SOYB vs. GC=F

Last updated Apr 2, 2026

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.

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.

SOYB vs. GC=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SOYB Teucrium Soybean Fund	11.34%	1.77%	-20.48%	-5.23%	25.27%	16.85%	22.99%	-2.16%	-9.51%	-6.38%
GC=F Gold	10.61%	64.52%	27.48%	13.34%	-0.43%	-3.47%	24.59%	18.87%	-2.14%	13.59%

Returns By Period

In the year-to-date period, SOYB achieves a 11.34% return, which is significantly higher than GC=F's 10.61% return. Over the past 10 years, SOYB has underperformed GC=F with an annualized return of 2.94%, while GC=F has yielded a comparatively higher 14.62% annualized return.

SOYB

• 1D: -0.25%
• 1M: 2.74%
• YTD: 11.34%
• 6M: 12.01%
• 1Y: 11.91%
• 3Y*: -3.56%
• 5Y*: 2.75%
• 10Y*: 2.94%

GC=F

• 1D: 2.95%
• 1M: -9.63%
• YTD: 10.61%
• 6M: 23.71%
• 1Y: 53.41%
• 3Y*: 34.44%
• 5Y*: 22.61%
• 10Y*: 14.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SOYB vs. GC=F — Risk / Return Rank

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

SOYB

SOYB Risk / Return Rank: 45
SOYB Sharpe Ratio Rank: 44
SOYB Sortino Ratio Rank: 45
SOYB Omega Ratio Rank: 38
SOYB Calmar Ratio Rank: 59
SOYB Martin Ratio Rank: 39

GC=F

GC=F Risk / Return Rank: 91
GC=F Sharpe Ratio Rank: 100
GC=F Sortino Ratio Rank: 100
GC=F Omega Ratio Rank: 94
GC=F Calmar Ratio Rank: 71
GC=F Martin Ratio Rank: 92

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. GC=F - Risk-Adjusted Trends 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.

	SOYB	GC=F	Difference
Sharpe ratio Return per unit of total volatility	0.87	1.85	-0.98
Sortino ratio Return per unit of downside risk	1.30	2.26	-0.95
Omega ratio Gain probability vs. loss probability	1.16	1.34	-0.18
Calmar ratio Return relative to maximum drawdown	1.60	2.74	-1.13
Martin ratio Return relative to average drawdown	3.88	10.15	-6.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SOYB vs. GC=F - Sharpe Ratio Comparison

The current SOYB Sharpe Ratio is 0.87, which is lower than the GC=F Sharpe Ratio of 1.85. 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.

Sharpe Ratios by Period

	SOYB	GC=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.87	1.85	-0.98
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.15	1.25	-1.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.17	0.89	-0.72
Sharpe Ratio (All Time) Calculated using the full available price history	-0.00	0.64	-0.65

Correlation

The correlation between SOYB and GC=F is 0.11, 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.

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.

Drawdown Indicators

	SOYB	GC=F	Difference
Max Drawdown Largest peak-to-trough decline	-53.76%	-44.36%	-9.40%
Max Drawdown (1Y) Largest decline over 1 year	-8.78%	-17.73%	+8.95%
Max Drawdown (5Y) Largest decline over 5 years	-31.01%	-20.43%	-10.58%
Max Drawdown (10Y) Largest decline over 10 years	-38.28%	-20.87%	-17.41%
Current Drawdown Current decline from peak	-16.96%	-10.04%	-6.92%
Average Drawdown Average peak-to-trough decline	-25.88%	-13.03%	-12.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.63%	4.78%	-1.15%

Volatility

SOYB vs. GC=F - Volatility Comparison

The current volatility for Teucrium Soybean Fund (SOYB) is 5.41%, while Gold (GC=F) has a volatility of 11.29%. 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.

Volatility by Period

	SOYB	GC=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.41%	11.29%	-5.88%
Volatility (6M) Calculated over the trailing 6-month period	9.37%	24.59%	-15.22%
Volatility (1Y) Calculated over the trailing 1-year period	13.89%	27.77%	-13.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.16%	17.96%	+0.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.09%	16.36%	+0.73%