CAMT vs. CANE
CAMT (Camtek Ltd) is a stock, while CANE (Teucrium Sugar Fund) is Agricultural Commodities fund tracking the Teucrium Sugar Fund Benchmark. Over the past 10 years, CAMT returned 52.16%/yr vs -2.63%/yr for CANE. At a 0.03 correlation, their price movements are largely independent.
Performance
CAMT vs. CANE - Performance Comparison
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Returns By Period
In the year-to-date period, CAMT achieves a 35.21% return, which is significantly higher than CANE's 0.56% return. Over the past 10 years, CAMT has outperformed CANE with an annualized return of 52.16%, while CANE has yielded a comparatively lower -2.63% annualized return.
CAMT
- 1D
- -1.08%
- 1M
- -25.60%
- 6M
- 9.20%
- YTD
- 35.21%
- 1Y
- 60.84%
- 3Y*
- 63.14%
- 5Y*
- 32.96%
- 10Y*
- 52.16%
CANE
- 1D
- -1.60%
- 1M
- 4.47%
- 6M
- 1.41%
- YTD
- 0.56%
- 1Y
- -11.10%
- 3Y*
- -9.00%
- 5Y*
- 3.30%
- 10Y*
- -2.63%
CAMT vs. CANE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAMT Camtek Ltd | 35.21% | 31.66% | 18.33% | 215.94% | -52.30% | 110.13% | 102.31% | 63.19% | 20.41% | 77.72% |
CANE Teucrium Sugar Fund | 0.56% | -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 is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 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
CAMT
CANE
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.
| CAMT | CANE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.42 | ||
| Sortino ratioReturn per unit of downside risk | +2.13 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.93 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.71 | -0.51 | +2.22 |
| Martin ratioReturn relative to average drawdown | 4.79 | -0.78 | +5.57 |
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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
| CAMT | CANE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.71% | -81.30% | -16.41% |
Max Drawdown (1Y)Largest decline over 1 year | -35.77% | -19.82% | -15.95% |
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 DrawdownCurrent decline from peak | -30.69% | -62.71% | +32.02% |
Average DrawdownAverage peak-to-trough decline | -55.61% | -56.53% | +0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.71% | 12.90% | -0.19% |
Volatility
CAMT vs. CANE - Volatility Comparison
Camtek Ltd (CAMT) has a higher volatility of 28.24% compared to Teucrium Sugar Fund (CANE) at 5.52%. 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
| CAMT | CANE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.24% | 5.52% | +22.72% |
Volatility (6M)Calculated over the trailing 6-month period | 53.85% | 15.97% | +37.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.78% | 20.06% | +46.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.71% | 20.99% | +35.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.43% | 21.62% | +30.81% |
Dividends
CAMT vs. CANE - Dividend Comparison
Neither CAMT nor CANE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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 (28.24%) compared to CANE (5.52%). In terms of maximum drawdown, CAMT dropped -97.71% vs CANE's -81.30%.
CAMT currently has the higher Sharpe Ratio (0.91 vs -0.51), 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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