SOYB vs. NQ=F
Compare and contrast key facts about Teucrium Soybean Fund (SOYB) and E-Mini Nasdaq 100 Futures (NQ=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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SOYB or NQ=F.
Correlation
The correlation between SOYB and NQ=F is 0.13, 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.
Performance
SOYB vs. NQ=F - Performance Comparison
Key characteristics
SOYB:
-0.81
NQ=F:
0.22
SOYB:
-1.10
NQ=F:
0.50
SOYB:
0.88
NQ=F:
1.07
SOYB:
-0.44
NQ=F:
0.25
SOYB:
-0.89
NQ=F:
0.82
SOYB:
15.27%
NQ=F:
6.94%
SOYB:
16.70%
NQ=F:
24.78%
SOYB:
-53.76%
NQ=F:
-35.28%
SOYB:
-26.20%
NQ=F:
-11.17%
Returns By Period
In the year-to-date period, SOYB achieves a 0.70% return, which is significantly higher than NQ=F's -6.88% return. Over the past 10 years, SOYB has underperformed NQ=F with an annualized return of 1.02%, while NQ=F has yielded a comparatively higher 15.79% annualized return.
SOYB
0.70%
-0.55%
0.37%
-12.75%
9.53%
1.02%
NQ=F
-6.88%
0.82%
-1.92%
13.35%
17.27%
15.79%
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Risk-Adjusted Performance
SOYB vs. NQ=F — Risk-Adjusted Performance Rank
SOYB
NQ=F
SOYB vs. NQ=F - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Soybean Fund (SOYB) and E-Mini Nasdaq 100 Futures (NQ=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.
Drawdowns
SOYB vs. NQ=F - Drawdown Comparison
The maximum SOYB drawdown since its inception was -53.76%, which is greater than NQ=F's maximum drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for SOYB and NQ=F. For additional features, visit the drawdowns tool.
Volatility
SOYB vs. NQ=F - Volatility Comparison
The current volatility for Teucrium Soybean Fund (SOYB) is 5.21%, while E-Mini Nasdaq 100 Futures (NQ=F) has a volatility of 16.49%. This indicates that SOYB experiences smaller price fluctuations and is considered to be less risky than NQ=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.