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CORN vs. MXNUSD=X
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period

In the year-to-date period, CORN achieves a -1.02% return, which is significantly lower than MXNUSD=X's 2.92% return. Over the past 10 years, CORN has underperformed MXNUSD=X with an annualized return of -1.15%, while MXNUSD=X has yielded a comparatively higher 0.63% annualized return.


CORN

1D
0.40%
1M
4.46%
6M
2.33%
YTD
-1.02%
1Y
1.62%
3Y*
-8.83%
5Y*
-3.05%
10Y*
-1.15%

MXNUSD=X

1D
0.01%
1M
-1.59%
6M
2.46%
YTD
2.92%
1Y
6.60%
3Y*
-1.46%
5Y*
2.59%
10Y*
0.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORN vs. MXNUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CORN
Teucrium Corn Fund
-1.02%-5.54%-12.98%-19.90%25.02%38.25%5.27%-7.79%-4.28%-10.38%
MXNUSD=X
MXN/USD
2.92%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 -0.03, 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

-0.03

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 9, 2010

0.10

The correlation between CORN and MXNUSD=X shifts across timeframes, from -0.03 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

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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: 1111
Overall Rank
CORN Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
CORN Sortino Ratio Rank: 1010
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

MXNUSD=X
MXNUSD=X Risk / Return Rank: 8080
Overall Rank
MXNUSD=X Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
MXNUSD=X Sortino Ratio Rank: 7878
Sortino Ratio Rank
MXNUSD=X Omega Ratio Rank: 7878
Omega Ratio Rank
MXNUSD=X Calmar Ratio Rank: 8282
Calmar Ratio Rank
MXNUSD=X Martin Ratio Rank: 8282
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. 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.

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.


CORNMXNUSD=XDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.03

1.13

-0.10

Calmar ratioReturn relative to maximum drawdown

0.12

0.96

-0.84

Martin ratioReturn relative to average drawdown

0.35

3.34

-2.99

CORN vs. MXNUSD=X - Sharpe Ratio Comparison

The current CORN Sharpe Ratio is 0.10, which is lower than the MXNUSD=X Sharpe Ratio of 0.69. 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.


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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.


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Drawdown Indicators


CORNMXNUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-78.09%

-61.16%

-16.93%

Max Drawdown (1Y)

Largest decline over 1 year

-13.86%

-5.52%

-8.34%

Max Drawdown (3Y)

Largest decline over 3 years

-34.56%

-21.70%

-12.86%

Max Drawdown (5Y)

Largest decline over 5 years

-45.19%

-21.70%

-23.49%

Max Drawdown (10Y)

Largest decline over 10 years

-45.19%

-31.20%

-13.99%

Current Drawdown

Current decline from peak

-66.68%

-43.64%

-23.04%

Average Drawdown

Average peak-to-trough decline

-51.18%

-37.05%

-14.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.70%

1.69%

+3.01%

Volatility

CORN vs. MXNUSD=X - Volatility Comparison

Teucrium Corn Fund (CORN) has a higher volatility of 6.59% compared to MXN/USD (MXNUSD=X) at 1.95%. 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.


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Volatility by Period


CORNMXNUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

1.95%

+4.64%

Volatility (6M)

Calculated over the trailing 6-month period

12.85%

6.44%

+6.41%

Volatility (1Y)

Calculated over the trailing 1-year period

15.62%

7.67%

+7.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.26%

10.35%

+8.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.30%

12.21%

+7.09%

Frequently Asked Questions


CORN and MXNUSD=X have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CORN has higher volatility (6.59%) compared to MXNUSD=X (1.95%). In terms of maximum drawdown, CORN dropped -78.09% vs MXNUSD=X's -61.16%.

MXNUSD=X currently has the higher Sharpe Ratio (0.69 vs 0.10), 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

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