SOYB vs. MXNUSD=X
SOYB (Teucrium Soybean Fund) is Agricultural Commodities fund tracking the Teucrium Soybean Fund Benchmark, while MXNUSD=X (MXN/USD) is a currency. Over the past 10 years, SOYB returned 1.20%/yr vs 0.93%/yr for MXNUSD=X. At a 0.16 correlation, their price movements are largely independent.
Performance
SOYB vs. MXNUSD=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 MXNUSD=X's 4.58% return. Over the past 10 years, SOYB has outperformed MXNUSD=X with an annualized return of 1.20%, while MXNUSD=X has yielded a comparatively lower 0.93% 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%
MXNUSD=X
- 1D
- 0.10%
- 1M
- -0.28%
- YTD
- 4.58%
- 6M
- 4.56%
- 1Y
- 9.66%
- 3Y*
- 0.02%
- 5Y*
- 2.90%
- 10Y*
- 0.93%
SOYB vs. MXNUSD=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% |
MXNUSD=X MXN/USD | 4.58% | 15.65% | -18.53% | 14.83% | 5.29% | -3.10% | -4.83% | 3.73% | 0.35% | 5.25% |
Correlation
The correlation between SOYB and MXNUSD=X is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2011 | 0.16 |
The correlation between SOYB and MXNUSD=X shifts across timeframes, from 0.04 (1 year) to 0.16 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
SOYB vs. MXNUSD=X — Risk / Return Rank
SOYB
MXNUSD=X
SOYB vs. MXNUSD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Soybean Fund (SOYB) and MXN/USD (MXNUSD=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 | MXNUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.19 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.40 | -0.11 |
| Martin ratioReturn relative to average drawdown | 3.08 | 5.15 | -2.06 |
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Drawdowns
SOYB vs. MXNUSD=X - Drawdown Comparison
The maximum SOYB drawdown since its inception was -53.76%, smaller than the maximum MXNUSD=X drawdown of -61.16%. Use the drawdown chart below to compare losses from any high point for SOYB and MXNUSD=X.
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Drawdown Indicators
| SOYB | MXNUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.76% | -61.16% | +7.40% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -5.52% | -3.26% |
Max Drawdown (3Y)Largest decline over 3 years | -31.01% | -21.70% | -9.31% |
Max Drawdown (5Y)Largest decline over 5 years | -31.01% | -21.70% | -9.31% |
Max Drawdown (10Y)Largest decline over 10 years | -37.52% | -31.20% | -6.32% |
Current DrawdownCurrent decline from peak | -17.67% | -42.73% | +25.06% |
Average DrawdownAverage peak-to-trough decline | -25.74% | -36.86% | +11.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 1.60% | +2.06% |
Volatility
SOYB vs. MXNUSD=X - Volatility Comparison
Teucrium Soybean Fund (SOYB) has a higher volatility of 3.94% compared to MXN/USD (MXNUSD=X) at 1.95%. This indicates that SOYB's price experiences larger fluctuations and is considered to be riskier than MXNUSD=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 | MXNUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 1.95% | +1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 6.86% | +2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.16% | 7.60% | +5.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.98% | 10.45% | +7.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 12.39% | +4.57% |
Frequently Asked Questions
SOYB and MXNUSD=X have a correlation of 0.04, 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 MXNUSD=X (1.95%). In terms of maximum drawdown, SOYB dropped -53.76% vs MXNUSD=X's -61.16%.
MXNUSD=X currently has the higher Sharpe Ratio (1.01 vs 0.86), 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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