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TILL vs. SOYB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, TILL achieves a 8.16% return, which is significantly lower than SOYB's 15.10% return.


TILL

1D
-0.92%
1M
3.21%
6M
7.87%
YTD
8.16%
1Y
6.13%
3Y*
-6.08%
5Y*
10Y*
ALL TIME*
-7.05%

SOYB

1D
-0.08%
1M
2.95%
6M
13.13%
YTD
15.10%
1Y
18.62%
3Y*
-3.34%
5Y*
1.71%
10Y*
3.22%
ALL TIME*
0.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.57M$2.15M$2.74M
$881.52K$637.13K$1.68M

TILL vs. SOYB - Yearly Performance Comparison


2026 (YTD)2025202420232022
TILL
Teucrium Agricultural Strategy No K-1 ETF
8.16%-5.97%-13.98%-5.00%-11.52%
SOYB
Teucrium Soybean Fund
15.10%1.77%-20.48%-5.23%1.64%

Correlation

The correlation between TILL and SOYB is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.65

Correlation (3Y)
Balances recent behavior with more history.

0.67

Correlation (All Time)
Calculated using the full available price history since May 17, 2022

0.68

The correlation between TILL and SOYB has been stable across timeframes, ranging from 0.65 to 0.68 - a consistent structural relationship.

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Return for Risk

TILL vs. SOYB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TILL
TILL Risk / Return Rank: 2121
Overall Rank
TILL Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TILL Sortino Ratio Rank: 2121
Sortino Ratio Rank
TILL Omega Ratio Rank: 1919
Omega Ratio Rank
TILL Calmar Ratio Rank: 2121
Calmar Ratio Rank
TILL Martin Ratio Rank: 2222
Martin Ratio Rank

SOYB
SOYB Risk / Return Rank: 5858
Overall Rank
SOYB Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SOYB Sortino Ratio Rank: 6060
Sortino Ratio Rank
SOYB Omega Ratio Rank: 5959
Omega Ratio Rank
SOYB Calmar Ratio Rank: 6161
Calmar Ratio Rank
SOYB Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.


TILLSOYBDifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.08

1.25

-0.17

Calmar ratioReturn relative to maximum drawdown

0.59

2.13

-1.53

Martin ratioReturn relative to average drawdown

1.54

5.60

-4.06

TILL vs. SOYB - Sharpe Ratio Comparison

The current TILL Sharpe Ratio is 0.45, which is lower than the SOYB Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of TILL 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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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

-9.87%

-8.78%

-1.09%

Max Drawdown (3Y)

Largest decline over 3 years

-25.33%

-30.61%

+5.28%

Max Drawdown (5Y)

Largest decline over 5 years

-31.01%

Max Drawdown (10Y)

Largest decline over 10 years

-33.93%

Current Drawdown

Current decline from peak

-27.41%

-14.16%

-13.25%

Average Drawdown

Average peak-to-trough decline

-21.63%

-25.64%

+4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.80%

3.33%

+0.47%

Volatility

TILL vs. SOYB - Volatility Comparison

Teucrium Agricultural Strategy No K-1 ETF (TILL) and Teucrium Soybean Fund (SOYB) have volatilities of 5.26% and 5.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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

5.26%

5.47%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

11.28%

10.13%

+1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

13.07%

13.37%

-0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.76%

17.12%

-2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.76%

16.70%

-1.94%

TILL vs. SOYB - Expense Ratio Comparison

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


Dividends

TILL vs. SOYB - Dividend Comparison

TILL's dividend yield for the trailing twelve months is around 4.59%, while SOYB has not paid dividends to shareholders.


PositionTTM2025202420232022
SOYB
Teucrium Soybean Fund
0.00%0.00%0.00%0.00%0.00%
TILL
Teucrium Agricultural Strategy No K-1 ETF
4.59%4.97%2.55%51.24%0.73%

Frequently Asked Questions


TILL and SOYB have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOYB has higher volatility (5.47%) compared to TILL (5.26%). In terms of maximum drawdown, TILL dropped -33.76% vs SOYB's -53.76%.

On 3-year performance, SOYB leads with -3.34% vs -6.08% for TILL. On fees, TILL is cheaper at 0.89% per year. On volatility, TILL has been the lower-risk option at 5.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SOYB has performed better with a -3.34% return vs -6.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TILL is cheaper with a 0.89% expense ratio, compared with 1.88% for SOYB.

TILL has the higher dividend yield at 4.59%, compared with 0.00% for SOYB.

TILL is categorized as Commodities, while SOYB is Agricultural Commodities. Their fees differ too: 0.89% for TILL and 1.88% for SOYB.

SOYB currently has the higher Sharpe Ratio (1.40 vs 0.45), 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

Find the right allocation for TILL and SOYB

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