SOYB.L vs. ACOPY
Compare and contrast key facts about WisdomTree Soybeans (SOYB.L) and The A2 Milk Company Ltd (ACOPY).
SOYB.L is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Soybeans. It was launched on Sep 22, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SOYB.L or ACOPY.
Key characteristics
| SOYB.L | ACOPY | |
|---|---|---|
| YTD Return | -22.07% | 17.41% |
| 1Y Return | -26.64% | 32.63% |
| 3Y Return (Ann) | 2.04% | -10.57% |
| 5Y Return (Ann) | 7.48% | -17.11% |
| Sharpe Ratio | -1.62 | 0.68 |
| Sortino Ratio | -2.30 | 1.29 |
| Omega Ratio | 0.75 | 1.28 |
| Calmar Ratio | -0.84 | 0.39 |
| Martin Ratio | -1.43 | 3.08 |
| Ulcer Index | 17.88% | 10.60% |
| Daily Std Dev | 15.84% | 48.24% |
| Max Drawdown | -50.99% | -84.50% |
| Current Drawdown | -28.63% | -79.32% |
Correlation
The correlation between SOYB.L and ACOPY is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SOYB.L vs. ACOPY - Performance Comparison
In the year-to-date period, SOYB.L achieves a -22.07% return, which is significantly lower than ACOPY's 17.41% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SOYB.L vs. ACOPY - Risk-Adjusted Performance 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.
Dividends
SOYB.L vs. ACOPY - Dividend Comparison
Neither SOYB.L nor ACOPY has paid dividends to shareholders.
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. For additional features, visit the drawdowns tool.
Volatility
SOYB.L vs. ACOPY - Volatility Comparison
The current volatility for WisdomTree Soybeans (SOYB.L) is 3.66%, while The A2 Milk Company Ltd (ACOPY) has a volatility of 20.95%. 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.