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 1.20%/yr vs -4.05%/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 10.38% return, which is significantly higher than JPYUSD=X's -2.23% return. Over the past 10 years, SOYB has outperformed JPYUSD=X with an annualized return of 1.20%, while JPYUSD=X has yielded a comparatively lower -4.05% annualized return.
SOYB
- 1D
- 0.04%
- 1M
- -4.85%
- YTD
- 10.38%
- 6M
- 7.15%
- 1Y
- 11.25%
- 3Y*
- -2.26%
- 5Y*
- -0.20%
- 10Y*
- 1.20%
JPYUSD=X
- 1D
- -0.18%
- 1M
- -1.52%
- YTD
- -2.23%
- 6M
- -2.74%
- 1Y
- -10.40%
- 3Y*
- -4.35%
- 5Y*
- -7.30%
- 10Y*
- -4.05%
SOYB vs. JPYUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOYB Teucrium Soybean Fund | 10.38% | 1.77% | -20.48% | -5.23% | 25.27% | 16.85% | 22.99% | -2.16% | -9.51% | -6.38% |
JPYUSD=X JPY/USD | -2.23% | 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 | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
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 | +1.99 | ||
| Sortino ratioReturn per unit of downside risk | +2.96 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.82 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | -0.79 | +2.08 |
| Martin ratioReturn relative to average drawdown | 3.08 | -1.16 | +4.25 |
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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 -52.96%. 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% | -52.96% | -0.80% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -10.68% | +1.90% |
Max Drawdown (3Y)Largest decline over 3 years | -31.01% | -14.63% | -16.38% |
Max Drawdown (5Y)Largest decline over 5 years | -31.01% | -32.59% | +1.58% |
Max Drawdown (10Y)Largest decline over 10 years | -37.52% | -38.21% | +0.69% |
Current DrawdownCurrent decline from peak | -17.67% | -52.52% | +34.85% |
Average DrawdownAverage peak-to-trough decline | -25.74% | -26.91% | +1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 6.15% | -2.49% |
Volatility
SOYB vs. JPYUSD=X - Volatility Comparison
Teucrium Soybean Fund (SOYB) has a higher volatility of 3.94% compared to JPY/USD (JPYUSD=X) at 0.69%. 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 | 3.94% | 0.69% | +3.25% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 5.49% | +3.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.16% | 7.51% | +5.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.98% | 9.56% | +8.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 8.89% | +8.07% |
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 (3.94%) compared to JPYUSD=X (0.69%). In terms of maximum drawdown, SOYB dropped -53.76% vs JPYUSD=X's -52.96%.
SOYB currently has the higher Sharpe Ratio (0.86 vs -1.13), 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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