^GSPC vs. SOYB
^GSPC (S&P 500 Index) is an index, while SOYB (Teucrium Soybean Fund) is Agricultural Commodities fund tracking the Teucrium Soybean Fund Benchmark. Over the past 10 years, ^GSPC returned 13.45%/yr vs 1.11%/yr for SOYB. At a 0.13 correlation, their price movements are largely independent.
Performance
^GSPC vs. SOYB - Performance Comparison
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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%
^GSPC vs. SOYB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^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
^GSPC
SOYB
^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.
| ^GSPC | SOYB | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ^GSPC | SOYB | Difference | |
|---|---|---|---|
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
| ^GSPC | SOYB | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.68% | -17.67% | +14.99% |
Average DrawdownAverage peak-to-trough decline | -10.72% | -25.75% | +15.03% |
Ulcer IndexDepth 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
| ^GSPC | SOYB | Difference | |
|---|---|---|---|
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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