PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
CORN vs. JPYUSD=X
Performance
Return for Risk
Drawdowns
Volatility

CORN vs. JPYUSD=X

Last updated Jun 6, 2026

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 -3.04%/yr vs -3.93%/yr for JPYUSD=X. At a 0.03 correlation, their price movements are largely independent.

Performance

CORN vs. JPYUSD=X - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, CORN achieves a -3.78% return, which is significantly lower than JPYUSD=X's -2.29% return. Over the past 10 years, CORN has outperformed JPYUSD=X with an annualized return of -3.04%, while JPYUSD=X has yielded a comparatively lower -3.93% annualized return.

CORN

1D
-0.99%
1M
-7.48%
YTD
-3.78%
6M
-4.43%
1Y
-7.78%
3Y*
-10.42%
5Y*
-4.45%
10Y*
-3.04%

JPYUSD=X

1D
-0.22%
1M
-2.53%
YTD
-2.29%
6M
-3.12%
1Y
-10.47%
3Y*
-4.50%
5Y*
-7.34%
10Y*
-3.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORN vs. JPYUSD=X - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CORN
Teucrium Corn Fund		-3.78%-5.54%-12.98%-19.90%25.02%38.25%5.27%-7.79%-4.28%-10.38%
JPYUSD=X
JPY/USD		-2.29%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

0.05

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

0.03

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

0.03

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2010

0.03

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Teucrium Corn Fund

JPY/USD

Often compared with CORN:
CORN vs. WEATCORN vs. SOYBCORN vs. SPYCORN vs. DBACORN vs. ENPIXCORN vs. MEOHCORN vs. VOO
Often compared with JPYUSD=X:
JPYUSD=X vs. BTC-USDJPYUSD=X vs. EWJJPYUSD=X vs. YCSJPYUSD=X vs. EURUSD=XJPYUSD=X vs. SPYJPYUSD=X vs. DXJJPYUSD=X vs. ^TNX

Return for Risk

CORN vs. JPYUSD=X — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CORN
CORN Risk / Return Rank: 44
Overall Rank
CORN Sharpe Ratio Rank: 55
Sharpe Ratio Rank
CORN Sortino Ratio Rank: 55
Sortino Ratio Rank
CORN Omega Ratio Rank: 55
Omega Ratio Rank
CORN Calmar Ratio Rank: 33
Calmar Ratio Rank
CORN Martin Ratio Rank: 11
Martin Ratio Rank
JPYUSD=X
JPYUSD=X Risk / Return Rank: 99
Overall Rank
JPYUSD=X Sharpe Ratio Rank: 99
Sharpe Ratio Rank
JPYUSD=X Sortino Ratio Rank: 99
Sortino Ratio Rank
JPYUSD=X Omega Ratio Rank: 99
Omega Ratio Rank
JPYUSD=X Calmar Ratio Rank: 44
Calmar Ratio Rank
JPYUSD=X Martin Ratio Rank: 1313
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. 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.

CORNJPYUSD=XDifference
Sharpe ratioReturn per unit of total volatility
-0.51
-1.13

+0.62

Sortino ratioReturn per unit of downside risk
-0.60
-1.66

+1.06

Omega ratioGain probability vs. loss probability

0.93

0.82

+0.11

Calmar ratioReturn relative to maximum drawdown

-0.73

-0.80

+0.08

Martin ratioReturn relative to average drawdown

-1.48

-1.19

-0.29

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CORN vs. JPYUSD=X - Sharpe Ratio Comparison

The current CORN Sharpe Ratio is -0.51, which is higher than the JPYUSD=X Sharpe Ratio of -1.13. The chart below compares the historical Sharpe Ratios of CORN and JPYUSD=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.

Loading charts...

Sharpe Ratios by Period

CORNJPYUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

-1.13

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

-0.71

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

-0.42

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

-0.13

+0.03

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 -52.96%. Use the drawdown chart below to compare losses from any high point for CORN and JPYUSD=X.

Loading charts...

Drawdown Indicators

CORNJPYUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-78.09%

-52.96%

-25.13%

Max Drawdown (1Y)

Largest decline over 1 year

-10.77%

-10.63%

-0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-38.57%

-14.63%

-23.94%

Max Drawdown (5Y)

Largest decline over 5 years

-44.39%

-32.59%

-11.80%

Max Drawdown (10Y)

Largest decline over 10 years

-51.10%

-38.21%

-12.89%

Current Drawdown

Current decline from peak

-67.61%

-52.55%

-15.06%

Average Drawdown

Average peak-to-trough decline

-51.09%

-26.85%

-24.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.26%

6.01%

-0.75%

Volatility

CORN vs. JPYUSD=X - Volatility Comparison

Teucrium Corn Fund (CORN) has a higher volatility of 6.10% compared to JPY/USD (JPYUSD=X) at 0.68%. 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.

Loading charts...

Volatility by Period

CORNJPYUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

0.68%

+5.42%

Volatility (6M)

Calculated over the trailing 6-month period

11.52%

5.53%

+5.99%

Volatility (1Y)

Calculated over the trailing 1-year period

15.42%

7.56%

+7.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.16%

9.57%

+10.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.39%

8.90%

+10.49%

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 (6.10%) compared to JPYUSD=X (0.68%). In terms of maximum drawdown, CORN dropped -78.09% vs JPYUSD=X's -52.96%.

CORN currently has the higher Sharpe Ratio (-0.51 vs -1.13), 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 JPYUSD=X

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer