SOYB vs. CL=F

Last updated Apr 2, 2026

Compare and contrast key facts about Teucrium Soybean Fund (SOYB) and Crude Oil WTI (CL=F).

SOYB is a passively managed fund by Teucrium that tracks the performance of the Teucrium Soybean Fund Benchmark. It was launched on Sep 19, 2011.

Performance

SOYB vs. CL=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Soybean Fund (SOYB) and Crude Oil WTI (CL=F). The values are adjusted to include any dividend payments, if applicable.

SOYB vs. CL=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SOYB Teucrium Soybean Fund	11.34%	1.77%	-20.48%	-5.23%	25.27%	16.85%	22.99%	-2.16%	-9.51%	-6.38%
CL=F Crude Oil WTI	72.26%	-19.41%	-0.82%	-10.70%	7.44%	53.98%	-19.98%	32.92%	-24.35%	12.51%

Returns By Period

In the year-to-date period, SOYB achieves a 11.34% return, which is significantly lower than CL=F's 72.26% return. Over the past 10 years, SOYB has underperformed CL=F with an annualized return of 2.94%, while CL=F has yielded a comparatively higher 10.40% annualized return.

SOYB

• 1D: -0.25%
• 1M: 2.74%
• YTD: 11.34%
• 6M: 12.01%
• 1Y: 11.91%
• 3Y*: -3.56%
• 5Y*: 2.75%
• 10Y*: 2.94%

CL=F

• 1D: -2.44%
• 1M: 38.86%
• YTD: 72.26%
• 6M: 60.10%
• 1Y: 38.92%
• 3Y*: 9.28%
• 5Y*: 9.98%
• 10Y*: 10.40%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SOYB vs. CL=F — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SOYB

SOYB Risk / Return Rank: 45
SOYB Sharpe Ratio Rank: 44
SOYB Sortino Ratio Rank: 45
SOYB Omega Ratio Rank: 38
SOYB Calmar Ratio Rank: 59
SOYB Martin Ratio Rank: 39

CL=F

CL=F Risk / Return Rank: 29
CL=F Sharpe Ratio Rank: 29
CL=F Sortino Ratio Rank: 39
CL=F Omega Ratio Rank: 22
CL=F Calmar Ratio Rank: 37
CL=F Martin Ratio Rank: 17

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SOYB vs. CL=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Soybean Fund (SOYB) and Crude Oil WTI (CL=F). 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	CL=F	Difference
Sharpe ratio Return per unit of total volatility	0.87	0.83	+0.04
Sortino ratio Return per unit of downside risk	1.30	1.35	-0.05
Omega ratio Gain probability vs. loss probability	1.16	1.18	-0.02
Calmar ratio Return relative to maximum drawdown	1.60	2.08	-0.48
Martin ratio Return relative to average drawdown	3.88	3.45	+0.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SOYB vs. CL=F - Sharpe Ratio Comparison

The current SOYB Sharpe Ratio is 0.87, which is comparable to the CL=F Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of SOYB and CL=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SOYB	CL=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.87	0.83	+0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.15	0.26	-0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.17	0.20	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	-0.00	0.07	-0.07

Correlation

The correlation between SOYB and CL=F is 0.18, 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.

Drawdowns

SOYB vs. CL=F - Drawdown Comparison

The maximum SOYB drawdown since its inception was -53.76%, smaller than the maximum CL=F drawdown of -92.04%. Use the drawdown chart below to compare losses from any high point for SOYB and CL=F.

Drawdown Indicators

	SOYB	CL=F	Difference
Max Drawdown Largest peak-to-trough decline	-53.76%	-92.04%	+38.28%
Max Drawdown (1Y) Largest decline over 1 year	-8.78%	-27.07%	+18.29%
Max Drawdown (5Y) Largest decline over 5 years	-31.01%	-53.86%	+22.85%
Max Drawdown (10Y) Largest decline over 10 years	-38.28%	-84.82%	+46.54%
Current Drawdown Current decline from peak	-16.96%	-31.92%	+14.96%
Average Drawdown Average peak-to-trough decline	-25.88%	-40.84%	+14.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.63%	16.32%	-12.69%

Volatility

SOYB vs. CL=F - Volatility Comparison

The current volatility for Teucrium Soybean Fund (SOYB) is 5.41%, while Crude Oil WTI (CL=F) has a volatility of 27.34%. This indicates that SOYB experiences smaller price fluctuations and is considered to be less risky than CL=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SOYB	CL=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.41%	27.34%	-21.93%
Volatility (6M) Calculated over the trailing 6-month period	9.37%	33.40%	-24.03%
Volatility (1Y) Calculated over the trailing 1-year period	13.89%	41.12%	-27.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.16%	36.54%	-18.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.09%	48.71%	-31.62%