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SOYB vs. DBA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOYB vs. DBA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Soybean Fund (SOYB) and Invesco DB Agriculture Fund (DBA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SOYB achieves a 12.90% return, which is significantly higher than DBA's 5.25% return. Over the past 10 years, SOYB has underperformed DBA with an annualized return of 1.86%, while DBA has yielded a comparatively higher 3.54% annualized return.


SOYB

1D
-1.00%
1M
-2.14%
YTD
12.90%
6M
6.01%
1Y
14.47%
3Y*
-0.07%
5Y*
0.26%
10Y*
1.86%

DBA

1D
-0.96%
1M
-5.05%
YTD
5.25%
6M
5.49%
1Y
4.23%
3Y*
13.20%
5Y*
9.87%
10Y*
3.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOYB vs. DBA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOYB
Teucrium Soybean Fund
12.90%1.77%-20.48%-5.23%25.27%16.85%22.99%-2.16%-9.51%-6.38%
DBA
Invesco DB Agriculture Fund
5.25%-0.56%33.45%7.64%2.53%22.37%-2.54%-0.71%-8.74%-6.06%

Correlation

The correlation between SOYB and DBA is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2011

0.52

The correlation between SOYB and DBA shifts across timeframes, from 0.38 (3 years) to 0.52 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SOYB vs. DBA — Risk / Return Rank

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

SOYB
SOYB Risk / Return Rank: 3030
Overall Rank
SOYB Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SOYB Sortino Ratio Rank: 3030
Sortino Ratio Rank
SOYB Omega Ratio Rank: 2929
Omega Ratio Rank
SOYB Calmar Ratio Rank: 3333
Calmar Ratio Rank
SOYB Martin Ratio Rank: 2828
Martin Ratio Rank

DBA
DBA Risk / Return Rank: 1414
Overall Rank
DBA Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
DBA Sortino Ratio Rank: 1313
Sortino Ratio Rank
DBA Omega Ratio Rank: 1313
Omega Ratio Rank
DBA Calmar Ratio Rank: 1515
Calmar Ratio Rank
DBA Martin Ratio Rank: 1414
Martin Ratio Rank
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. DBA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Soybean Fund (SOYB) and Invesco DB Agriculture Fund (DBA). 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.


SOYBDBADifference
Sharpe ratioReturn per unit of total volatility

+0.72

Sortino ratioReturn per unit of downside risk

+1.02

Omega ratioGain probability vs. loss probability

1.20

1.07

+0.13

Calmar ratioReturn relative to maximum drawdown

1.65

0.53

+1.12

Martin ratioReturn relative to average drawdown

4.06

1.04

+3.02

SOYB vs. DBA - Sharpe Ratio Comparison

The current SOYB Sharpe Ratio is 1.11, which is higher than the DBA Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of SOYB and DBA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SOYBDBADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.39

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.71

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.27

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.08

-0.08

Drawdowns

SOYB vs. DBA - Drawdown Comparison

The maximum SOYB drawdown since its inception was -53.76%, smaller than the maximum DBA drawdown of -67.97%. Use the drawdown chart below to compare losses from any high point for SOYB and DBA.


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Drawdown Indicators


SOYBDBADifference

Max Drawdown

Largest peak-to-trough decline

-53.76%

-67.97%

+14.21%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-7.99%

-0.79%

Max Drawdown (3Y)

Largest decline over 3 years

-31.01%

-12.36%

-18.65%

Max Drawdown (5Y)

Largest decline over 5 years

-31.01%

-15.94%

-15.07%

Max Drawdown (10Y)

Largest decline over 10 years

-38.28%

-41.16%

+2.88%

Current Drawdown

Current decline from peak

-15.80%

-25.90%

+10.10%

Average Drawdown

Average peak-to-trough decline

-25.76%

-41.11%

+15.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

4.07%

-0.50%

Volatility

SOYB vs. DBA - Volatility Comparison

Teucrium Soybean Fund (SOYB) and Invesco DB Agriculture Fund (DBA) have volatilities of 4.05% and 4.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOYBDBADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

4.17%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

8.94%

6.46%

+2.48%

Volatility (1Y)

Calculated over the trailing 1-year period

13.06%

10.77%

+2.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.00%

14.10%

+3.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

13.09%

+3.89%

SOYB vs. DBA - Expense Ratio Comparison

SOYB has a 1.88% expense ratio, which is higher than DBA's 0.94% expense ratio.


Dividends

SOYB vs. DBA - Dividend Comparison

SOYB has not paid dividends to shareholders, while DBA's dividend yield for the trailing twelve months is around 3.40%.


PositionTTM20252024202320222021202020192018
DBA
Invesco DB Agriculture Fund
3.40%3.58%4.08%4.63%0.48%0.00%0.00%1.55%1.06%
SOYB
Teucrium Soybean Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SOYB and DBA have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBA has higher volatility (4.17%) compared to SOYB (4.05%). In terms of maximum drawdown, SOYB dropped -53.76% vs DBA's -67.97%.

On 10-year performance, DBA leads with 3.54% vs 1.86% for SOYB. On fees, DBA is cheaper at 0.94% per year. On volatility, SOYB has been the lower-risk option at 4.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DBA has performed better with a 3.54% return vs 1.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DBA is cheaper with a 0.94% expense ratio, compared with 1.88% for SOYB.

DBA has the higher dividend yield at 3.40%, compared with 0.00% for SOYB.

SOYB tracks Teucrium Soybean Fund Benchmark, while DBA tracks DBIQ Diversified Agriculture Index TR. They also come from different issuers: Teucrium and Invesco. Their fees differ too: 1.88% for SOYB and 0.94% for DBA.

SOYB currently has the higher Sharpe Ratio (1.11 vs 0.39), 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.

Portfolio Optimizer

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