SOYB vs. NQ=F

Last updated Apr 3, 2026

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.

Performance

SOYB vs. NQ=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Soybean Fund (SOYB) and E-Mini Nasdaq 100 Futures (NQ=F). The values are adjusted to include any dividend payments, if applicable.

SOYB vs. NQ=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SOYB Teucrium Soybean Fund	11.39%	1.77%	-20.48%	-5.23%	25.27%	16.85%	22.99%	-2.16%	-9.51%	-6.38%
NQ=F E-Mini Nasdaq 100 Futures	-4.86%	19.93%	24.69%	54.45%	-32.46%	26.66%	47.22%	38.20%	-1.18%	31.76%

Returns By Period

In the year-to-date period, SOYB achieves a 11.39% return, which is significantly higher than NQ=F's -4.86% return. Over the past 10 years, SOYB has underperformed NQ=F with an annualized return of 2.99%, while NQ=F has yielded a comparatively higher 18.33% annualized return.

SOYB

• 1D: 0.04%
• 1M: 1.71%
• YTD: 11.39%
• 6M: 11.29%
• 1Y: 12.22%
• 3Y*: -3.90%
• 5Y*: 2.76%
• 10Y*: 2.99%

NQ=F

• 1D: 0.10%
• 1M: -2.17%
• YTD: -4.86%
• 6M: -3.55%
• 1Y: 22.58%
• 3Y*: 22.21%
• 5Y*: 12.71%
• 10Y*: 18.33%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SOYB vs. NQ=F — Risk / Return Rank

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

SOYB

SOYB Risk / Return Rank: 40
SOYB Sharpe Ratio Rank: 45
SOYB Sortino Ratio Rank: 45
SOYB Omega Ratio Rank: 38
SOYB Calmar Ratio Rank: 43
SOYB Martin Ratio Rank: 30

NQ=F

NQ=F Risk / Return Rank: 61
NQ=F Sharpe Ratio Rank: 57
NQ=F Sortino Ratio Rank: 59
NQ=F Omega Ratio Rank: 57
NQ=F Calmar Ratio Rank: 58
NQ=F Martin Ratio Rank: 75

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. NQ=F - Risk-Adjusted Trends 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.

	SOYB	NQ=F	Difference
Sharpe ratio Return per unit of total volatility	0.89	0.98	-0.09
Sortino ratio Return per unit of downside risk	1.33	1.55	-0.22
Omega ratio Gain probability vs. loss probability	1.17	1.22	-0.06
Calmar ratio Return relative to maximum drawdown	1.36	2.35	-0.99
Martin ratio Return relative to average drawdown	3.30	8.67	-5.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SOYB vs. NQ=F - Sharpe Ratio Comparison

The current SOYB Sharpe Ratio is 0.89, which is comparable to the NQ=F Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SOYB and NQ=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SOYB	NQ=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.89	0.98	-0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.15	0.56	-0.41
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.18	0.82	-0.65
Sharpe Ratio (All Time) Calculated using the full available price history	-0.00	0.90	-0.91

Correlation

The correlation between SOYB and NQ=F is 0.10, 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.

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.

Drawdown Indicators

	SOYB	NQ=F	Difference
Max Drawdown Largest peak-to-trough decline	-53.76%	-35.28%	-18.48%
Max Drawdown (1Y) Largest decline over 1 year	-8.78%	-11.89%	+3.11%
Max Drawdown (5Y) Largest decline over 5 years	-31.01%	-35.28%	+4.27%
Max Drawdown (10Y) Largest decline over 10 years	-38.28%	-35.28%	-3.00%
Current Drawdown Current decline from peak	-16.92%	-7.78%	-9.14%
Average Drawdown Average peak-to-trough decline	-25.88%	-5.15%	-20.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.62%	3.22%	+0.40%

Volatility

SOYB vs. NQ=F - Volatility Comparison

The current volatility for Teucrium Soybean Fund (SOYB) is 5.36%, while E-Mini Nasdaq 100 Futures (NQ=F) has a volatility of 6.01%. 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.

Volatility by Period

	SOYB	NQ=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.36%	6.01%	-0.65%
Volatility (6M) Calculated over the trailing 6-month period	9.29%	12.59%	-3.30%
Volatility (1Y) Calculated over the trailing 1-year period	13.76%	22.18%	-8.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.16%	22.47%	-4.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.08%	22.24%	-5.16%