SOYB.L vs. ACOPY
SOYB.L (WisdomTree Soybeans) is Agricultural Commodities fund tracking the Bloomberg Soybeans, while ACOPY (The A2 Milk Company Ltd) is a stock. Over the past 5 years, SOYB.L returned -0.21%/yr vs -2.19%/yr for ACOPY. At a 0.03 correlation, their price movements are largely independent.
Performance
SOYB.L vs. ACOPY - Performance Comparison
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Returns By Period
In the year-to-date period, SOYB.L achieves a 4.56% return, which is significantly higher than ACOPY's -37.46% return.
SOYB.L
- 1D
- -3.37%
- 1M
- -7.15%
- YTD
- 4.56%
- 6M
- -1.94%
- 1Y
- 7.12%
- 3Y*
- -1.51%
- 5Y*
- -0.21%
- 10Y*
- 0.60%
ACOPY
- 1D
- 0.00%
- 1M
- -22.83%
- YTD
- -37.46%
- 6M
- -36.11%
- 1Y
- -25.66%
- 3Y*
- 3.91%
- 5Y*
- -2.19%
- 10Y*
- —
SOYB.L vs. ACOPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SOYB.L WisdomTree Soybeans | 4.56% | 6.31% | -22.14% | 0.92% | 27.00% | 7.10% | 31.50% | 6.97% |
ACOPY The A2 Milk Company Ltd | -37.46% | 86.80% | 25.63% | -40.24% | 15.42% | -55.85% | -14.13% | -6.73% |
Correlation
The correlation between SOYB.L and ACOPY is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since May 22, 2019 | 0.03 |
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Return for Risk
SOYB.L vs. ACOPY — Risk / Return Rank
SOYB.L
ACOPY
SOYB.L vs. ACOPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Soybeans (SOYB.L) and The A2 Milk Company Ltd (ACOPY). 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.
| SOYB.L | ACOPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.11 | ||
| Sortino ratioReturn per unit of downside risk | +1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.85 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | -0.59 | +1.26 |
| Martin ratioReturn relative to average drawdown | 1.48 | -1.96 | +3.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SOYB.L | ACOPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | -0.67 | +1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | -0.05 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | -0.26 | +0.50 |
Drawdowns
SOYB.L vs. ACOPY - Drawdown Comparison
The maximum SOYB.L drawdown since its inception was -50.99%, smaller than the maximum ACOPY drawdown of -84.50%. Use the drawdown chart below to compare losses from any high point for SOYB.L and ACOPY.
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Drawdown Indicators
| SOYB.L | ACOPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.99% | -84.50% | +33.51% |
Max Drawdown (1Y)Largest decline over 1 year | -10.53% | -43.70% | +33.17% |
Max Drawdown (3Y)Largest decline over 3 years | -31.36% | -43.70% | +12.34% |
Max Drawdown (5Y)Largest decline over 5 years | -31.36% | -56.78% | +25.42% |
Max Drawdown (10Y)Largest decline over 10 years | -44.61% | — | — |
Current DrawdownCurrent decline from peak | -20.74% | -74.14% | +53.40% |
Average DrawdownAverage peak-to-trough decline | -21.92% | -60.18% | +38.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.80% | 13.10% | -8.30% |
Volatility
SOYB.L vs. ACOPY - Volatility Comparison
The current volatility for WisdomTree Soybeans (SOYB.L) is 7.04%, while The A2 Milk Company Ltd (ACOPY) has a volatility of 13.85%. This indicates that SOYB.L experiences smaller price fluctuations and is considered to be less risky than ACOPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOYB.L | ACOPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.04% | 13.85% | -6.81% |
Volatility (6M)Calculated over the trailing 6-month period | 12.00% | 28.71% | -16.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.29% | 38.20% | -21.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.94% | 47.00% | -27.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.72% | 52.94% | -34.22% |
Dividends
SOYB.L vs. ACOPY - Dividend Comparison
SOYB.L has not paid dividends to shareholders, while ACOPY's dividend yield for the trailing twelve months is around 3.55%.
| Position | TTM | 2025 |
|---|---|---|
ACOPY The A2 Milk Company Ltd | 3.55% | 1.87% |
SOYB.L WisdomTree Soybeans | 0.00% | 0.00% |
Frequently Asked Questions
SOYB.L and ACOPY 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.
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