PortfoliosLab logoPortfoliosLab logo
SOYO.L vs. CATL.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SOYO.L vs. CATL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Soybean Oil (SOYO.L) and WisdomTree Live Cattle (CATL.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SOYO.L vs. CATL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOYO.L
WisdomTree Soybean Oil
35.87%20.93%-16.19%-20.85%31.60%49.66%13.00%19.09%-18.74%-9.81%
CATL.L
WisdomTree Live Cattle
7.06%30.08%17.70%10.29%1.56%-0.70%-19.53%0.24%1.47%6.97%

Returns By Period

In the year-to-date period, SOYO.L achieves a 35.87% return, which is significantly higher than CATL.L's 7.06% return. Over the past 10 years, SOYO.L has outperformed CATL.L with an annualized return of 7.33%, while CATL.L has yielded a comparatively lower 4.39% annualized return.


SOYO.L

1D
-1.99%
1M
6.82%
YTD
35.87%
6M
32.56%
1Y
41.55%
3Y*
8.75%
5Y*
11.31%
10Y*
7.33%

CATL.L

1D
1.12%
1M
7.20%
YTD
7.06%
6M
6.18%
1Y
27.59%
3Y*
20.46%
5Y*
12.31%
10Y*
4.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SOYO.L vs. CATL.L - Expense Ratio Comparison

Both SOYO.L and CATL.L have an expense ratio of 0.49%.


Return for Risk

SOYO.L vs. CATL.L — Risk / Return Rank

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

SOYO.L
SOYO.L Risk / Return Rank: 7676
Overall Rank
SOYO.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SOYO.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
SOYO.L Omega Ratio Rank: 7777
Omega Ratio Rank
SOYO.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
SOYO.L Martin Ratio Rank: 4949
Martin Ratio Rank

CATL.L
CATL.L Risk / Return Rank: 6868
Overall Rank
CATL.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CATL.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
CATL.L Omega Ratio Rank: 7272
Omega Ratio Rank
CATL.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
CATL.L Martin Ratio Rank: 5353
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.

SOYO.L vs. CATL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Soybean Oil (SOYO.L) and WisdomTree Live Cattle (CATL.L). 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.


SOYO.LCATL.LDifference

Sharpe ratio

Return per unit of total volatility

1.75

1.55

+0.20

Sortino ratio

Return per unit of downside risk

2.48

1.99

+0.49

Omega ratio

Gain probability vs. loss probability

1.31

1.28

+0.02

Calmar ratio

Return relative to maximum drawdown

2.54

1.65

+0.89

Martin ratio

Return relative to average drawdown

5.33

5.48

-0.15

SOYO.L vs. CATL.L - Sharpe Ratio Comparison

The current SOYO.L Sharpe Ratio is 1.75, which is comparable to the CATL.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of SOYO.L and CATL.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SOYO.LCATL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

1.55

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

1.10

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.32

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

-0.04

+0.13

Correlation

The correlation between SOYO.L and CATL.L 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.


Dividends

SOYO.L vs. CATL.L - Dividend Comparison

Neither SOYO.L nor CATL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SOYO.L vs. CATL.L - Drawdown Comparison

The maximum SOYO.L drawdown since its inception was -81.90%, which is greater than CATL.L's maximum drawdown of -60.08%. Use the drawdown chart below to compare losses from any high point for SOYO.L and CATL.L.


Loading graphics...

Drawdown Indicators


SOYO.LCATL.LDifference

Max Drawdown

Largest peak-to-trough decline

-81.90%

-60.08%

-21.82%

Max Drawdown (1Y)

Largest decline over 1 year

-15.05%

-15.78%

+0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-46.60%

-15.78%

-30.82%

Max Drawdown (10Y)

Largest decline over 10 years

-46.60%

-42.23%

-4.37%

Current Drawdown

Current decline from peak

-37.68%

-10.07%

-27.61%

Average Drawdown

Average peak-to-trough decline

-57.32%

-35.90%

-21.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.17%

4.74%

+2.43%

Volatility

SOYO.L vs. CATL.L - Volatility Comparison

WisdomTree Soybean Oil (SOYO.L) has a higher volatility of 8.17% compared to WisdomTree Live Cattle (CATL.L) at 5.30%. This indicates that SOYO.L's price experiences larger fluctuations and is considered to be riskier than CATL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SOYO.LCATL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.17%

5.30%

+2.87%

Volatility (6M)

Calculated over the trailing 6-month period

14.44%

13.77%

+0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

23.81%

17.72%

+6.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.08%

17.15%

+12.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.17%

26.10%

-0.93%