ADM vs. SOYB
ADM (Archer-Daniels-Midland Company) is a stock, while SOYB (Teucrium Soybean Fund) is Agricultural Commodities fund tracking the Teucrium Soybean Fund Benchmark. Over the past 10 years, ADM returned 9.38%/yr vs 3.22%/yr for SOYB. Their 0.15 correlation means their historical movements had little consistent relationship.
Performance
ADM vs. SOYB - Performance Comparison
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Returns By Period
In the year-to-date period, ADM achieves a 39.84% return, which is significantly higher than SOYB's 15.10% return. Over the past 10 years, ADM has outperformed SOYB with an annualized return of 9.38%, while SOYB has yielded a comparatively lower 3.22% annualized return.
ADM
- 1D
- -1.66%
- 1M
- 3.47%
- 6M
- 19.44%
- YTD
- 39.84%
- 1Y
- 50.92%
- 3Y*
- 1.00%
- 5Y*
- 8.85%
- 10Y*
- 9.38%
- ALL TIME*
- 7.84%
SOYB
- 1D
- -0.08%
- 1M
- 2.61%
- 6M
- 13.13%
- YTD
- 15.10%
- 1Y
- 18.60%
- 3Y*
- -3.34%
- 5Y*
- 1.71%
- 10Y*
- 3.22%
- ALL TIME*
- 0.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $327.88M | $285.87M | $300.91M | |
| $1.57M | $2.15M | $2.74M |
ADM vs. SOYB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADM Archer-Daniels-Midland Company | 39.84% | 18.24% | -27.52% | -20.42% | 39.98% | 37.33% | 12.44% | 17.10% | 5.28% | -9.48% |
SOYB Teucrium Soybean Fund | 15.10% | 1.77% | -20.48% | -5.23% | 25.27% | 16.85% | 22.99% | -2.16% | -9.51% | -6.38% |
Correlation
The correlation between ADM and SOYB is 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.22 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2011 | 0.15 |
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Return for Risk
ADM vs. SOYB — Risk / Return Rank
ADM
SOYB
ADM vs. SOYB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Archer-Daniels-Midland Company (ADM) 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.
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.
| ADM | SOYB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.25 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 2.13 | +1.87 |
| Martin ratioReturn relative to average drawdown | 9.92 | 5.60 | +4.32 |
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Drawdowns
ADM vs. SOYB - Drawdown Comparison
The maximum ADM drawdown since its inception was -68.01%, which is greater than SOYB's maximum drawdown of -53.76%. Use the drawdown chart below to compare losses from any high point for ADM and SOYB.
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Drawdown Indicators
| ADM | SOYB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.01% | -53.76% | -14.25% |
Max Drawdown (1Y)Largest decline over 1 year | -12.79% | -8.78% | -4.01% |
Max Drawdown (3Y)Largest decline over 3 years | -49.22% | -30.61% | -18.61% |
Max Drawdown (5Y)Largest decline over 5 years | -54.14% | -31.01% | -23.13% |
Max Drawdown (10Y)Largest decline over 10 years | -54.14% | -33.93% | -20.21% |
Current DrawdownCurrent decline from peak | -9.34% | -14.16% | +4.82% |
Average DrawdownAverage peak-to-trough decline | -21.55% | -25.64% | +4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.15% | 3.33% | +1.82% |
Volatility
ADM vs. SOYB - Volatility Comparison
Archer-Daniels-Midland Company (ADM) has a higher volatility of 7.93% compared to Teucrium Soybean Fund (SOYB) at 5.47%. This indicates that ADM's price experiences larger fluctuations and is considered to be riskier 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
| ADM | SOYB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.93% | 5.47% | +2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 19.11% | 10.13% | +8.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.98% | 13.37% | +13.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.38% | 17.12% | +11.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.92% | 16.70% | +10.22% |
Dividends
ADM vs. SOYB - Dividend Comparison
ADM's dividend yield for the trailing twelve months is around 2.60%, while SOYB has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADM Archer-Daniels-Midland Company | 2.60% | 3.55% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% |
SOYB Teucrium Soybean Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ADM and SOYB have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADM has higher volatility (7.93%) compared to SOYB (5.47%). In terms of maximum drawdown, ADM dropped -68.01% vs SOYB's -53.76%.
ADM currently has the higher Sharpe Ratio (1.90 vs 1.40), 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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