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SOYB vs. ETH-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

SOYB vs. ETH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Soybean Fund (SOYB) and Ethereum (ETH-USD). 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 15.87% return, which is significantly higher than ETH-USD's -39.86% return. Over the past 10 years, SOYB has underperformed ETH-USD with an annualized return of 2.46%, while ETH-USD has yielded a comparatively higher 64.92% annualized return.


SOYB

1D
0.64%
1M
4.97%
6M
15.29%
YTD
15.87%
1Y
18.03%
3Y*
-3.57%
5Y*
1.40%
10Y*
2.46%

ETH-USD

1D
-1.18%
1M
6.19%
6M
-42.29%
YTD
-39.86%
1Y
-39.99%
3Y*
-2.73%
5Y*
-2.20%
10Y*
64.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOYB vs. ETH-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOYB
Teucrium Soybean Fund
15.87%1.77%-20.48%-5.23%25.27%16.85%22.99%-2.16%-9.51%-6.38%
ETH-USD
Ethereum
-39.86%-10.91%46.00%90.84%-67.48%398.30%473.88%-1.52%-82.39%8,984.19%

Correlation

The correlation between SOYB and ETH-USD is 0.03, 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

0.03

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

-0.01

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

0.03

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

0.03

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2015

0.03

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Return for Risk

SOYB vs. ETH-USD — Risk / Return Rank

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

SOYB
SOYB Risk / Return Rank: 5050
Overall Rank
SOYB Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SOYB Sortino Ratio Rank: 5454
Sortino Ratio Rank
SOYB Omega Ratio Rank: 5050
Omega Ratio Rank
SOYB Calmar Ratio Rank: 5252
Calmar Ratio Rank
SOYB Martin Ratio Rank: 4242
Martin Ratio Rank

ETH-USD
ETH-USD Risk / Return Rank: 6767
Overall Rank
ETH-USD Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
ETH-USD Sortino Ratio Rank: 6464
Sortino Ratio Rank
ETH-USD Omega Ratio Rank: 6464
Omega Ratio Rank
ETH-USD Calmar Ratio Rank: 7575
Calmar Ratio Rank
ETH-USD Martin Ratio Rank: 7272
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. ETH-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Soybean Fund (SOYB) and Ethereum (ETH-USD). 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.


SOYBETH-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.00

Sortino ratioReturn per unit of downside risk

+2.71

Omega ratioGain probability vs. loss probability

1.25

0.94

+0.32

Calmar ratioReturn relative to maximum drawdown

2.06

-0.59

+2.65

Martin ratioReturn relative to average drawdown

5.39

-0.92

+6.31

SOYB vs. ETH-USD - Sharpe Ratio Comparison

The current SOYB Sharpe Ratio is 1.40, which is higher than the ETH-USD Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of SOYB and ETH-USD, 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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Drawdowns

SOYB vs. ETH-USD - Drawdown Comparison

The maximum SOYB drawdown since its inception was -53.76%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for SOYB and ETH-USD.


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Drawdown Indicators


SOYBETH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-53.76%

-94.01%

+40.25%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-67.60%

+58.82%

Max Drawdown (3Y)

Largest decline over 3 years

-31.01%

-67.60%

+36.59%

Max Drawdown (5Y)

Largest decline over 5 years

-31.01%

-79.35%

+48.34%

Max Drawdown (10Y)

Largest decline over 10 years

-33.93%

-94.01%

+60.08%

Current Drawdown

Current decline from peak

-13.58%

-63.07%

+49.49%

Average Drawdown

Average peak-to-trough decline

-25.69%

-51.00%

+25.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

36.45%

-33.09%

Volatility

SOYB vs. ETH-USD - Volatility Comparison

The current volatility for Teucrium Soybean Fund (SOYB) is 4.43%, while Ethereum (ETH-USD) has a volatility of 12.59%. This indicates that SOYB experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOYBETH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.43%

12.59%

-8.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.48%

46.69%

-37.21%

Volatility (1Y)

Calculated over the trailing 1-year period

12.95%

55.16%

-42.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

58.69%

-41.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.76%

76.79%

-60.03%

Frequently Asked Questions


SOYB and ETH-USD have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETH-USD has higher volatility (12.59%) compared to SOYB (4.43%). In terms of maximum drawdown, SOYB dropped -53.76% vs ETH-USD's -94.01%.

SOYB currently has the higher Sharpe Ratio (1.40 vs -0.60), 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

Find the right allocation for SOYB and ETH-USD

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