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.
Key characteristics
| SOYB | NQ=F | |
|---|---|---|
| YTD Return | -21.18% | 22.55% |
| 1Y Return | -26.20% | 31.30% |
| 3Y Return (Ann) | -0.99% | 8.46% |
| 5Y Return (Ann) | 6.60% | 19.68% |
| 10Y Return (Ann) | 0.03% | 17.14% |
| Sharpe Ratio | -1.70 | 1.62 |
| Sortino Ratio | -2.49 | 2.22 |
| Omega Ratio | 0.74 | 1.30 |
| Calmar Ratio | -0.94 | 1.99 |
| Martin Ratio | -1.53 | 6.78 |
| Ulcer Index | 17.20% | 4.12% |
| Daily Std Dev | 15.47% | 16.97% |
| Max Drawdown | -53.76% | -35.28% |
| Current Drawdown | -27.36% | -1.74% |
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.
Performance
SOYB vs. NQ=F - Performance Comparison
In the year-to-date period, SOYB achieves a -21.18% return, which is significantly lower than NQ=F's 22.55% return. Over the past 10 years, SOYB has underperformed NQ=F with an annualized return of 0.03%, while NQ=F has yielded a comparatively higher 17.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
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 3.77%, while E-Mini Nasdaq 100 Futures (NQ=F) has a volatility of 5.03%. 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.