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TAGS vs. SOYB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TAGS vs. SOYB - Performance Comparison

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

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Returns By Period

In the year-to-date period, TAGS achieves a 7.40% return, which is significantly lower than SOYB's 14.04% return. Over the past 10 years, TAGS has underperformed SOYB with an annualized return of -1.63%, while SOYB has yielded a comparatively higher 1.96% annualized return.


TAGS

1D
-0.67%
1M
-3.24%
YTD
7.40%
6M
4.41%
1Y
1.21%
3Y*
-6.70%
5Y*
-0.87%
10Y*
-1.63%

SOYB

1D
-0.84%
1M
-0.08%
YTD
14.04%
6M
6.40%
1Y
15.85%
3Y*
0.27%
5Y*
0.76%
10Y*
1.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TAGS vs. SOYB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TAGS
Teucrium Agricultural Fund
7.40%-8.76%-14.57%-6.11%16.25%27.05%8.19%-4.53%-7.10%-13.94%
SOYB
Teucrium Soybean Fund
14.04%1.77%-20.48%-5.23%25.27%16.85%22.99%-2.16%-9.51%-6.38%

Correlation

The correlation between TAGS and SOYB is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

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

0.68

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

0.53

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2012

0.41

Over the past year, TAGS and SOYB have become more correlated (0.66) than their long-term average of 0.41, meaning their price movements have been converging.

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Return for Risk

TAGS vs. SOYB — Risk / Return Rank

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

TAGS
TAGS Risk / Return Rank: 99
Overall Rank
TAGS Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TAGS Sortino Ratio Rank: 99
Sortino Ratio Rank
TAGS Omega Ratio Rank: 99
Omega Ratio Rank
TAGS Calmar Ratio Rank: 99
Calmar Ratio Rank
TAGS Martin Ratio Rank: 99
Martin Ratio Rank

SOYB
SOYB Risk / Return Rank: 3333
Overall Rank
SOYB Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SOYB Sortino Ratio Rank: 3434
Sortino Ratio Rank
SOYB Omega Ratio Rank: 3333
Omega Ratio Rank
SOYB Calmar Ratio Rank: 3535
Calmar Ratio Rank
SOYB Martin Ratio Rank: 2929
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.

TAGS vs. SOYB - Risk-Adjusted Trends Comparison

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


TAGSSOYBDifference

Sharpe ratio

Return per unit of total volatility

0.10

1.22

-1.13

Sortino ratio

Return per unit of downside risk

0.23

1.79

-1.56

Omega ratio

Gain probability vs. loss probability

1.03

1.22

-0.19

Calmar ratio

Return relative to maximum drawdown

0.02

1.74

-1.73

Martin ratio

Return relative to average drawdown

0.03

4.29

-4.26

TAGS vs. SOYB - Sharpe Ratio Comparison

The current TAGS Sharpe Ratio is 0.10, which is lower than the SOYB Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of TAGS and SOYB, 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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Sharpe Ratios by Period


TAGSSOYBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

1.22

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.04

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

0.12

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

0.01

-0.23

Drawdowns

TAGS vs. SOYB - Drawdown Comparison

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


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Drawdown Indicators


TAGSSOYBDifference

Max Drawdown

Largest peak-to-trough decline

-76.40%

-53.76%

-22.64%

Max Drawdown (1Y)

Largest decline over 1 year

-10.07%

-8.78%

-1.29%

Max Drawdown (3Y)

Largest decline over 3 years

-33.59%

-31.01%

-2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

-31.01%

-6.59%

Max Drawdown (10Y)

Largest decline over 10 years

-47.30%

-38.28%

-9.02%

Current Drawdown

Current decline from peak

-63.25%

-14.94%

-48.31%

Average Drawdown

Average peak-to-trough decline

-57.22%

-25.76%

-31.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.87%

3.57%

+2.30%

Volatility

TAGS vs. SOYB - Volatility Comparison

Teucrium Agricultural Fund (TAGS) has a higher volatility of 5.60% compared to Teucrium Soybean Fund (SOYB) at 4.09%. This indicates that TAGS's price experiences larger fluctuations and is considered to be riskier than SOYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TAGSSOYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

4.09%

+1.51%

Volatility (6M)

Calculated over the trailing 6-month period

10.07%

8.90%

+1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

12.60%

13.03%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.58%

18.00%

-1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

16.98%

+1.06%

TAGS vs. SOYB - Expense Ratio Comparison

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


Dividends

TAGS vs. SOYB - Dividend Comparison

Neither TAGS nor SOYB has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


TAGS and SOYB have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TAGS has higher volatility (5.60%) compared to SOYB (4.09%). In terms of maximum drawdown, TAGS dropped -76.40% vs SOYB's -53.76%.

On 10-year performance, SOYB leads with 1.96% vs -1.63% for TAGS. On fees, TAGS is cheaper at 0.21% per year. On volatility, SOYB has been the lower-risk option at 4.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SOYB has performed better with a 1.96% return vs -1.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TAGS is cheaper with a 0.21% expense ratio, compared with 1.88% for SOYB.

TAGS and SOYB have nearly identical dividend yields, around 0.00%.

TAGS tracks Teucrium TAGS Index, while SOYB tracks Teucrium Soybean Fund Benchmark. Their fees differ too: 0.21% for TAGS and 1.88% for SOYB.

SOYB currently has the higher Sharpe Ratio (1.22 vs 0.10), 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.

Portfolio Optimizer

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