MXNUSD=X vs. CORN
MXNUSD=X (MXN/USD) is a currency, while CORN (Teucrium Corn Fund) is Agricultural Commodities fund tracking the Teucrium Corn Fund Benchmark. Over the past 10 years, MXNUSD=X returned 0.63%/yr vs -1.15%/yr for CORN. At a 0.10 correlation, their price movements are largely independent.
Performance
MXNUSD=X vs. CORN - Performance Comparison
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Returns By Period
In the year-to-date period, MXNUSD=X achieves a 2.92% return, which is significantly higher than CORN's -1.02% return. Over the past 10 years, MXNUSD=X has outperformed CORN with an annualized return of 0.63%, while CORN has yielded a comparatively lower -1.15% annualized return.
MXNUSD=X
- 1D
- 0.01%
- 1M
- -1.59%
- 6M
- 2.46%
- YTD
- 2.92%
- 1Y
- 6.60%
- 3Y*
- -1.46%
- 5Y*
- 2.59%
- 10Y*
- 0.63%
CORN
- 1D
- 0.40%
- 1M
- 4.46%
- 6M
- 2.33%
- YTD
- -1.02%
- 1Y
- 1.62%
- 3Y*
- -8.83%
- 5Y*
- -3.05%
- 10Y*
- -1.15%
MXNUSD=X vs. CORN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXNUSD=X MXN/USD | 2.92% | 15.65% | -18.53% | 14.83% | 5.29% | -3.10% | -4.83% | 3.73% | 0.35% | 5.25% |
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 MXNUSD=X and CORN is -0.03, 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 | -0.03 |
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 -0.03 (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
MXNUSD=X
CORN
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=X | CORN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.03 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | 0.12 | +0.84 |
| Martin ratioReturn relative to average drawdown | 3.34 | 0.35 | +2.99 |
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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=X | CORN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.16% | -78.09% | +16.93% |
Max Drawdown (1Y)Largest decline over 1 year | -5.52% | -13.86% | +8.34% |
Max Drawdown (3Y)Largest decline over 3 years | -21.70% | -34.56% | +12.86% |
Max Drawdown (5Y)Largest decline over 5 years | -21.70% | -45.19% | +23.49% |
Max Drawdown (10Y)Largest decline over 10 years | -31.20% | -45.19% | +13.99% |
Current DrawdownCurrent decline from peak | -43.64% | -66.68% | +23.04% |
Average DrawdownAverage peak-to-trough decline | -37.05% | -51.18% | +14.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.69% | 4.70% | -3.01% |
Volatility
MXNUSD=X vs. CORN - Volatility Comparison
The current volatility for MXN/USD (MXNUSD=X) is 1.95%, while Teucrium Corn Fund (CORN) has a volatility of 6.59%. 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=X | CORN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.95% | 6.59% | -4.64% |
Volatility (6M)Calculated over the trailing 6-month period | 6.44% | 12.85% | -6.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.67% | 15.62% | -7.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.35% | 19.26% | -8.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.21% | 19.30% | -7.09% |
Frequently Asked Questions
MXNUSD=X and CORN have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CORN has higher volatility (6.59%) compared to MXNUSD=X (1.95%). In terms of maximum drawdown, MXNUSD=X dropped -61.16% vs CORN's -78.09%.
MXNUSD=X currently has the higher Sharpe Ratio (0.69 vs 0.10), 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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