SOYB vs. AUDUSD=X
SOYB (Teucrium Soybean Fund) is Agricultural Commodities fund tracking the Teucrium Soybean Fund Benchmark, while AUDUSD=X (AUD/USD) is a currency. Over the past 10 years, SOYB returned 1.20%/yr vs -0.44%/yr for AUDUSD=X. At a 0.21 correlation, their price movements are largely independent.
Performance
SOYB vs. AUDUSD=X - Performance Comparison
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Returns By Period
In the year-to-date period, SOYB achieves a 10.38% return, which is significantly higher than AUDUSD=X's 5.54% return. Over the past 10 years, SOYB has outperformed AUDUSD=X with an annualized return of 1.20%, while AUDUSD=X has yielded a comparatively lower -0.44% annualized return.
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%
AUDUSD=X
- 1D
- -0.08%
- 1M
- -2.95%
- YTD
- 5.54%
- 6M
- 5.93%
- 1Y
- 7.81%
- 3Y*
- 1.34%
- 5Y*
- -1.78%
- 10Y*
- -0.44%
SOYB vs. AUDUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOYB Teucrium Soybean Fund | 10.38% | 1.77% | -20.48% | -5.23% | 25.27% | 16.85% | 22.99% | -2.16% | -9.51% | -6.38% |
AUDUSD=X AUD/USD | 5.54% | 7.81% | -9.12% | -0.06% | -6.27% | -5.58% | 9.75% | -0.37% | -9.73% | 8.36% |
Correlation
The correlation between SOYB and AUDUSD=X is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2011 | 0.21 |
The correlation between SOYB and AUDUSD=X shifts across timeframes, from 0.11 (1 year) to 0.22 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
SOYB vs. AUDUSD=X — Risk / Return Rank
SOYB
AUDUSD=X
SOYB vs. AUDUSD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Soybean Fund (SOYB) and AUD/USD (AUDUSD=X). 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.
| SOYB | AUDUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.14 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.49 | -0.20 |
| Martin ratioReturn relative to average drawdown | 3.08 | 3.83 | -0.75 |
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Drawdowns
SOYB vs. AUDUSD=X - Drawdown Comparison
The maximum SOYB drawdown since its inception was -53.76%, which is greater than AUDUSD=X's maximum drawdown of -47.87%. Use the drawdown chart below to compare losses from any high point for SOYB and AUDUSD=X.
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Drawdown Indicators
| SOYB | AUDUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.76% | -47.87% | -5.89% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -4.20% | -4.58% |
Max Drawdown (3Y)Largest decline over 3 years | -31.01% | -13.83% | -17.18% |
Max Drawdown (5Y)Largest decline over 5 years | -31.01% | -22.74% | -8.27% |
Max Drawdown (10Y)Largest decline over 10 years | -37.52% | -29.18% | -8.34% |
Current DrawdownCurrent decline from peak | -17.67% | -36.06% | +18.39% |
Average DrawdownAverage peak-to-trough decline | -25.74% | -25.87% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 1.69% | +1.97% |
Volatility
SOYB vs. AUDUSD=X - Volatility Comparison
Teucrium Soybean Fund (SOYB) has a higher volatility of 3.94% compared to AUD/USD (AUDUSD=X) at 2.13%. This indicates that SOYB's price experiences larger fluctuations and is considered to be riskier than AUDUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOYB | AUDUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 2.13% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 6.65% | +2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.16% | 7.64% | +5.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.98% | 10.08% | +7.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 9.66% | +7.30% |
Frequently Asked Questions
SOYB and AUDUSD=X have a correlation of 0.11, 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 AUDUSD=X (2.13%). In terms of maximum drawdown, SOYB dropped -53.76% vs AUDUSD=X's -47.87%.
SOYB currently has the higher Sharpe Ratio (0.86 vs 0.82), 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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