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

Performance

JPYUSD=X vs. CORN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPY/USD (JPYUSD=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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPYUSD=X vs. CORN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

JPYUSD=X
JPYUSD=X Risk / Return Rank: 66
Overall Rank
JPYUSD=X Sharpe Ratio Rank: 77
Sharpe Ratio Rank
JPYUSD=X Sortino Ratio Rank: 77
Sortino Ratio Rank
JPYUSD=X Omega Ratio Rank: 88
Omega Ratio Rank
JPYUSD=X Calmar Ratio Rank: 22
Calmar Ratio Rank
JPYUSD=X Martin Ratio Rank: 77
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.

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=XCORNDifference
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

JPYUSD=X vs. CORN - Sharpe Ratio Comparison

The current JPYUSD=X Sharpe Ratio is -1.13, which is lower than the CORN Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of JPYUSD=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

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=XCORNDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-52.52%

-68.10%

+15.58%

Average Drawdown

Average peak-to-trough decline

-26.91%

-51.10%

+24.19%

Ulcer Index

Depth 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=XCORNDifference

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.

Portfolio Optimizer

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