PortfoliosLab logo
WEAT vs. SOYB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WEAT and SOYB is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

WEAT vs. SOYB - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-81.20%
-10.88%
WEAT
SOYB

Key characteristics

Sharpe Ratio

WEAT:

-0.75

SOYB:

-0.73

Sortino Ratio

WEAT:

-1.05

SOYB:

-0.97

Omega Ratio

WEAT:

0.89

SOYB:

0.89

Calmar Ratio

WEAT:

-0.20

SOYB:

-0.39

Martin Ratio

WEAT:

-0.79

SOYB:

-0.80

Ulcer Index

WEAT:

20.87%

SOYB:

15.09%

Daily Std Dev

WEAT:

21.88%

SOYB:

16.71%

Max Drawdown

WEAT:

-81.78%

SOYB:

-53.76%

Current Drawdown

WEAT:

-81.78%

SOYB:

-25.35%

Returns By Period

In the year-to-date period, WEAT achieves a -4.15% return, which is significantly lower than SOYB's 1.86% return. Over the past 10 years, WEAT has underperformed SOYB with an annualized return of -7.54%, while SOYB has yielded a comparatively higher 1.13% annualized return.


WEAT

YTD

-4.15%

1M

-3.35%

6M

-11.32%

1Y

-19.65%

5Y*

-3.30%

10Y*

-7.54%

SOYB

YTD

1.86%

1M

3.31%

6M

0.83%

1Y

-12.16%

5Y*

10.27%

10Y*

1.13%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WEAT vs. SOYB - Expense Ratio Comparison

WEAT has a 1.91% expense ratio, which is higher than SOYB's 1.88% expense ratio.


Expense ratio chart for WEAT: current value is 1.91%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
WEAT: 1.91%
Expense ratio chart for SOYB: current value is 1.88%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SOYB: 1.88%

Risk-Adjusted Performance

WEAT vs. SOYB — Risk-Adjusted Performance Rank

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

WEAT
The Risk-Adjusted Performance Rank of WEAT is 55
Overall Rank
The Sharpe Ratio Rank of WEAT is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of WEAT is 11
Sortino Ratio Rank
The Omega Ratio Rank of WEAT is 22
Omega Ratio Rank
The Calmar Ratio Rank of WEAT is 1010
Calmar Ratio Rank
The Martin Ratio Rank of WEAT is 99
Martin Ratio Rank

SOYB
The Risk-Adjusted Performance Rank of SOYB is 44
Overall Rank
The Sharpe Ratio Rank of SOYB is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of SOYB is 22
Sortino Ratio Rank
The Omega Ratio Rank of SOYB is 22
Omega Ratio Rank
The Calmar Ratio Rank of SOYB is 44
Calmar Ratio Rank
The Martin Ratio Rank of SOYB is 99
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WEAT vs. SOYB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Wheat Fund (WEAT) 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.


The chart of Sharpe ratio for WEAT, currently valued at -0.75, compared to the broader market-1.000.001.002.003.004.00
WEAT: -0.75
SOYB: -0.73
The chart of Sortino ratio for WEAT, currently valued at -1.05, compared to the broader market-2.000.002.004.006.008.00
WEAT: -1.05
SOYB: -0.97
The chart of Omega ratio for WEAT, currently valued at 0.89, compared to the broader market0.501.001.502.00
WEAT: 0.89
SOYB: 0.89
The chart of Calmar ratio for WEAT, currently valued at -0.20, compared to the broader market0.002.004.006.008.0010.0012.00
WEAT: -0.20
SOYB: -0.39
The chart of Martin ratio for WEAT, currently valued at -0.79, compared to the broader market0.0020.0040.0060.00
WEAT: -0.79
SOYB: -0.80

The current WEAT Sharpe Ratio is -0.75, which is comparable to the SOYB Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of WEAT 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.


Rolling 12-month Sharpe Ratio-2.00-1.50-1.00-0.500.00NovemberDecember2025FebruaryMarchApril
-0.75
-0.73
WEAT
SOYB

Dividends

WEAT vs. SOYB - Dividend Comparison

Neither WEAT nor SOYB has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WEAT vs. SOYB - Drawdown Comparison

The maximum WEAT drawdown since its inception was -81.78%, which is greater than SOYB's maximum drawdown of -53.76%. Use the drawdown chart below to compare losses from any high point for WEAT and SOYB. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-81.78%
-25.35%
WEAT
SOYB

Volatility

WEAT vs. SOYB - Volatility Comparison

Teucrium Wheat Fund (WEAT) and Teucrium Soybean Fund (SOYB) have volatilities of 5.29% and 5.45%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
5.29%
5.45%
WEAT
SOYB