CL=F vs. SOYB

Last updated Jun 9, 2026

CL=F (Crude Oil WTI) is an asset, while SOYB (Teucrium Soybean Fund) is Agricultural Commodities fund tracking the Teucrium Soybean Fund Benchmark. At a 0.10 correlation, their price movements are largely independent.

Performance

CL=F vs. SOYB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crude Oil WTI (CL=F) and Teucrium Soybean Fund (SOYB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

CL=F

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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)

CL=F vs. SOYB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CL=F Crude Oil WTI	0.00%	0.00%	0.00%	0.00%	17.82%
SOYB Teucrium Soybean Fund	10.38%	1.77%	-20.48%	-5.23%	14.36%

Correlation

The correlation between CL=F and SOYB is 0.10, 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 (All Time) Calculated using the full available price history since Feb 1, 2022	0.10

Return for Risk

CL=F vs. SOYB — Risk / Return Rank

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

SOYB

SOYB Risk / Return Rank: 23
SOYB Sharpe Ratio Rank: 23
SOYB Sortino Ratio Rank: 23
SOYB Omega Ratio Rank: 23
SOYB Calmar Ratio Rank: 25
SOYB Martin Ratio Rank: 23

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.

CL=F vs. SOYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Crude Oil WTI (CL=F) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CL=F	SOYB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.74	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.02	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.07	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	-0.01	—

Drawdowns

Drawdown Indicators

	CL=F	SOYB	Difference
Max Drawdown Largest peak-to-trough decline	—	-53.76%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-8.78%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-31.01%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-31.01%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-38.28%	—
Current Drawdown Current decline from peak	—	-17.67%	—
Average Drawdown Average peak-to-trough decline	—	-25.75%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.61%	—

Volatility

Volatility by Period

	CL=F	SOYB	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.33%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.15%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	13.20%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	18.00%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	16.96%	—

Frequently Asked Questions

Can I hold both CL=F and SOYB in my portfolio?

CL=F and SOYB have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.