GC=F vs. CORN

Last updated Jun 9, 2026

GC=F (Gold Futures) is an asset, while CORN (Teucrium Corn Fund) is Agricultural Commodities fund tracking the Teucrium Corn Fund Benchmark. At a 0.14 correlation, their price movements are largely independent.

Performance

GC=F vs. CORN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gold Futures (GC=F) and Teucrium Corn Fund (CORN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

GC=F

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CORN

• 1D: -0.23%
• 1M: -8.54%
• YTD: -4.00%
• 6M: -4.58%
• 1Y: -8.59%
• 3Y*: -10.03%
• 5Y*: -5.19%
• 10Y*: -2.94%

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

GC=F vs. CORN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GC=F Gold Futures	0.00%	0.00%	0.00%	0.00%	5.91%
CORN Teucrium Corn Fund	-4.00%	-5.54%	-12.98%	-19.90%	19.11%

Correlation

The correlation between GC=F and CORN is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 1, 2022	0.14

Return for Risk

GC=F vs. CORN — Risk / Return Rank

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

CORN

CORN Risk / Return Rank: 3
CORN Sharpe Ratio Rank: 5
CORN Sortino Ratio Rank: 5
CORN Omega Ratio Rank: 5
CORN Calmar Ratio Rank: 2
CORN Martin Ratio Rank: 0

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.

GC=F vs. CORN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold Futures (GC=F) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	GC=F	CORN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.56	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.26	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.15	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	-0.10	—

Drawdowns

Drawdown Indicators

	GC=F	CORN	Difference
Max Drawdown Largest peak-to-trough decline	—	-78.09%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-10.98%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-38.57%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-44.39%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-51.10%	—
Current Drawdown Current decline from peak	—	-67.69%	—
Average Drawdown Average peak-to-trough decline	—	-51.09%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.31%	—

Volatility

Volatility by Period

	GC=F	CORN	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.09%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.51%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	15.42%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	20.14%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	19.40%	—

Frequently Asked Questions

Can I hold both GC=F and CORN in my portfolio?

GC=F and CORN have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.