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SOYB vs. GBPUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

SOYB vs. GBPUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Soybean Fund (SOYB) and GBP/USD (GBPUSD=X). 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 10.38% return, which is significantly higher than GBPUSD=X's -0.45% return. Over the past 10 years, SOYB has outperformed GBPUSD=X with an annualized return of 1.20%, while GBPUSD=X has yielded a comparatively lower -0.52% 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%

GBPUSD=X

1D
-0.16%
1M
-0.95%
YTD
-0.45%
6M
0.22%
1Y
-1.60%
3Y*
2.03%
5Y*
-1.04%
10Y*
-0.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOYB vs. GBPUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOYB
Teucrium Soybean Fund
10.38%1.77%-20.48%-5.23%25.27%16.85%22.99%-2.16%-9.51%-6.38%
GBPUSD=X
GBP/USD
-0.45%7.55%-1.67%5.28%-10.69%-0.91%3.06%4.01%-5.66%9.52%

Correlation

The correlation between SOYB and GBPUSD=X is 0.05, 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

0.05

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

0.08

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

0.13

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

0.11

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2011

0.11

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Return for Risk

SOYB vs. GBPUSD=X — Risk / Return Rank

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

SOYB
SOYB Risk / Return Rank: 2727
Overall Rank
SOYB Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SOYB Sortino Ratio Rank: 2626
Sortino Ratio Rank
SOYB Omega Ratio Rank: 2626
Omega Ratio Rank
SOYB Calmar Ratio Rank: 3030
Calmar Ratio Rank
SOYB Martin Ratio Rank: 2727
Martin Ratio Rank

GBPUSD=X
GBPUSD=X Risk / Return Rank: 3636
Overall Rank
GBPUSD=X Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
GBPUSD=X Sortino Ratio Rank: 3636
Sortino Ratio Rank
GBPUSD=X Omega Ratio Rank: 3737
Omega Ratio Rank
GBPUSD=X Calmar Ratio Rank: 3636
Calmar Ratio Rank
GBPUSD=X Martin Ratio Rank: 3636
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. GBPUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Soybean Fund (SOYB) and GBP/USD (GBPUSD=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.


SOYBGBPUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+1.07

Sortino ratioReturn per unit of downside risk

+1.55

Omega ratioGain probability vs. loss probability

1.16

0.97

+0.19

Calmar ratioReturn relative to maximum drawdown

1.29

-0.25

+1.53

Martin ratioReturn relative to average drawdown

3.08

-0.47

+3.56

SOYB vs. GBPUSD=X - Sharpe Ratio Comparison

The current SOYB Sharpe Ratio is 0.86, which is higher than the GBPUSD=X Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of SOYB and GBPUSD=X, 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. GBPUSD=X - Drawdown Comparison

The maximum SOYB drawdown since its inception was -53.76%, which is greater than GBPUSD=X's maximum drawdown of -49.29%. Use the drawdown chart below to compare losses from any high point for SOYB and GBPUSD=X.


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Drawdown Indicators


SOYBGBPUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-53.76%

-49.29%

-4.47%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-5.26%

-3.52%

Max Drawdown (3Y)

Largest decline over 3 years

-31.01%

-9.34%

-21.67%

Max Drawdown (5Y)

Largest decline over 5 years

-31.01%

-24.23%

-6.78%

Max Drawdown (10Y)

Largest decline over 10 years

-37.52%

-27.99%

-9.53%

Current Drawdown

Current decline from peak

-17.67%

-36.44%

+18.77%

Average Drawdown

Average peak-to-trough decline

-25.74%

-31.18%

+5.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

2.56%

+1.10%

Volatility

SOYB vs. GBPUSD=X - Volatility Comparison

Teucrium Soybean Fund (SOYB) has a higher volatility of 3.94% compared to GBP/USD (GBPUSD=X) at 1.22%. This indicates that SOYB's price experiences larger fluctuations and is considered to be riskier than GBPUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOYBGBPUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

1.22%

+2.72%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

4.96%

+4.07%

Volatility (1Y)

Calculated over the trailing 1-year period

13.16%

6.25%

+6.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.98%

8.24%

+9.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

9.09%

+7.87%

Frequently Asked Questions


SOYB and GBPUSD=X have a correlation of 0.05, 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 GBPUSD=X (1.22%). In terms of maximum drawdown, SOYB dropped -53.76% vs GBPUSD=X's -49.29%.

SOYB currently has the higher Sharpe Ratio (0.86 vs -0.21), 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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