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

Performance

MXNUSD=X vs. CORN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MXN/USD (MXNUSD=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, MXNUSD=X achieves a 2.70% return, which is significantly higher than CORN's -5.58% return. Over the past 10 years, MXNUSD=X has outperformed CORN with an annualized return of 0.76%, while CORN has yielded a comparatively lower -2.39% annualized return.


MXNUSD=X

1D
-0.99%
1M
-1.65%
YTD
2.70%
6M
2.04%
1Y
9.12%
3Y*
-0.68%
5Y*
2.50%
10Y*
0.76%

CORN

1D
-0.18%
1M
-8.82%
YTD
-5.58%
6M
-6.64%
1Y
-6.79%
3Y*
-13.08%
5Y*
-3.24%
10Y*
-2.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MXNUSD=X vs. CORN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXNUSD=X
MXN/USD
2.70%15.65%-18.53%14.83%5.29%-3.10%-4.83%3.73%0.35%5.25%
CORN
Teucrium Corn Fund
-5.58%-5.54%-12.98%-19.90%25.02%38.25%5.27%-7.79%-4.28%-10.38%

Correlation

The correlation between MXNUSD=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

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2010

0.10

The correlation between MXNUSD=X and CORN shifts across timeframes, from -0.04 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MXNUSD=X vs. CORN — Risk / Return Rank

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

MXNUSD=X
MXNUSD=X Risk / Return Rank: 8585
Overall Rank
MXNUSD=X Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
MXNUSD=X Sortino Ratio Rank: 8585
Sortino Ratio Rank
MXNUSD=X Omega Ratio Rank: 8585
Omega Ratio Rank
MXNUSD=X Calmar Ratio Rank: 8484
Calmar Ratio Rank
MXNUSD=X Martin Ratio Rank: 8888
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: 11
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.

MXNUSD=X vs. CORN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MXN/USD (MXNUSD=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.


MXNUSD=XCORNDifference
Sharpe ratioReturn per unit of total volatility

+1.40

Sortino ratioReturn per unit of downside risk

+1.90

Omega ratioGain probability vs. loss probability

1.18

0.94

+0.25

Calmar ratioReturn relative to maximum drawdown

1.32

-0.54

+1.86

Martin ratioReturn relative to average drawdown

4.84

-1.53

+6.38

MXNUSD=X vs. CORN - Sharpe Ratio Comparison

The current MXNUSD=X Sharpe Ratio is 0.95, which is higher than the CORN Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of MXNUSD=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

MXNUSD=X vs. CORN - Drawdown Comparison

The maximum MXNUSD=X drawdown since its inception was -61.16%, smaller than the maximum CORN drawdown of -78.09%. Use the drawdown chart below to compare losses from any high point for MXNUSD=X and CORN.


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Drawdown Indicators


MXNUSD=XCORNDifference

Max Drawdown

Largest peak-to-trough decline

-61.16%

-78.09%

+16.93%

Max Drawdown (1Y)

Largest decline over 1 year

-5.52%

-12.55%

+7.03%

Max Drawdown (3Y)

Largest decline over 3 years

-21.70%

-34.78%

+13.08%

Max Drawdown (5Y)

Largest decline over 5 years

-21.70%

-44.39%

+22.69%

Max Drawdown (10Y)

Largest decline over 10 years

-31.20%

-45.97%

+14.77%

Current Drawdown

Current decline from peak

-43.76%

-68.22%

+24.46%

Average Drawdown

Average peak-to-trough decline

-36.92%

-51.12%

+14.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

4.44%

-2.83%

Volatility

MXNUSD=X vs. CORN - Volatility Comparison

The current volatility for MXN/USD (MXNUSD=X) is 2.23%, while Teucrium Corn Fund (CORN) has a volatility of 4.23%. This indicates that MXNUSD=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


MXNUSD=XCORNDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.23%

4.23%

-2.00%

Volatility (6M)

Calculated over the trailing 6-month period

6.79%

11.76%

-4.97%

Volatility (1Y)

Calculated over the trailing 1-year period

7.64%

15.42%

-7.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.40%

19.73%

-9.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.29%

19.32%

-7.03%

Frequently Asked Questions


MXNUSD=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 (4.23%) compared to MXNUSD=X (2.23%). In terms of maximum drawdown, MXNUSD=X dropped -61.16% vs CORN's -78.09%.

MXNUSD=X currently has the higher Sharpe Ratio (0.95 vs -0.45), 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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