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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 10.66% return, which is significantly higher than ETH-USD's -40.81% return. Over the past 10 years, SOYB has underperformed ETH-USD with an annualized return of 1.50%, while ETH-USD has yielded a comparatively higher 61.87% annualized return.


SOYB

1D
-1.99%
1M
-3.43%
YTD
10.66%
6M
3.82%
1Y
11.73%
3Y*
-0.62%
5Y*
-0.14%
10Y*
1.50%

ETH-USD

1D
-3.01%
1M
-25.60%
YTD
-40.81%
6M
-43.97%
1Y
-32.69%
3Y*
-1.02%
5Y*
-7.76%
10Y*
61.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOYB vs. ETH-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOYB
Teucrium Soybean Fund
10.66%1.77%-20.48%-5.23%25.27%16.85%22.99%-2.16%-9.51%-6.38%
ETH-USD
Ethereum
-40.81%-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

0.00

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

0.02

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

0.03

Correlation (All Time)
Calculated using the full available price history since Aug 8, 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: 2626
Overall Rank
SOYB Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SOYB Sortino Ratio Rank: 2525
Sortino Ratio Rank
SOYB Omega Ratio Rank: 2525
Omega Ratio Rank
SOYB Calmar Ratio Rank: 2828
Calmar Ratio Rank
SOYB Martin Ratio Rank: 2525
Martin Ratio Rank

ETH-USD
ETH-USD Risk / Return Rank: 6868
Overall Rank
ETH-USD Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ETH-USD Sortino Ratio Rank: 6767
Sortino Ratio Rank
ETH-USD Omega Ratio Rank: 6666
Omega Ratio Rank
ETH-USD Calmar Ratio Rank: 7272
Calmar Ratio Rank
ETH-USD Martin Ratio Rank: 6969
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.


SOYBETH-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.38

Sortino ratioReturn per unit of downside risk

+1.70

Omega ratioGain probability vs. loss probability

1.16

0.96

+0.20

Calmar ratioReturn relative to maximum drawdown

1.34

-0.51

+1.86

Martin ratioReturn relative to average drawdown

3.28

-0.86

+4.14

SOYB vs. ETH-USD - Sharpe Ratio Comparison

The current SOYB Sharpe Ratio is 0.89, which is higher than the ETH-USD Sharpe Ratio of -0.49. 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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Sharpe Ratios by Period


SOYBETH-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

-0.49

+1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

-0.11

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

0.66

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.76

-0.76

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%

-63.65%

+54.87%

Max Drawdown (3Y)

Largest decline over 3 years

-31.01%

-63.80%

+32.79%

Max Drawdown (5Y)

Largest decline over 5 years

-31.01%

-79.35%

+48.34%

Max Drawdown (10Y)

Largest decline over 10 years

-38.28%

-94.01%

+55.73%

Current Drawdown

Current decline from peak

-17.47%

-63.65%

+46.18%

Average Drawdown

Average peak-to-trough decline

-25.76%

-50.87%

+25.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

43.81%

-40.23%

Volatility

SOYB vs. ETH-USD - Volatility Comparison

The current volatility for Teucrium Soybean Fund (SOYB) is 4.44%, while Ethereum (ETH-USD) has a volatility of 10.87%. 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

4.44%

10.87%

-6.43%

Volatility (6M)

Calculated over the trailing 6-month period

9.17%

45.09%

-35.92%

Volatility (1Y)

Calculated over the trailing 1-year period

13.22%

55.92%

-42.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.01%

59.51%

-41.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

77.97%

-60.98%

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 (10.87%) compared to SOYB (4.44%). In terms of maximum drawdown, SOYB dropped -53.76% vs ETH-USD's -94.01%.

SOYB currently has the higher Sharpe Ratio (0.89 vs -0.49), 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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