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SOYB vs. TAGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SOYB and TAGS is 0.06, 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. TAGS - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SOYB:

-0.88

TAGS:

-1.05

Sortino Ratio

SOYB:

-1.31

TAGS:

-1.64

Omega Ratio

SOYB:

0.86

TAGS:

0.83

Calmar Ratio

SOYB:

-0.51

TAGS:

-0.23

Martin Ratio

SOYB:

-1.15

TAGS:

-1.44

Ulcer Index

SOYB:

13.79%

TAGS:

10.28%

Daily Std Dev

SOYB:

16.65%

TAGS:

12.45%

Max Drawdown

SOYB:

-53.76%

TAGS:

-76.40%

Current Drawdown

SOYB:

-26.24%

TAGS:

-63.32%

Returns By Period

In the year-to-date period, SOYB achieves a 0.65% return, which is significantly higher than TAGS's -2.19% return. Over the past 10 years, SOYB has outperformed TAGS with an annualized return of 1.43%, while TAGS has yielded a comparatively lower -1.30% annualized return.


SOYB

YTD

0.65%

1M

-0.05%

6M

1.98%

1Y

-14.44%

3Y*

-8.40%

5Y*

9.62%

10Y*

1.43%

TAGS

YTD

-2.19%

1M

-0.77%

6M

-2.42%

1Y

-12.87%

3Y*

-10.50%

5Y*

8.28%

10Y*

-1.30%

*Annualized

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Teucrium Soybean Fund

Teucrium Agricultural Fund

SOYB vs. TAGS - Expense Ratio Comparison

SOYB has a 1.88% expense ratio, which is higher than TAGS's 0.21% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SOYB vs. TAGS — Risk-Adjusted Performance Rank

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

SOYB
The Risk-Adjusted Performance Rank of SOYB is 22
Overall Rank
The Sharpe Ratio Rank of SOYB is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of SOYB is 11
Sortino Ratio Rank
The Omega Ratio Rank of SOYB is 11
Omega Ratio Rank
The Calmar Ratio Rank of SOYB is 22
Calmar Ratio Rank
The Martin Ratio Rank of SOYB is 44
Martin Ratio Rank

TAGS
The Risk-Adjusted Performance Rank of TAGS is 22
Overall Rank
The Sharpe Ratio Rank of TAGS is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of TAGS is 00
Sortino Ratio Rank
The Omega Ratio Rank of TAGS is 00
Omega Ratio Rank
The Calmar Ratio Rank of TAGS is 77
Calmar Ratio Rank
The Martin Ratio Rank of TAGS is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SOYB vs. TAGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Soybean Fund (SOYB) and Teucrium Agricultural Fund (TAGS). 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.


The current SOYB Sharpe Ratio is -0.88, which is comparable to the TAGS Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of SOYB and TAGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SOYB vs. TAGS - Dividend Comparison

Neither SOYB nor TAGS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SOYB vs. TAGS - Drawdown Comparison

The maximum SOYB drawdown since its inception was -53.76%, smaller than the maximum TAGS drawdown of -76.40%. Use the drawdown chart below to compare losses from any high point for SOYB and TAGS.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SOYB vs. TAGS - Volatility Comparison

Teucrium Soybean Fund (SOYB) has a higher volatility of 4.06% compared to Teucrium Agricultural Fund (TAGS) at 2.79%. This indicates that SOYB's price experiences larger fluctuations and is considered to be riskier than TAGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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