MXNUSD=X vs. SOYB
MXNUSD=X (MXN/USD) is a currency, while SOYB (Teucrium Soybean Fund) is Agricultural Commodities fund tracking the Teucrium Soybean Fund Benchmark. Over the past 10 years, MXNUSD=X returned 0.93%/yr vs 1.20%/yr for SOYB. At a 0.16 correlation, their price movements are largely independent.
Performance
MXNUSD=X vs. SOYB - Performance Comparison
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Returns By Period
In the year-to-date period, MXNUSD=X achieves a 4.58% return, which is significantly lower than SOYB's 10.38% return. Over the past 10 years, MXNUSD=X has underperformed SOYB with an annualized return of 0.93%, while SOYB has yielded a comparatively higher 1.20% annualized return.
MXNUSD=X
- 1D
- 0.10%
- 1M
- -0.28%
- YTD
- 4.58%
- 6M
- 4.56%
- 1Y
- 9.66%
- 3Y*
- 0.02%
- 5Y*
- 2.90%
- 10Y*
- 0.93%
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%
MXNUSD=X vs. SOYB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXNUSD=X MXN/USD | 4.58% | 15.65% | -18.53% | 14.83% | 5.29% | -3.10% | -4.83% | 3.73% | 0.35% | 5.25% |
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 MXNUSD=X and SOYB is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2011 | 0.16 |
The correlation between MXNUSD=X and SOYB shifts across timeframes, from 0.04 (1 year) to 0.16 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
MXNUSD=X vs. SOYB — Risk / Return Rank
MXNUSD=X
SOYB
MXNUSD=X vs. SOYB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MXN/USD (MXNUSD=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.
| MXNUSD=X | SOYB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.16 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.29 | +0.11 |
| Martin ratioReturn relative to average drawdown | 5.15 | 3.08 | +2.06 |
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Drawdowns
MXNUSD=X vs. SOYB - Drawdown Comparison
The maximum MXNUSD=X drawdown since its inception was -61.16%, which is greater than SOYB's maximum drawdown of -53.76%. Use the drawdown chart below to compare losses from any high point for MXNUSD=X and SOYB.
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Drawdown Indicators
| MXNUSD=X | SOYB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.16% | -53.76% | -7.40% |
Max Drawdown (1Y)Largest decline over 1 year | -5.52% | -8.78% | +3.26% |
Max Drawdown (3Y)Largest decline over 3 years | -21.70% | -31.01% | +9.31% |
Max Drawdown (5Y)Largest decline over 5 years | -21.70% | -31.01% | +9.31% |
Max Drawdown (10Y)Largest decline over 10 years | -31.20% | -37.52% | +6.32% |
Current DrawdownCurrent decline from peak | -42.73% | -17.67% | -25.06% |
Average DrawdownAverage peak-to-trough decline | -36.86% | -25.74% | -11.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 3.66% | -2.06% |
Volatility
MXNUSD=X vs. SOYB - Volatility Comparison
The current volatility for MXN/USD (MXNUSD=X) is 1.95%, while Teucrium Soybean Fund (SOYB) has a volatility of 3.94%. This indicates that MXNUSD=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
| MXNUSD=X | SOYB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.95% | 3.94% | -1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 6.86% | 9.03% | -2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.60% | 13.16% | -5.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.45% | 17.98% | -7.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.39% | 16.96% | -4.57% |
Frequently Asked Questions
MXNUSD=X and SOYB have a correlation of 0.04, 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 MXNUSD=X (1.95%). In terms of maximum drawdown, MXNUSD=X dropped -61.16% vs SOYB's -53.76%.
MXNUSD=X currently has the higher Sharpe Ratio (1.01 vs 0.86), 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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