HG=F vs. SOYB

Last updated Jun 13, 2026

HG=F (Copper) is an asset, while SOYB (Teucrium Soybean Fund) is Agricultural Commodities fund tracking the Teucrium Soybean Fund Benchmark. At a 0.05 correlation, their price movements are largely independent.

Performance

HG=F vs. SOYB - Performance Comparison

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

Returns By Period

HG=F

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

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)

HG=F vs. SOYB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
HG=F Copper	0.00%	0.00%	0.00%	0.00%	1.29%
SOYB Teucrium Soybean Fund	10.38%	1.77%	-20.48%	-5.23%	15.81%

Correlation

The correlation between HG=F 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 (All Time) Calculated using the full available price history since Jan 31, 2022	0.05

Return for Risk

HG=F vs. SOYB — Risk / Return Rank

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

HG=F

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

SOYB

SOYB Risk / Return Rank: 27
SOYB Sharpe Ratio Rank: 27
SOYB Sortino Ratio Rank: 26
SOYB Omega Ratio Rank: 26
SOYB Calmar Ratio Rank: 30
SOYB Martin Ratio Rank: 27

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.

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

This table presents a comparison of risk-adjusted performance metrics for Copper (HG=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.

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.

	HG=F	SOYB	Difference
Sharpe ratio: Return per unit of total volatility	—	0.86	—
Sortino ratio: Return per unit of downside risk	—	1.29	—
Omega ratio: Gain probability vs. loss probability	—	1.16	—
Calmar ratio: Return relative to maximum drawdown	—	1.29	—
Martin ratio: Return relative to average drawdown	—	3.08	—

Drawdowns

Drawdown Indicators

	HG=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	—	-37.52%	—
Current Drawdown Current decline from peak	—	-17.67%	—
Average Drawdown Average peak-to-trough decline	—	-25.74%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.66%	—

Volatility

Volatility by Period

	HG=F	SOYB	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.94%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.03%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	13.16%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	17.98%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	16.96%	—

Frequently Asked Questions

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

HG=F 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.