HG=F vs. CORN

Last updated Jun 9, 2026

HG=F (Copper) is an asset, while CORN (Teucrium Corn Fund) is Agricultural Commodities fund tracking the Teucrium Corn Fund Benchmark. At a 0.06 correlation, their price movements are largely independent.

Performance

HG=F vs. CORN - Performance Comparison

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

Returns By Period

HG=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)

HG=F vs. CORN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
HG=F Copper	0.00%	0.00%	0.00%	0.00%	1.20%
CORN Teucrium Corn Fund	-4.00%	-5.54%	-12.98%	-19.90%	19.11%

Correlation

The correlation between HG=F and CORN 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 (All Time) Calculated using the full available price history since Feb 1, 2022	0.06

Return for Risk

HG=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.

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

This table presents a comparison of risk-adjusted performance metrics for Copper (HG=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

	HG=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

	HG=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

	HG=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 HG=F and CORN in my portfolio?

HG=F and CORN 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.