CORN vs. MXNUSD=X

Last updated Jun 6, 2026

CORN (Teucrium Corn Fund) is Agricultural Commodities fund tracking the Teucrium Corn Fund Benchmark, while MXNUSD=X (MXN/USD) is a currency. Over the past 10 years, CORN returned -3.04%/yr vs 0.50%/yr for MXNUSD=X. At a 0.10 correlation, their price movements are largely independent.

Performance

CORN vs. MXNUSD=X - Performance Comparison

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

Returns By Period

In the year-to-date period, CORN achieves a -3.78% return, which is significantly lower than MXNUSD=X's 3.06% return. Over the past 10 years, CORN has underperformed MXNUSD=X with an annualized return of -3.04%, while MXNUSD=X has yielded a comparatively higher 0.50% 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%

MXNUSD=X

• 1D: -1.09%
• 1M: -1.28%
• YTD: 3.06%
• 6M: 3.98%
• 1Y: 9.65%
• 3Y*: -0.16%
• 5Y*: 2.70%
• 10Y*: 0.50%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CORN vs. MXNUSD=X - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CORN Teucrium Corn Fund	-3.78%	-5.54%	-12.98%	-19.90%	25.02%	38.25%	5.27%	-7.79%	-4.28%	-10.38%
MXNUSD=X MXN/USD	3.06%	15.65%	-18.53%	14.83%	5.29%	-3.10%	-4.83%	3.73%	0.35%	5.25%

Correlation

The correlation between CORN and MXNUSD=X is -0.06, 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	-0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.02
Correlation (5Y) Calculated over the trailing 5-year period	0.05
Correlation (10Y) Calculated over the trailing 10-year period	0.08
Correlation (All Time) Calculated using the full available price history since Jun 10, 2010	0.10

The correlation between CORN and MXNUSD=X shifts across timeframes, from -0.06 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

Return for Risk

CORN vs. MXNUSD=X — Risk / Return Rank

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

CORN

CORN Risk / Return Rank: 4
CORN Sharpe Ratio Rank: 5
CORN Sortino Ratio Rank: 5
CORN Omega Ratio Rank: 5
CORN Calmar Ratio Rank: 3
CORN Martin Ratio Rank: 1

MXNUSD=X

MXNUSD=X Risk / Return Rank: 84
MXNUSD=X Sharpe Ratio Rank: 84
MXNUSD=X Sortino Ratio Rank: 84
MXNUSD=X Omega Ratio Rank: 82
MXNUSD=X Calmar Ratio Rank: 80
MXNUSD=X Martin Ratio Rank: 89

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. MXNUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Corn Fund (CORN) and MXN/USD (MXNUSD=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.

	CORN	MXNUSD=X	Difference
Sharpe ratio: Return per unit of total volatility	-0.51	1.02	-1.52
Sortino ratio: Return per unit of downside risk	-0.60	1.47	-2.07
Omega ratio: Gain probability vs. loss probability	0.93	1.19	-0.27
Calmar ratio: Return relative to maximum drawdown	-0.73	1.39	-2.12
Martin ratio: Return relative to average drawdown	-1.48	5.18	-6.66
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. MXNUSD=X - Sharpe Ratio Comparison

The current CORN Sharpe Ratio is -0.51, which is lower than the MXNUSD=X Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of CORN and MXNUSD=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.

Sharpe Ratios by Period

	CORN	MXNUSD=X	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.51	1.02	-1.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.22	0.24	-0.46
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.16	0.04	-0.20
Sharpe Ratio (All Time) Calculated using the full available price history	-0.10	-0.19	+0.09

Drawdowns

CORN vs. MXNUSD=X - Drawdown Comparison

The maximum CORN drawdown since its inception was -78.09%, which is greater than MXNUSD=X's maximum drawdown of -61.16%. Use the drawdown chart below to compare losses from any high point for CORN and MXNUSD=X.

Drawdown Indicators

	CORN	MXNUSD=X	Difference
Max Drawdown Largest peak-to-trough decline	-78.09%	-61.16%	-16.93%
Max Drawdown (1Y) Largest decline over 1 year	-10.77%	-5.52%	-5.25%
Max Drawdown (3Y) Largest decline over 3 years	-38.57%	-21.70%	-16.87%
Max Drawdown (5Y) Largest decline over 5 years	-44.39%	-21.70%	-22.69%
Max Drawdown (10Y) Largest decline over 10 years	-51.10%	-31.20%	-19.90%
Current Drawdown Current decline from peak	-67.61%	-43.56%	-24.05%
Average Drawdown Average peak-to-trough decline	-51.09%	-36.81%	-14.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.26%	1.58%	+3.68%

Volatility

CORN vs. MXNUSD=X - Volatility Comparison

Teucrium Corn Fund (CORN) has a higher volatility of 6.10% compared to MXN/USD (MXNUSD=X) at 1.88%. This indicates that CORN's price experiences larger fluctuations and is considered to be riskier than MXNUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CORN	MXNUSD=X	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.10%	1.88%	+4.22%
Volatility (6M) Calculated over the trailing 6-month period	11.52%	6.83%	+4.69%
Volatility (1Y) Calculated over the trailing 1-year period	15.42%	7.57%	+7.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.16%	10.46%	+9.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.39%	12.43%	+6.96%

Frequently Asked Questions

Can I hold both CORN and MXNUSD=X in my portfolio?

CORN and MXNUSD=X have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CORN or MXNUSD=X?

CORN has higher volatility (6.10%) compared to MXNUSD=X (1.88%). In terms of maximum drawdown, CORN dropped -78.09% vs MXNUSD=X's -61.16%.

Which has better risk-adjusted returns?

MXNUSD=X currently has the higher Sharpe Ratio (1.02 vs -0.51), 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.