PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SOYB vs. GC=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.1

Performance

SOYB vs. GC=F - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-2.47%
9.49%
SOYB
GC=F

Key characteristics

Sharpe Ratio

SOYB:

-0.94

GC=F:

2.38

Sortino Ratio

SOYB:

-1.29

GC=F:

2.95

Omega Ratio

SOYB:

0.86

GC=F:

1.43

Calmar Ratio

SOYB:

-0.48

GC=F:

4.42

Martin Ratio

SOYB:

-1.20

GC=F:

11.14

Ulcer Index

SOYB:

12.44%

GC=F:

3.17%

Daily Std Dev

SOYB:

15.95%

GC=F:

14.52%

Max Drawdown

SOYB:

-53.76%

GC=F:

-44.36%

Current Drawdown

SOYB:

-24.56%

GC=F:

-3.32%

Returns By Period

In the year-to-date period, SOYB achieves a 2.93% return, which is significantly higher than GC=F's 2.54% return. Over the past 10 years, SOYB has underperformed GC=F with an annualized return of 0.98%, while GC=F has yielded a comparatively higher 6.84% annualized return.


SOYB

YTD

2.93%

1M

4.84%

6M

-2.47%

1Y

-14.47%

5Y*

7.55%

10Y*

0.98%

GC=F

YTD

2.54%

1M

1.51%

6M

9.49%

1Y

31.20%

5Y*

10.36%

10Y*

6.84%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SOYB vs. GC=F — Risk-Adjusted Performance Rank

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

SOYB
The Risk-Adjusted Performance Rank of SOYB is 22
Overall Rank
The Sharpe Ratio Rank of SOYB is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of SOYB is 11
Sortino Ratio Rank
The Omega Ratio Rank of SOYB is 11
Omega Ratio Rank
The Calmar Ratio Rank of SOYB is 11
Calmar Ratio Rank
The Martin Ratio Rank of SOYB is 33
Martin Ratio Rank

GC=F
The Risk-Adjusted Performance Rank of GC=F is 100100
Overall Rank
The Sharpe Ratio Rank of GC=F is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of GC=F is 100100
Sortino Ratio Rank
The Omega Ratio Rank of GC=F is 100100
Omega Ratio Rank
The Calmar Ratio Rank of GC=F is 100100
Calmar Ratio Rank
The Martin Ratio Rank of GC=F is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for SOYB, currently valued at -0.74, compared to the broader market-1.000.001.002.003.004.005.00-0.742.38
The chart of Sortino ratio for SOYB, currently valued at -0.99, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.992.95
The chart of Omega ratio for SOYB, currently valued at 0.89, compared to the broader market0.501.001.502.002.503.000.891.43
The chart of Calmar ratio for SOYB, currently valued at -0.37, compared to the broader market0.005.0010.0015.00-0.374.42
The chart of Martin ratio for SOYB, currently valued at -0.90, compared to the broader market0.0020.0040.0060.0080.00100.00-0.9011.14
SOYB
GC=F

The current SOYB Sharpe Ratio is -0.94, which is lower than the GC=F Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of SOYB and GC=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.74
2.38
SOYB
GC=F

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-24.56%
-3.32%
SOYB
GC=F

Volatility

SOYB vs. GC=F - Volatility Comparison

Teucrium Soybean Fund (SOYB) has a higher volatility of 6.01% compared to Gold (GC=F) at 3.71%. This indicates that SOYB's price experiences larger fluctuations and is considered to be riskier than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
6.01%
3.71%
SOYB
GC=F
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab