the drawdown chart below to compare losses from any high point for CORN and JPYUSD=X.
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Drawdown Indicators
| CORN | JPYUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.09% | -53.20% | -24.89% |
Max Drawdown (1Y)Largest decline over 1 year | -13.86% | -9.90% | -3.96% |
Max Drawdown (3Y)Largest decline over 3 years | -34.56% | -14.17% | -20.39% |
Max Drawdown (5Y)Largest decline over 5 years | -45.19% | -32.94% | -12.25% |
Max Drawdown (10Y)Largest decline over 10 years | -45.19% | -38.53% | -6.66% |
Current DrawdownCurrent decline from peak | -66.00% | -53.17% | -12.83% |
Average DrawdownAverage peak-to-trough decline | -51.20% | -27.24% | -23.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.81% | 6.64% | -1.83% |
Volatility
CORN vs. JPYUSD=X - Volatility Comparison
Teucrium Corn Fund (CORN) has a higher volatility of 6.45% compared to JPY/USD (JPYUSD=X) at 1.24%. This indicates that CORN's price experiences larger fluctuations and is considered to be riskier than JPYUSD=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 | JPYUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.45% | 1.24% | +5.21% |
Volatility (6M)Calculated over the trailing 6-month period | 12.29% | 4.40% | +7.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.66% | 7.27% | +8.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.23% | 9.53% | +9.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.27% | 8.68% | +10.59% |
Frequently Asked Questions
CORN and JPYUSD=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 JPYUSD=X (1.24%). In terms of maximum drawdown, CORN dropped -78.09% vs JPYUSD=X's -53.20%.
CORN currently has the higher Sharpe Ratio (0.04 vs -0.96), 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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