SOYB vs. GC=F
Compare and contrast key facts about Teucrium Soybean Fund (SOYB) and Gold (GC=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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SOYB or GC=F.
Key characteristics
| SOYB | GC=F | |
|---|---|---|
| YTD Return | -4.44% | 13.27% |
| 1Y Return | 0.51% | 15.76% |
| 3Y Return (Ann) | 3.01% | 7.33% |
| 5Y Return (Ann) | 11.73% | 11.14% |
| 10Y Return (Ann) | 0.14% | 5.36% |
| Sharpe Ratio | -0.08 | 1.66 |
| Daily Std Dev | 17.65% | 13.32% |
| Max Drawdown | -53.76% | -44.36% |
| Current Drawdown | -11.94% | -2.60% |
Correlation
The correlation between SOYB and GC=F is 0.05, 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.
Performance
SOYB vs. GC=F - Performance Comparison
In the year-to-date period, SOYB achieves a -4.44% return, which is significantly lower than GC=F's 13.27% return. Over the past 10 years, SOYB has underperformed GC=F with an annualized return of 0.14%, while GC=F has yielded a comparatively higher 5.36% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SOYB vs. GC=F - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Soybean Fund (SOYB) and Gold (GC=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.
Drawdowns
SOYB vs. GC=F - Drawdown Comparison
The maximum SOYB drawdown since its inception was -53.76%, which is greater than GC=F's maximum drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for SOYB and GC=F. For additional features, visit the drawdowns tool.
Volatility
SOYB vs. GC=F - Volatility Comparison
The current volatility for Teucrium Soybean Fund (SOYB) is 4.21%, while Gold (GC=F) has a volatility of 4.58%. This indicates that SOYB experiences smaller price fluctuations and is considered to be less risky than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.