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CAMT vs. CANE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CAMT vs. CANE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Camtek Ltd. (CAMT) and Teucrium Sugar Fund (CANE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CAMT achieves a 24.56% return, which is significantly higher than CANE's -1.38% return. Over the past 10 years, CAMT has outperformed CANE with an annualized return of 48.82%, while CANE has yielded a comparatively lower -2.68% annualized return.


CAMT

1D
-3.48%
1M
-7.05%
6M
-9.60%
YTD
24.56%
1Y
38.70%
3Y*
41.97%
5Y*
29.20%
10Y*
48.82%
ALL TIME*
12.66%

CANE

1D
0.94%
1M
-1.54%
6M
4.11%
YTD
-1.38%
1Y
-11.17%
3Y*
-10.64%
5Y*
2.41%
10Y*
-2.68%
ALL TIME*
-6.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$71.36M$73.47M$86.04M
$1.32M$1.65M$3.43M

CAMT vs. CANE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CAMT
Camtek Ltd.
24.56%31.66%18.33%215.94%-52.30%110.13%102.31%63.19%20.41%77.72%
CANE
Teucrium Sugar Fund
-1.38%-14.65%-7.79%30.06%3.59%36.30%-3.85%-0.97%-27.52%-24.76%

Correlation

The correlation between CAMT and CANE is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

-0.03

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

0.02

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.01

Correlation (10Y)
Provides a long-term view across more market conditions.

0.03

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2011

0.03

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Return for Risk

CAMT vs. CANE — Risk / Return Rank

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

CAMT
CAMT Risk / Return Rank: 6666
Overall Rank
CAMT Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
CAMT Sortino Ratio Rank: 6464
Sortino Ratio Rank
CAMT Omega Ratio Rank: 6262
Omega Ratio Rank
CAMT Calmar Ratio Rank: 6767
Calmar Ratio Rank
CAMT Martin Ratio Rank: 7070
Martin Ratio Rank

CANE
CANE Risk / Return Rank: 55
Overall Rank
CANE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CANE Sortino Ratio Rank: 44
Sortino Ratio Rank
CANE Omega Ratio Rank: 44
Omega Ratio Rank
CANE Calmar Ratio Rank: 44
Calmar Ratio Rank
CANE Martin Ratio Rank: 55
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.

CAMT vs. CANE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Camtek Ltd. (CAMT) and Teucrium Sugar Fund (CANE). 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.


CAMTCANEDifference
Sharpe ratioReturn per unit of total volatility

+1.18

Sortino ratioReturn per unit of downside risk

+1.95

Omega ratioGain probability vs. loss probability

1.15

0.92

+0.23

Calmar ratioReturn relative to maximum drawdown

1.05

-0.60

+1.65

Martin ratioReturn relative to average drawdown

2.82

-0.89

+3.71

CAMT vs. CANE - Sharpe Ratio Comparison

The current CAMT Sharpe Ratio is 0.59, which is higher than the CANE Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of CAMT and CANE, 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

CAMT vs. CANE - Drawdown Comparison

The maximum CAMT drawdown since its inception was -97.71%, which is greater than CANE's maximum drawdown of -81.30%. Use the drawdown chart below to compare losses from any high point for CAMT and CANE.


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Drawdown Indicators


CAMTCANEDifference

Max Drawdown

Largest peak-to-trough decline

-97.71%

-81.30%

-16.41%

Max Drawdown (1Y)

Largest decline over 1 year

-38.80%

-19.82%

-18.98%

Max Drawdown (3Y)

Largest decline over 3 years

-63.16%

-41.73%

-21.43%

Max Drawdown (5Y)

Largest decline over 5 years

-63.16%

-41.73%

-21.43%

Max Drawdown (10Y)

Largest decline over 10 years

-63.16%

-67.29%

+4.13%

Current Drawdown

Current decline from peak

-36.15%

-63.44%

+27.29%

Average Drawdown

Average peak-to-trough decline

-55.55%

-56.56%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.47%

13.33%

+1.14%

Volatility

CAMT vs. CANE - Volatility Comparison

Camtek Ltd. (CAMT) has a higher volatility of 24.11% compared to Teucrium Sugar Fund (CANE) at 5.03%. This indicates that CAMT's price experiences larger fluctuations and is considered to be riskier than CANE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAMTCANEDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.11%

5.03%

+19.08%

Volatility (6M)

Calculated over the trailing 6-month period

56.30%

16.18%

+40.12%

Volatility (1Y)

Calculated over the trailing 1-year period

69.56%

20.20%

+49.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.22%

20.92%

+36.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.78%

21.58%

+31.20%

Dividends

CAMT vs. CANE - Dividend Comparison

Neither CAMT nor CANE has paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
CAMT
Camtek Ltd.
0.00%0.00%1.65%0.00%0.00%0.00%0.00%1.57%2.07%2.45%
CANE
Teucrium Sugar Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CAMT and CANE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CAMT has higher volatility (24.11%) compared to CANE (5.03%). In terms of maximum drawdown, CAMT dropped -97.71% vs CANE's -81.30%.

CAMT currently has the higher Sharpe Ratio (0.59 vs -0.59), 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

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