PortfoliosLab logoPortfoliosLab logo
SOYB vs. JPYUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

SOYB vs. JPYUSD=X - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, SOYB achieves a 18.39% return, which is significantly higher than JPYUSD=X's -3.56% return. Over the past 10 years, SOYB has outperformed JPYUSD=X with an annualized return of 3.18%, while JPYUSD=X has yielded a comparatively lower -4.16% annualized return.


SOYB

1D
1.53%
1M
6.63%
6M
17.74%
YTD
18.39%
1Y
17.72%
3Y*
-3.49%
5Y*
1.78%
10Y*
3.18%
ALL TIME*
0.36%

JPYUSD=X

1D
-0.08%
1M
-0.70%
6M
-2.66%
YTD
-3.56%
1Y
-8.63%
3Y*
-4.43%
5Y*
-7.45%
10Y*
-4.16%
ALL TIME*
-1.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOYB vs. JPYUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOYB
Teucrium Soybean Fund
18.39%1.77%-20.48%-5.23%25.27%16.85%22.99%-2.16%-9.51%-6.38%
JPYUSD=X
JPY/USD
-3.56%0.33%-10.26%-7.04%-12.23%-10.24%5.18%0.86%2.82%3.91%

Correlation

The correlation between SOYB and JPYUSD=X is 0.07, 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

0.07

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

0.08

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

0.07

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

0.05

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

0.04

Compare stocks, funds, or ETFs

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


Return for Risk

SOYB vs. JPYUSD=X — Risk / Return Rank

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

SOYB
SOYB Risk / Return Rank: 5252
Overall Rank
SOYB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SOYB Sortino Ratio Rank: 5656
Sortino Ratio Rank
SOYB Omega Ratio Rank: 5252
Omega Ratio Rank
SOYB Calmar Ratio Rank: 5353
Calmar Ratio Rank
SOYB Martin Ratio Rank: 4444
Martin Ratio Rank

JPYUSD=X
JPYUSD=X Risk / Return Rank: 1212
Overall Rank
JPYUSD=X Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
JPYUSD=X Sortino Ratio Rank: 1111
Sortino Ratio Rank
JPYUSD=X Omega Ratio Rank: 1010
Omega Ratio Rank
JPYUSD=X Calmar Ratio Rank: 1212
Calmar Ratio Rank
JPYUSD=X Martin Ratio Rank: 1515
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. JPYUSD=X - Risk-Adjusted Trends Comparison

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


SOYBJPYUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+2.34

Sortino ratioReturn per unit of downside risk

+3.48

Omega ratioGain probability vs. loss probability

1.25

0.84

+0.41

Calmar ratioReturn relative to maximum drawdown

2.03

-0.71

+2.73

Martin ratioReturn relative to average drawdown

5.32

-1.11

+6.43

SOYB vs. JPYUSD=X - Sharpe Ratio Comparison

The current SOYB Sharpe Ratio is 1.37, which is higher than the JPYUSD=X Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of SOYB and JPYUSD=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.


Loading charts...

Drawdowns

SOYB vs. JPYUSD=X - Drawdown Comparison

The maximum SOYB drawdown since its inception was -53.76%, roughly equal to the maximum JPYUSD=X drawdown of -53.20%. Use the drawdown chart below to compare losses from any high point for SOYB and JPYUSD=X.


Loading charts...

Drawdown Indicators


SOYBJPYUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-53.76%

-53.20%

-0.56%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-9.90%

+1.12%

Max Drawdown (3Y)

Largest decline over 3 years

-31.01%

-14.17%

-16.84%

Max Drawdown (5Y)

Largest decline over 5 years

-31.01%

-32.94%

+1.93%

Max Drawdown (10Y)

Largest decline over 10 years

-33.93%

-38.53%

+4.60%

Current Drawdown

Current decline from peak

-11.70%

-53.17%

+41.47%

Average Drawdown

Average peak-to-trough decline

-25.67%

-27.24%

+1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

6.64%

-3.28%

Volatility

SOYB vs. JPYUSD=X - Volatility Comparison

Teucrium Soybean Fund (SOYB) has a higher volatility of 4.78% compared to JPY/USD (JPYUSD=X) at 1.24%. This indicates that SOYB's price experiences larger fluctuations and is considered to be riskier than JPYUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SOYBJPYUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

1.24%

+3.54%

Volatility (6M)

Calculated over the trailing 6-month period

9.55%

4.40%

+5.15%

Volatility (1Y)

Calculated over the trailing 1-year period

12.99%

7.27%

+5.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

9.53%

+7.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.74%

8.68%

+8.06%

Frequently Asked Questions


SOYB and JPYUSD=X have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOYB has higher volatility (4.78%) compared to JPYUSD=X (1.24%). In terms of maximum drawdown, SOYB dropped -53.76% vs JPYUSD=X's -53.20%.

SOYB currently has the higher Sharpe Ratio (1.37 vs -0.96), 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.

Portfolio Optimizer

Find the right allocation for SOYB and JPYUSD=X

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer