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TILL vs. SOYB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TILL vs. SOYB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Agricultural Strategy No K-1 ETF (TILL) and Teucrium Soybean Fund (SOYB). The values are adjusted to include any dividend payments, if applicable.

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TILL vs. SOYB - Yearly Performance Comparison


2026 (YTD)2025202420232022
TILL
Teucrium Agricultural Strategy No K-1 ETF
8.82%-5.97%-13.98%-5.00%-12.66%
SOYB
Teucrium Soybean Fund
11.39%1.77%-20.48%-5.23%0.46%

Returns By Period

In the year-to-date period, TILL achieves a 8.82% return, which is significantly lower than SOYB's 11.39% return.


TILL

1D
-0.17%
1M
4.82%
YTD
8.82%
6M
6.30%
1Y
-0.98%
3Y*
-5.59%
5Y*
10Y*

SOYB

1D
0.04%
1M
1.71%
YTD
11.39%
6M
11.29%
1Y
12.22%
3Y*
-3.90%
5Y*
2.76%
10Y*
2.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TILL vs. SOYB - Expense Ratio Comparison

TILL has a 0.89% expense ratio, which is lower than SOYB's 1.88% expense ratio.


Return for Risk

TILL vs. SOYB — Risk / Return Rank

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

TILL
TILL Risk / Return Rank: 99
Overall Rank
TILL Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TILL Sortino Ratio Rank: 88
Sortino Ratio Rank
TILL Omega Ratio Rank: 99
Omega Ratio Rank
TILL Calmar Ratio Rank: 99
Calmar Ratio Rank
TILL Martin Ratio Rank: 99
Martin Ratio Rank

SOYB
SOYB Risk / Return Rank: 4040
Overall Rank
SOYB Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SOYB Sortino Ratio Rank: 4545
Sortino Ratio Rank
SOYB Omega Ratio Rank: 3838
Omega Ratio Rank
SOYB Calmar Ratio Rank: 4343
Calmar Ratio Rank
SOYB Martin Ratio Rank: 3030
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.

TILL vs. SOYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Strategy No K-1 ETF (TILL) 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.


TILLSOYBDifference

Sharpe ratio

Return per unit of total volatility

-0.09

0.89

-0.98

Sortino ratio

Return per unit of downside risk

-0.04

1.33

-1.37

Omega ratio

Gain probability vs. loss probability

1.00

1.17

-0.17

Calmar ratio

Return relative to maximum drawdown

-0.07

1.36

-1.43

Martin ratio

Return relative to average drawdown

-0.12

3.30

-3.41

TILL vs. SOYB - Sharpe Ratio Comparison

The current TILL Sharpe Ratio is -0.09, which is lower than the SOYB Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of TILL and SOYB, 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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Sharpe Ratios by Period


TILLSOYBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

0.89

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.54

-0.00

-0.53

Correlation

The correlation between TILL and SOYB is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TILL vs. SOYB - Dividend Comparison

TILL's dividend yield for the trailing twelve months is around 4.56%, while SOYB has not paid dividends to shareholders.


TTM2025202420232022
TILL
Teucrium Agricultural Strategy No K-1 ETF
4.56%4.97%2.55%51.24%0.73%
SOYB
Teucrium Soybean Fund
0.00%0.00%0.00%0.00%0.00%

Drawdowns

TILL vs. SOYB - Drawdown Comparison

The maximum TILL drawdown since its inception was -33.76%, smaller than the maximum SOYB drawdown of -53.76%. Use the drawdown chart below to compare losses from any high point for TILL and SOYB.


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Drawdown Indicators


TILLSOYBDifference

Max Drawdown

Largest peak-to-trough decline

-33.76%

-53.76%

+20.00%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

-8.78%

-1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-31.01%

Max Drawdown (10Y)

Largest decline over 10 years

-38.28%

Current Drawdown

Current decline from peak

-26.97%

-16.92%

-10.05%

Average Drawdown

Average peak-to-trough decline

-21.15%

-25.88%

+4.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.33%

3.62%

+2.71%

Volatility

TILL vs. SOYB - Volatility Comparison

Teucrium Agricultural Strategy No K-1 ETF (TILL) has a higher volatility of 5.78% compared to Teucrium Soybean Fund (SOYB) at 5.36%. This indicates that TILL'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


TILLSOYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

5.36%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

8.55%

9.29%

-0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

11.56%

13.76%

-2.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.64%

18.16%

-3.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.64%

17.08%

-2.44%