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

Performance

GBPUSD=X vs. CORN - Performance Comparison

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

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Returns By Period

In the year-to-date period, GBPUSD=X achieves a -0.45% return, which is significantly higher than CORN's -5.25% return. Over the past 10 years, GBPUSD=X has outperformed CORN with an annualized return of -0.52%, while CORN has yielded a comparatively lower -3.32% annualized return.


GBPUSD=X

1D
-0.16%
1M
-0.95%
YTD
-0.45%
6M
0.22%
1Y
-1.60%
3Y*
2.03%
5Y*
-1.04%
10Y*
-0.52%

CORN

1D
0.48%
1M
-11.49%
YTD
-5.25%
6M
-5.35%
1Y
-8.25%
3Y*
-11.42%
5Y*
-5.46%
10Y*
-3.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBPUSD=X vs. CORN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GBPUSD=X
GBP/USD
-0.45%7.55%-1.67%5.28%-10.69%-0.91%3.06%4.01%-5.66%9.52%
CORN
Teucrium Corn Fund
-5.25%-5.54%-12.98%-19.90%25.02%38.25%5.27%-7.79%-4.28%-10.38%

Correlation

The correlation between GBPUSD=X and CORN is -0.07, 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

-0.07

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

-0.00

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

0.03

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

0.04

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

0.07

The correlation between GBPUSD=X and CORN shifts across timeframes, from -0.07 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GBPUSD=X vs. CORN — Risk / Return Rank

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

GBPUSD=X
GBPUSD=X Risk / Return Rank: 3636
Overall Rank
GBPUSD=X Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
GBPUSD=X Sortino Ratio Rank: 3636
Sortino Ratio Rank
GBPUSD=X Omega Ratio Rank: 3737
Omega Ratio Rank
GBPUSD=X Calmar Ratio Rank: 3636
Calmar Ratio Rank
GBPUSD=X Martin Ratio Rank: 3636
Martin Ratio Rank

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: 44
Calmar Ratio Rank
CORN Martin Ratio Rank: 00
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.

GBPUSD=X vs. CORN - Risk-Adjusted Trends Comparison

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


GBPUSD=XCORNDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

0.97

0.92

+0.05

Calmar ratioReturn relative to maximum drawdown

-0.25

-0.66

+0.41

Martin ratioReturn relative to average drawdown

-0.47

-1.75

+1.28

GBPUSD=X vs. CORN - Sharpe Ratio Comparison

The current GBPUSD=X Sharpe Ratio is -0.21, which is higher than the CORN Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of GBPUSD=X and CORN, 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

GBPUSD=X vs. CORN - Drawdown Comparison

The maximum GBPUSD=X drawdown since its inception was -49.29%, smaller than the maximum CORN drawdown of -78.09%. Use the drawdown chart below to compare losses from any high point for GBPUSD=X and CORN.


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Drawdown Indicators


GBPUSD=XCORNDifference

Max Drawdown

Largest peak-to-trough decline

-49.29%

-78.09%

+28.80%

Max Drawdown (1Y)

Largest decline over 1 year

-5.26%

-12.55%

+7.29%

Max Drawdown (3Y)

Largest decline over 3 years

-9.34%

-38.57%

+29.23%

Max Drawdown (5Y)

Largest decline over 5 years

-24.23%

-44.39%

+20.16%

Max Drawdown (10Y)

Largest decline over 10 years

-27.99%

-51.10%

+23.11%

Current Drawdown

Current decline from peak

-36.44%

-68.10%

+31.66%

Average Drawdown

Average peak-to-trough decline

-31.18%

-51.10%

+19.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

4.72%

-2.16%

Volatility

GBPUSD=X vs. CORN - Volatility Comparison

The current volatility for GBP/USD (GBPUSD=X) is 1.22%, while Teucrium Corn Fund (CORN) has a volatility of 5.93%. This indicates that GBPUSD=X experiences smaller price fluctuations and is considered to be less risky than CORN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBPUSD=XCORNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

5.93%

-4.71%

Volatility (6M)

Calculated over the trailing 6-month period

4.96%

11.67%

-6.71%

Volatility (1Y)

Calculated over the trailing 1-year period

6.25%

15.42%

-9.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.24%

20.14%

-11.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.09%

19.40%

-10.31%

Frequently Asked Questions


GBPUSD=X and CORN have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CORN has higher volatility (5.93%) compared to GBPUSD=X (1.22%). In terms of maximum drawdown, GBPUSD=X dropped -49.29% vs CORN's -78.09%.

GBPUSD=X currently has the higher Sharpe Ratio (-0.21 vs -0.54), 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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