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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 6.30% return, which is significantly lower than SOYB's 12.90% return.


TILL

1D
-1.34%
1M
-6.04%
YTD
6.30%
6M
4.59%
1Y
0.28%
3Y*
-5.51%
5Y*
10Y*

SOYB

1D
-1.00%
1M
-2.14%
YTD
12.90%
6M
6.01%
1Y
14.47%
3Y*
-0.07%
5Y*
0.26%
10Y*
1.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TILL vs. SOYB - Yearly Performance Comparison


2026 (YTD)2025202420232022
TILL
Teucrium Agricultural Strategy No K-1 ETF
6.30%-5.97%-13.98%-5.00%-12.66%
SOYB
Teucrium Soybean Fund
12.90%1.77%-20.48%-5.23%0.46%

Correlation

The correlation between TILL and SOYB is 0.63, 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

0.63

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

0.67

Correlation (All Time)
Calculated using the full available price history since May 18, 2022

0.67

The correlation between TILL and SOYB has been stable across timeframes, ranging from 0.63 to 0.67 - a consistent structural relationship.

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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: 99
Sharpe Ratio Rank
TILL Sortino Ratio Rank: 88
Sortino Ratio Rank
TILL Omega Ratio Rank: 88
Omega Ratio Rank
TILL Calmar Ratio Rank: 99
Calmar Ratio Rank
TILL Martin Ratio Rank: 99
Martin Ratio Rank

SOYB
SOYB Risk / Return Rank: 3030
Overall Rank
SOYB Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SOYB Sortino Ratio Rank: 3030
Sortino Ratio Rank
SOYB Omega Ratio Rank: 2929
Omega Ratio Rank
SOYB Calmar Ratio Rank: 3333
Calmar Ratio Rank
SOYB Martin Ratio Rank: 2828
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 ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-1.52

Omega ratioGain probability vs. loss probability

1.01

1.20

-0.19

Calmar ratioReturn relative to maximum drawdown

0.03

1.65

-1.62

Martin ratioReturn relative to average drawdown

0.05

4.06

-4.01

TILL vs. SOYB - Sharpe Ratio Comparison

The current TILL Sharpe Ratio is 0.02, which is lower than the SOYB Sharpe Ratio of 1.11. 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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Sharpe Ratios by Period


TILLSOYBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.02

1.11

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.55

0.00

-0.55

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

-8.98%

-8.78%

-0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-30.40%

-31.01%

+0.61%

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

-28.66%

-15.80%

-12.86%

Average Drawdown

Average peak-to-trough decline

-21.39%

-25.76%

+4.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.39%

3.57%

+1.82%

Volatility

TILL vs. SOYB - Volatility Comparison

Teucrium Agricultural Strategy No K-1 ETF (TILL) has a higher volatility of 5.35% compared to Teucrium Soybean Fund (SOYB) at 4.05%. 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

5.35%

4.05%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

10.19%

8.94%

+1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

12.63%

13.06%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.73%

18.00%

-3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.73%

16.98%

-2.25%

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 4.67%, 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
4.67%4.97%2.55%51.24%0.73%

Frequently Asked Questions


TILL and SOYB have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TILL has higher volatility (5.35%) compared to SOYB (4.05%). In terms of maximum drawdown, TILL dropped -33.76% vs SOYB's -53.76%.

On 3-year performance, SOYB leads with -0.07% vs -5.51% for TILL. On fees, TILL is cheaper at 0.89% per year. On volatility, SOYB has been the lower-risk option at 4.05%. 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 -0.07% return vs -5.51%. 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 4.67%, 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 (1.11 vs 0.02), 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.

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