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^GSPC vs. SOYB
Performance
Return for Risk
Drawdowns
Volatility

Performance

^GSPC vs. SOYB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Index (^GSPC) and Teucrium Soybean Fund (SOYB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^GSPC achieves a 8.18% return, which is significantly lower than SOYB's 10.38% return. Over the past 10 years, ^GSPC has outperformed SOYB with an annualized return of 13.45%, while SOYB has yielded a comparatively lower 1.11% annualized return.


^GSPC

1D
0.30%
1M
0.09%
YTD
8.18%
6M
8.17%
1Y
23.42%
3Y*
19.88%
5Y*
11.91%
10Y*
13.45%

SOYB

1D
-0.21%
1M
-3.48%
YTD
10.38%
6M
5.51%
1Y
9.73%
3Y*
-1.32%
5Y*
-0.35%
10Y*
1.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^GSPC vs. SOYB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^GSPC
S&P 500 Index
8.18%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%
SOYB
Teucrium Soybean Fund
10.38%1.77%-20.48%-5.23%25.27%16.85%22.99%-2.16%-9.51%-6.38%

Correlation

The correlation between ^GSPC and SOYB is 0.05, 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

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

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

0.09

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

0.11

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2011

0.13

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Return for Risk

^GSPC vs. SOYB — Risk / Return Rank

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

^GSPC
^GSPC Risk / Return Rank: 6868
Overall Rank
^GSPC Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6565
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7171
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6565
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7979
Martin Ratio Rank

SOYB
SOYB Risk / Return Rank: 2323
Overall Rank
SOYB Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SOYB Sortino Ratio Rank: 2323
Sortino Ratio Rank
SOYB Omega Ratio Rank: 2323
Omega Ratio Rank
SOYB Calmar Ratio Rank: 2525
Calmar Ratio Rank
SOYB Martin Ratio Rank: 2323
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.

^GSPC vs. SOYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Index (^GSPC) and Teucrium Soybean Fund (SOYB). 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.


^GSPCSOYBDifference
Sharpe ratioReturn per unit of total volatility

+1.19

Sortino ratioReturn per unit of downside risk

+1.49

Omega ratioGain probability vs. loss probability

1.35

1.14

+0.22

Calmar ratioReturn relative to maximum drawdown

2.59

1.11

+1.47

Martin ratioReturn relative to average drawdown

11.84

2.71

+9.14

^GSPC vs. SOYB - Sharpe Ratio Comparison

The current ^GSPC Sharpe Ratio is 1.94, which is higher than the SOYB Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of ^GSPC and SOYB, 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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Sharpe Ratios by Period


^GSPCSOYBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

0.74

+1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

-0.02

+0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.07

+0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

-0.01

+0.48

Drawdowns

^GSPC vs. SOYB - Drawdown Comparison

The maximum ^GSPC drawdown since its inception was -56.78%, which is greater than SOYB's maximum drawdown of -53.76%. Use the drawdown chart below to compare losses from any high point for ^GSPC and SOYB.


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Drawdown Indicators


^GSPCSOYBDifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

-53.76%

-3.02%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-8.78%

-0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

-31.01%

+12.11%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

-31.01%

+5.58%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

-38.28%

+4.36%

Current Drawdown

Current decline from peak

-2.68%

-17.67%

+14.99%

Average Drawdown

Average peak-to-trough decline

-10.72%

-25.75%

+15.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

3.61%

-1.63%

Volatility

^GSPC vs. SOYB - Volatility Comparison

The current volatility for S&P 500 Index (^GSPC) is 3.80%, while Teucrium Soybean Fund (SOYB) has a volatility of 4.33%. This indicates that ^GSPC experiences smaller price fluctuations and is considered to be less risky than SOYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^GSPCSOYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

4.33%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

9.41%

9.15%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

12.17%

13.20%

-1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.94%

18.00%

-1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.09%

16.96%

+1.13%

Frequently Asked Questions


^GSPC and SOYB have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOYB has higher volatility (4.33%) compared to ^GSPC (3.80%). In terms of maximum drawdown, ^GSPC dropped -56.78% vs SOYB's -53.76%.

^GSPC currently has the higher Sharpe Ratio (1.94 vs 0.74), 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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