TDW vs. SOYB

Last updated Jul 11, 2026

TDW (Tidewater Inc.) is a stock, while SOYB (Teucrium Soybean Fund) is Agricultural Commodities fund tracking the Teucrium Soybean Fund Benchmark. Over the past 10 years, TDW returned -7.74%/yr vs 2.13%/yr for SOYB. At a 0.15 correlation, their price movements are largely independent.

Performance

TDW vs. SOYB - Performance Comparison

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

Returns By Period

In the year-to-date period, TDW achieves a 45.26% return, which is significantly higher than SOYB's 15.14% return. Over the past 10 years, TDW has underperformed SOYB with an annualized return of -7.74%, while SOYB has yielded a comparatively higher 2.13% annualized return.

TDW

• 1D: 3.84%
• 1M: -1.15%
• 6M: 29.86%
• YTD: 45.26%
• 1Y: 39.46%
• 3Y*: 7.38%
• 5Y*: 43.45%
• 10Y*: -7.74%

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TDW vs. SOYB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TDW Tidewater Inc.	45.26%	-7.68%	-24.13%	95.69%	244.07%	23.96%	-55.14%	0.78%	-21.60%	-77.81%
SOYB Teucrium Soybean Fund	15.14%	1.77%	-20.48%	-5.23%	25.27%	16.85%	22.99%	-2.16%	-9.51%	-6.38%

Correlation

The correlation between TDW and SOYB is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (10Y) Calculated over the trailing 10-year period	0.15
Correlation (All Time) Calculated using the full available price history since Sep 19, 2011	0.15

Return for Risk

TDW vs. SOYB — Risk / Return Rank

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

TDW

TDW Risk / Return Rank: 69
TDW Sharpe Ratio Rank: 68
TDW Sortino Ratio Rank: 69
TDW Omega Ratio Rank: 66
TDW Calmar Ratio Rank: 71
TDW Martin Ratio Rank: 70

SOYB

SOYB Risk / Return Rank: 46
SOYB Sharpe Ratio Rank: 47
SOYB Sortino Ratio Rank: 48
SOYB Omega Ratio Rank: 46
SOYB Calmar Ratio Rank: 48
SOYB Martin Ratio Rank: 40

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.

TDW vs. SOYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tidewater Inc. (TDW) 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.

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.

	TDW	SOYB	Difference
Sharpe ratio: Return per unit of total volatility	0.70	1.31	-0.60
Sortino ratio: Return per unit of downside risk	1.46	1.96	-0.50
Omega ratio: Gain probability vs. loss probability	1.17	1.24	-0.07
Calmar ratio: Return relative to maximum drawdown	1.32	1.92	-0.60
Martin ratio: Return relative to average drawdown	2.87	5.02	-2.15

TDW vs. SOYB - Sharpe Ratio Comparison

The current TDW Sharpe Ratio is 0.70, which is lower than the SOYB Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of TDW 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.

Drawdowns

TDW vs. SOYB - Drawdown Comparison

The maximum TDW drawdown since its inception was -99.80%, which is greater than SOYB's maximum drawdown of -53.76%. Use the drawdown chart below to compare losses from any high point for TDW and SOYB.

Drawdown Indicators

	TDW	SOYB	Difference
Max Drawdown Largest peak-to-trough decline	-99.80%	-53.76%	-46.04%
Max Drawdown (1Y) Largest decline over 1 year	-29.10%	-8.78%	-20.32%
Max Drawdown (3Y) Largest decline over 3 years	-70.35%	-31.01%	-39.34%
Max Drawdown (5Y) Largest decline over 5 years	-70.35%	-31.01%	-39.34%
Max Drawdown (10Y) Largest decline over 10 years	-97.40%	-33.93%	-63.47%
Current Drawdown Current decline from peak	-96.45%	-14.12%	-82.33%
Average Drawdown Average peak-to-trough decline	-49.08%	-25.69%	-23.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.43%	3.36%	+10.07%

Volatility

TDW vs. SOYB - Volatility Comparison

Tidewater Inc. (TDW) has a higher volatility of 13.87% compared to Teucrium Soybean Fund (SOYB) at 4.42%. This indicates that TDW'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.

Volatility by Period

	TDW	SOYB	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.87%	4.42%	+9.45%
Volatility (6M) Calculated over the trailing 6-month period	31.93%	9.47%	+22.46%
Volatility (1Y) Calculated over the trailing 1-year period	54.82%	12.93%	+41.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	53.38%	17.14%	+36.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	66.30%	16.80%	+49.50%

Dividends

TDW vs. SOYB - Dividend Comparison

Neither TDW nor SOYB has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
TDW Tidewater Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.12%	0.00%	0.00%	0.04%	0.00%	14.37%

Frequently Asked Questions

Can I hold both TDW and SOYB in my portfolio?

TDW and SOYB have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TDW or SOYB?

TDW has higher volatility (13.87%) compared to SOYB (4.42%). In terms of maximum drawdown, TDW dropped -99.80% vs SOYB's -53.76%.

Which has better risk-adjusted returns?

SOYB currently has the higher Sharpe Ratio (1.31 vs 0.70), 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.