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LPRO vs. SOYB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LPRO vs. SOYB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Open Lending Corporation (LPRO) 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, LPRO achieves a 102.58% return, which is significantly higher than SOYB's 15.10% return.


LPRO

1D
0.00%
1M
0.96%
6M
75.42%
YTD
102.58%
1Y
45.37%
3Y*
-34.61%
5Y*
-39.27%
10Y*
ALL TIME*
-12.51%

SOYB

1D
-0.08%
1M
2.95%
6M
13.13%
YTD
15.10%
1Y
18.62%
3Y*
-3.34%
5Y*
1.71%
10Y*
3.22%
ALL TIME*
0.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.51M$5.67M$7.99M
$1.57M$2.15M$2.74M

LPRO vs. SOYB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LPRO
Open Lending Corporation
102.58%-74.04%-29.85%26.07%-69.97%-35.70%231.69%8.10%1.04%
SOYB
Teucrium Soybean Fund
15.10%1.77%-20.48%-5.23%25.27%16.85%22.99%-2.16%-16.81%

Correlation

The correlation between LPRO and SOYB is -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.07

Correlation (3Y)
Balances recent behavior with more history.

0.05

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.03

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2018

0.04

The correlation between LPRO and SOYB shifts across timeframes, from -0.07 (1 year) to 0.05 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

LPRO vs. SOYB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LPRO
LPRO Risk / Return Rank: 6666
Overall Rank
LPRO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
LPRO Sortino Ratio Rank: 7272
Sortino Ratio Rank
LPRO Omega Ratio Rank: 6969
Omega Ratio Rank
LPRO Calmar Ratio Rank: 6464
Calmar Ratio Rank
LPRO Martin Ratio Rank: 6262
Martin Ratio Rank

SOYB
SOYB Risk / Return Rank: 5858
Overall Rank
SOYB Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SOYB Sortino Ratio Rank: 6060
Sortino Ratio Rank
SOYB Omega Ratio Rank: 5959
Omega Ratio Rank
SOYB Calmar Ratio Rank: 6161
Calmar Ratio Rank
SOYB Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LPRO vs. SOYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Open Lending Corporation (LPRO) 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.


LPROSOYBDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-0.46

Omega ratioGain probability vs. loss probability

1.19

1.25

-0.07

Calmar ratioReturn relative to maximum drawdown

0.84

2.13

-1.28

Martin ratioReturn relative to average drawdown

1.60

5.60

-4.00

LPRO vs. SOYB - Sharpe Ratio Comparison

The current LPRO Sharpe Ratio is 0.53, which is lower than the SOYB Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of LPRO 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

LPRO vs. SOYB - Drawdown Comparison

The maximum LPRO drawdown since its inception was -98.06%, which is greater than SOYB's maximum drawdown of -53.76%. Use the drawdown chart below to compare losses from any high point for LPRO and SOYB.


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Drawdown Indicators


LPROSOYBDifference

Max Drawdown

Largest peak-to-trough decline

-98.06%

-53.76%

-44.30%

Max Drawdown (1Y)

Largest decline over 1 year

-51.61%

-8.78%

-42.83%

Max Drawdown (3Y)

Largest decline over 3 years

-92.02%

-30.61%

-61.41%

Max Drawdown (5Y)

Largest decline over 5 years

-98.01%

-31.01%

-67.00%

Max Drawdown (10Y)

Largest decline over 10 years

-33.93%

Current Drawdown

Current decline from peak

-92.71%

-14.16%

-78.55%

Average Drawdown

Average peak-to-trough decline

-50.39%

-25.64%

-24.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.23%

3.33%

+23.90%

Volatility

LPRO vs. SOYB - Volatility Comparison

The current volatility for Open Lending Corporation (LPRO) is 1.48%, while Teucrium Soybean Fund (SOYB) has a volatility of 5.47%. This indicates that LPRO 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


LPROSOYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

5.47%

-3.99%

Volatility (6M)

Calculated over the trailing 6-month period

62.73%

10.13%

+52.60%

Volatility (1Y)

Calculated over the trailing 1-year period

83.20%

13.37%

+69.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.27%

17.12%

+56.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.92%

16.70%

+44.22%

Dividends

LPRO vs. SOYB - Dividend Comparison

Neither LPRO nor SOYB has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LPRO and SOYB have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOYB has higher volatility (5.47%) compared to LPRO (1.48%). In terms of maximum drawdown, LPRO dropped -98.06% vs SOYB's -53.76%.

SOYB currently has the higher Sharpe Ratio (1.40 vs 0.53), 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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