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SOYB vs. STNG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOYB vs. STNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Soybean Fund (SOYB) and Scorpio Tankers Inc. (STNG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SOYB achieves a 15.14% return, which is significantly lower than STNG's 57.90% return. Over the past 10 years, SOYB has underperformed STNG with an annualized return of 2.13%, while STNG has yielded a comparatively higher 8.38% annualized return.


SOYB

1D
0.28%
1M
4.35%
6M
13.74%
YTD
15.14%
1Y
17.29%
3Y*
-3.42%
5Y*
2.09%
10Y*
2.13%

STNG

1D
4.03%
1M
4.14%
6M
46.43%
YTD
57.90%
1Y
79.55%
3Y*
24.33%
5Y*
34.53%
10Y*
8.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOYB vs. STNG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOYB
Teucrium Soybean Fund
15.14%1.77%-20.48%-5.23%25.27%16.85%22.99%-2.16%-9.51%-6.38%
STNG
Scorpio Tankers Inc.
57.90%6.03%-16.29%15.40%325.48%17.40%-70.74%127.09%-41.26%-31.93%

Correlation

The correlation between SOYB and STNG 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

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2011

0.10

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Return for Risk

SOYB vs. STNG — Risk / Return Rank

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

SOYB
SOYB Risk / Return Rank: 4646
Overall Rank
SOYB Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SOYB Sortino Ratio Rank: 4848
Sortino Ratio Rank
SOYB Omega Ratio Rank: 4646
Omega Ratio Rank
SOYB Calmar Ratio Rank: 4848
Calmar Ratio Rank
SOYB Martin Ratio Rank: 4040
Martin Ratio Rank

STNG
STNG Risk / Return Rank: 9090
Overall Rank
STNG Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
STNG Sortino Ratio Rank: 9191
Sortino Ratio Rank
STNG Omega Ratio Rank: 8787
Omega Ratio Rank
STNG Calmar Ratio Rank: 8989
Calmar Ratio Rank
STNG Martin Ratio Rank: 8989
Martin Ratio Rank
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. STNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Soybean Fund (SOYB) and Scorpio Tankers Inc. (STNG). 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.


SOYBSTNGDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.24

1.34

-0.10

Calmar ratioReturn relative to maximum drawdown

1.92

3.49

-1.57

Martin ratioReturn relative to average drawdown

5.02

8.91

-3.89

SOYB vs. STNG - Sharpe Ratio Comparison

The current SOYB Sharpe Ratio is 1.31, which is lower than the STNG Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of SOYB and STNG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SOYB vs. STNG - Drawdown Comparison

The maximum SOYB drawdown since its inception was -53.76%, smaller than the maximum STNG drawdown of -91.13%. Use the drawdown chart below to compare losses from any high point for SOYB and STNG.


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Drawdown Indicators


SOYBSTNGDifference

Max Drawdown

Largest peak-to-trough decline

-53.76%

-91.13%

+37.37%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-22.74%

+13.96%

Max Drawdown (3Y)

Largest decline over 3 years

-31.01%

-60.97%

+29.96%

Max Drawdown (5Y)

Largest decline over 5 years

-31.01%

-60.97%

+29.96%

Max Drawdown (10Y)

Largest decline over 10 years

-33.93%

-81.67%

+47.74%

Current Drawdown

Current decline from peak

-14.12%

-8.12%

-6.00%

Average Drawdown

Average peak-to-trough decline

-25.69%

-49.15%

+23.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

8.90%

-5.54%

Volatility

SOYB vs. STNG - Volatility Comparison

The current volatility for Teucrium Soybean Fund (SOYB) is 4.42%, while Scorpio Tankers Inc. (STNG) has a volatility of 12.53%. This indicates that SOYB experiences smaller price fluctuations and is considered to be less risky than STNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOYBSTNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

12.53%

-8.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.47%

28.31%

-18.84%

Volatility (1Y)

Calculated over the trailing 1-year period

12.93%

38.59%

-25.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.14%

45.01%

-27.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.80%

54.21%

-37.41%

Dividends

SOYB vs. STNG - Dividend Comparison

SOYB has not paid dividends to shareholders, while STNG's dividend yield for the trailing twelve months is around 2.17%.


PositionTTM20252024202320222021202020192018201720162015
SOYB
Teucrium Soybean Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
STNG
Scorpio Tankers Inc.
2.17%3.19%3.22%1.73%0.74%3.12%3.57%1.02%2.27%1.31%11.04%6.17%

Frequently Asked Questions


SOYB and STNG 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.

STNG has higher volatility (12.53%) compared to SOYB (4.42%). In terms of maximum drawdown, SOYB dropped -53.76% vs STNG's -91.13%.

STNG currently has the higher Sharpe Ratio (2.12 vs 1.31), 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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