PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

Returns By Period

In the year-to-date period, JPYUSD=X achieves a -3.56% return, which is significantly lower than CORN's 1.02% return. Over the past 10 years, JPYUSD=X has underperformed CORN with an annualized return of -4.16%, while CORN has yielded a comparatively higher -0.60% annualized return.


JPYUSD=X

1D
-0.08%
1M
-0.70%
6M
-2.66%
YTD
-3.56%
1Y
-8.63%
3Y*
-4.43%
5Y*
-7.45%
10Y*
-4.16%
ALL TIME*
-1.72%

CORN

1D
0.73%
1M
5.66%
6M
4.28%
YTD
1.02%
1Y
0.56%
3Y*
-9.25%
5Y*
-2.95%
10Y*
-0.60%
ALL TIME*
-2.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPYUSD=X vs. CORN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPYUSD=X
JPY/USD
-3.56%0.33%-10.26%-7.04%-12.23%-10.24%5.18%0.86%2.82%3.91%
CORN
Teucrium Corn Fund
1.02%-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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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: 1212
Overall Rank
JPYUSD=X Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
JPYUSD=X Sortino Ratio Rank: 1111
Sortino Ratio Rank
JPYUSD=X Omega Ratio Rank: 1010
Omega Ratio Rank
JPYUSD=X Calmar Ratio Rank: 1212
Calmar Ratio Rank
JPYUSD=X Martin Ratio Rank: 1515
Martin Ratio Rank

CORN
CORN Risk / Return Rank: 1111
Overall Rank
CORN Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
CORN Sortino Ratio Rank: 1111
Sortino Ratio Rank
CORN Omega Ratio Rank: 1010
Omega Ratio Rank
CORN Calmar Ratio Rank: 1111
Calmar Ratio Rank
CORN Martin Ratio Rank: 1111
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

-1.00

Sortino ratioReturn per unit of downside risk

-1.59

Omega ratioGain probability vs. loss probability

0.84

1.02

-0.18

Calmar ratioReturn relative to maximum drawdown

-0.71

0.04

-0.75

Martin ratioReturn relative to average drawdown

-1.11

0.12

-1.23

JPYUSD=X vs. CORN - Sharpe Ratio Comparison

The current JPYUSD=X Sharpe Ratio is -0.96, which is lower than the CORN Sharpe Ratio of 0.04. 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.


Loading charts...

Drawdowns

JPYUSD=X vs. CORN - Drawdown Comparison

The maximum JPYUSD=X drawdown since its inception was -53.20%, 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.


Loading charts...

Drawdown Indicators


JPYUSD=XCORNDifference

Max Drawdown

Largest peak-to-trough decline

-53.20%

-78.09%

+24.89%

Max Drawdown (1Y)

Largest decline over 1 year

-9.90%

-13.86%

+3.96%

Max Drawdown (3Y)

Largest decline over 3 years

-14.17%

-34.56%

+20.39%

Max Drawdown (5Y)

Largest decline over 5 years

-32.94%

-45.19%

+12.25%

Max Drawdown (10Y)

Largest decline over 10 years

-38.53%

-45.19%

+6.66%

Current Drawdown

Current decline from peak

-53.17%

-66.00%

+12.83%

Average Drawdown

Average peak-to-trough decline

-27.24%

-51.20%

+23.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.64%

4.81%

+1.83%

Volatility

JPYUSD=X vs. CORN - Volatility Comparison

The current volatility for JPY/USD (JPYUSD=X) is 1.24%, while Teucrium Corn Fund (CORN) has a volatility of 6.45%. 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.


Loading charts...

Volatility by Period


JPYUSD=XCORNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

6.45%

-5.21%

Volatility (6M)

Calculated over the trailing 6-month period

4.40%

12.29%

-7.89%

Volatility (1Y)

Calculated over the trailing 1-year period

7.27%

15.66%

-8.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.53%

19.23%

-9.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.68%

19.27%

-10.59%

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 (6.45%) compared to JPYUSD=X (1.24%). In terms of maximum drawdown, JPYUSD=X dropped -53.20% vs CORN's -78.09%.

CORN currently has the higher Sharpe Ratio (0.04 vs -0.96), 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

Find the right allocation for JPYUSD=X and CORN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer