AMBA vs. SOYB
AMBA (Ambarella, Inc.) is a stock, while SOYB (Teucrium Soybean Fund) is Agricultural Commodities fund tracking the Teucrium Soybean Fund Benchmark. Over the past 10 years, AMBA returned 3.49%/yr vs 2.13%/yr for SOYB. At a 0.07 correlation, their price movements are largely independent.
Performance
AMBA vs. SOYB - Performance Comparison
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Returns By Period
In the year-to-date period, AMBA achieves a 9.12% return, which is significantly lower than SOYB's 15.14% return. Over the past 10 years, AMBA has outperformed SOYB with an annualized return of 3.49%, while SOYB has yielded a comparatively lower 2.13% annualized return.
AMBA
- 1D
- -1.38%
- 1M
- 17.48%
- 6M
- 11.62%
- YTD
- 9.12%
- 1Y
- 15.58%
- 3Y*
- -1.42%
- 5Y*
- -5.30%
- 10Y*
- 3.49%
SOYB
- 1D
- 0.28%
- 1M
- 4.35%
- 6M
- 13.74%
- YTD
- 15.14%
- 1Y
- 17.29%
- 3Y*
- -3.42%
- 5Y*
- 2.09%
- 10Y*
- 2.13%
AMBA vs. SOYB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMBA Ambarella, Inc. | 9.12% | -2.61% | 18.68% | -25.47% | -59.47% | 120.96% | 51.62% | 73.13% | -40.46% | 8.54% |
SOYB Teucrium Soybean Fund | 15.14% | 1.77% | -20.48% | -5.23% | 25.27% | 16.85% | 22.99% | -2.16% | -9.51% | -6.38% |
Correlation
The correlation between AMBA 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 | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2012 | 0.07 |
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Return for Risk
AMBA vs. SOYB — Risk / Return Rank
AMBA
SOYB
AMBA vs. SOYB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ambarella, Inc. (AMBA) 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.
| AMBA | SOYB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.24 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.30 | 1.92 | -1.62 |
| Martin ratioReturn relative to average drawdown | 0.59 | 5.02 | -4.42 |
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Drawdowns
AMBA vs. SOYB - Drawdown Comparison
The maximum AMBA drawdown since its inception was -81.65%, which is greater than SOYB's maximum drawdown of -53.76%. Use the drawdown chart below to compare losses from any high point for AMBA and SOYB.
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Drawdown Indicators
| AMBA | SOYB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.65% | -53.76% | -27.89% |
Max Drawdown (1Y)Largest decline over 1 year | -49.06% | -8.78% | -40.28% |
Max Drawdown (3Y)Largest decline over 3 years | -52.74% | -31.01% | -21.73% |
Max Drawdown (5Y)Largest decline over 5 years | -81.65% | -31.01% | -50.64% |
Max Drawdown (10Y)Largest decline over 10 years | -81.65% | -33.93% | -47.72% |
Current DrawdownCurrent decline from peak | -64.35% | -14.12% | -50.23% |
Average DrawdownAverage peak-to-trough decline | -48.51% | -25.69% | -22.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.62% | 3.36% | +21.26% |
Volatility
AMBA vs. SOYB - Volatility Comparison
Ambarella, Inc. (AMBA) has a higher volatility of 35.14% compared to Teucrium Soybean Fund (SOYB) at 4.42%. This indicates that AMBA'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
| AMBA | SOYB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 35.14% | 4.42% | +30.72% |
Volatility (6M)Calculated over the trailing 6-month period | 57.00% | 9.47% | +47.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 72.60% | 12.93% | +59.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 65.11% | 17.14% | +47.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.86% | 16.80% | +41.06% |
Dividends
AMBA vs. SOYB - Dividend Comparison
Neither AMBA nor SOYB has paid dividends to shareholders.
Frequently Asked Questions
AMBA 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.
AMBA has higher volatility (35.14%) compared to SOYB (4.42%). In terms of maximum drawdown, AMBA dropped -81.65% vs SOYB's -53.76%.
SOYB currently has the higher Sharpe Ratio (1.31 vs 0.20), 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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