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GBPUSD=X vs. SOYB
Performance
Return for Risk
Drawdowns
Volatility

Performance

GBPUSD=X vs. SOYB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GBP/USD (GBPUSD=X) 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, GBPUSD=X achieves a -0.45% return, which is significantly lower than SOYB's 10.38% return. Over the past 10 years, GBPUSD=X has underperformed SOYB with an annualized return of -0.52%, while SOYB has yielded a comparatively higher 1.20% annualized return.


GBPUSD=X

1D
-0.16%
1M
-0.95%
YTD
-0.45%
6M
0.22%
1Y
-1.60%
3Y*
2.03%
5Y*
-1.04%
10Y*
-0.52%

SOYB

1D
0.04%
1M
-4.85%
YTD
10.38%
6M
7.15%
1Y
11.25%
3Y*
-2.26%
5Y*
-0.20%
10Y*
1.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBPUSD=X vs. SOYB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GBPUSD=X
GBP/USD
-0.45%7.55%-1.67%5.28%-10.69%-0.91%3.06%4.01%-5.66%9.52%
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 GBPUSD=X 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

0.13

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

0.11

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2011

0.11

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Return for Risk

GBPUSD=X vs. SOYB — Risk / Return Rank

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

GBPUSD=X
GBPUSD=X Risk / Return Rank: 3636
Overall Rank
GBPUSD=X Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
GBPUSD=X Sortino Ratio Rank: 3636
Sortino Ratio Rank
GBPUSD=X Omega Ratio Rank: 3737
Omega Ratio Rank
GBPUSD=X Calmar Ratio Rank: 3636
Calmar Ratio Rank
GBPUSD=X Martin Ratio Rank: 3636
Martin Ratio Rank

SOYB
SOYB Risk / Return Rank: 2727
Overall Rank
SOYB Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SOYB Sortino Ratio Rank: 2626
Sortino Ratio Rank
SOYB Omega Ratio Rank: 2626
Omega Ratio Rank
SOYB Calmar Ratio Rank: 3030
Calmar Ratio Rank
SOYB Martin Ratio Rank: 2727
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.

GBPUSD=X vs. SOYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GBP/USD (GBPUSD=X) 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.


GBPUSD=XSOYBDifference
Sharpe ratioReturn per unit of total volatility

-1.07

Sortino ratioReturn per unit of downside risk

-1.55

Omega ratioGain probability vs. loss probability

0.97

1.16

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.25

1.29

-1.53

Martin ratioReturn relative to average drawdown

-0.47

3.08

-3.56

GBPUSD=X vs. SOYB - Sharpe Ratio Comparison

The current GBPUSD=X Sharpe Ratio is -0.21, which is lower than the SOYB Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of GBPUSD=X 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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Drawdowns

GBPUSD=X vs. SOYB - Drawdown Comparison

The maximum GBPUSD=X drawdown since its inception was -49.29%, smaller than the maximum SOYB drawdown of -53.76%. Use the drawdown chart below to compare losses from any high point for GBPUSD=X and SOYB.


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Drawdown Indicators


GBPUSD=XSOYBDifference

Max Drawdown

Largest peak-to-trough decline

-49.29%

-53.76%

+4.47%

Max Drawdown (1Y)

Largest decline over 1 year

-5.26%

-8.78%

+3.52%

Max Drawdown (3Y)

Largest decline over 3 years

-9.34%

-31.01%

+21.67%

Max Drawdown (5Y)

Largest decline over 5 years

-24.23%

-31.01%

+6.78%

Max Drawdown (10Y)

Largest decline over 10 years

-27.99%

-37.52%

+9.53%

Current Drawdown

Current decline from peak

-36.44%

-17.67%

-18.77%

Average Drawdown

Average peak-to-trough decline

-31.18%

-25.74%

-5.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

3.66%

-1.10%

Volatility

GBPUSD=X vs. SOYB - Volatility Comparison

The current volatility for GBP/USD (GBPUSD=X) is 1.22%, while Teucrium Soybean Fund (SOYB) has a volatility of 3.94%. This indicates that GBPUSD=X 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


GBPUSD=XSOYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

3.94%

-2.72%

Volatility (6M)

Calculated over the trailing 6-month period

4.96%

9.03%

-4.07%

Volatility (1Y)

Calculated over the trailing 1-year period

6.25%

13.16%

-6.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.24%

17.98%

-9.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.09%

16.96%

-7.87%

Frequently Asked Questions


GBPUSD=X 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 (3.94%) compared to GBPUSD=X (1.22%). In terms of maximum drawdown, GBPUSD=X dropped -49.29% vs SOYB's -53.76%.

SOYB currently has the higher Sharpe Ratio (0.86 vs -0.21), 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.

Portfolio Optimizer

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