JPYUSD=X vs. CORN
JPYUSD=X (JPY/USD) is a currency, while CORN (Teucrium Corn Fund) is Agricultural Commodities fund tracking the Teucrium Corn Fund Benchmark. Over the past 10 years, JPYUSD=X returned -4.05%/yr vs -3.32%/yr for CORN. At a 0.03 correlation, their price movements are largely independent.
Performance
JPYUSD=X vs. CORN - Performance Comparison
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Returns By Period
In the year-to-date period, JPYUSD=X achieves a -2.23% return, which is significantly higher than CORN's -5.25% return. Over the past 10 years, JPYUSD=X has underperformed CORN with an annualized return of -4.05%, while CORN has yielded a comparatively higher -3.32% annualized return.
JPYUSD=X
- 1D
- -0.18%
- 1M
- -1.52%
- YTD
- -2.23%
- 6M
- -2.74%
- 1Y
- -10.40%
- 3Y*
- -4.35%
- 5Y*
- -7.30%
- 10Y*
- -4.05%
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%
JPYUSD=X vs. CORN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPYUSD=X JPY/USD | -2.23% | 0.33% | -10.26% | -7.04% | -12.23% | -10.24% | 5.18% | 0.86% | 2.82% | 3.91% |
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 JPYUSD=X and CORN is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2010 | 0.03 |
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Return for Risk
JPYUSD=X vs. CORN — Risk / Return Rank
JPYUSD=X
CORN
JPYUSD=X vs. CORN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPY/USD (JPYUSD=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.
| JPYUSD=X | CORN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 0.92 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | -0.66 | -0.13 |
| Martin ratioReturn relative to average drawdown | -1.16 | -1.75 | +0.59 |
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Drawdowns
JPYUSD=X vs. CORN - Drawdown Comparison
The maximum JPYUSD=X drawdown since its inception was -52.96%, smaller than the maximum CORN drawdown of -78.09%. Use the drawdown chart below to compare losses from any high point for JPYUSD=X and CORN.
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Drawdown Indicators
| JPYUSD=X | CORN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.96% | -78.09% | +25.13% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | -12.55% | +1.87% |
Max Drawdown (3Y)Largest decline over 3 years | -14.63% | -38.57% | +23.94% |
Max Drawdown (5Y)Largest decline over 5 years | -32.59% | -44.39% | +11.80% |
Max Drawdown (10Y)Largest decline over 10 years | -38.21% | -51.10% | +12.89% |
Current DrawdownCurrent decline from peak | -52.52% | -68.10% | +15.58% |
Average DrawdownAverage peak-to-trough decline | -26.91% | -51.10% | +24.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.15% | 4.72% | +1.43% |
Volatility
JPYUSD=X vs. CORN - Volatility Comparison
The current volatility for JPY/USD (JPYUSD=X) is 0.69%, while Teucrium Corn Fund (CORN) has a volatility of 5.93%. This indicates that JPYUSD=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
| JPYUSD=X | CORN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.69% | 5.93% | -5.24% |
Volatility (6M)Calculated over the trailing 6-month period | 5.49% | 11.67% | -6.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.51% | 15.42% | -7.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.56% | 20.14% | -10.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.89% | 19.40% | -10.51% |
Frequently Asked Questions
JPYUSD=X and CORN have a correlation of -0.04, 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 JPYUSD=X (0.69%). In terms of maximum drawdown, JPYUSD=X dropped -52.96% vs CORN's -78.09%.
CORN currently has the higher Sharpe Ratio (-0.54 vs -1.13), 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.
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