SOYB vs. JPYUSD=X
SOYB (Teucrium Soybean Fund) is Agricultural Commodities fund tracking the Teucrium Soybean Fund Benchmark, while JPYUSD=X (JPY/USD) is a currency. Over the past 10 years, SOYB returned 3.18%/yr vs -4.16%/yr for JPYUSD=X. At a 0.04 correlation, their price movements are largely independent.
Performance
SOYB vs. JPYUSD=X - Performance Comparison
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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%
SOYB vs. JPYUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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 |
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Return for Risk
SOYB vs. JPYUSD=X — Risk / Return Rank
SOYB
JPYUSD=X
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.
| SOYB | JPYUSD=X | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| SOYB | JPYUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -11.70% | -53.17% | +41.47% |
Average DrawdownAverage peak-to-trough decline | -25.67% | -27.24% | +1.57% |
Ulcer IndexDepth 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.
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Volatility by Period
| SOYB | JPYUSD=X | Difference | |
|---|---|---|---|
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.
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