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CAMT vs. CANE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CAMT and CANE is 0.03, 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: 0.0

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.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%NovemberDecember2025FebruaryMarchApril
2,229.10%
-51.25%
CAMT
CANE

Key characteristics

Sharpe Ratio

CAMT:

-0.62

CANE:

-0.35

Sortino Ratio

CAMT:

-0.63

CANE:

-0.38

Omega Ratio

CAMT:

0.92

CANE:

0.96

Calmar Ratio

CAMT:

-0.61

CANE:

-0.13

Martin Ratio

CAMT:

-1.10

CANE:

-0.67

Ulcer Index

CAMT:

34.84%

CANE:

11.54%

Daily Std Dev

CAMT:

61.43%

CANE:

21.71%

Max Drawdown

CAMT:

-97.74%

CANE:

-81.30%

Current Drawdown

CAMT:

-63.16%

CANE:

-53.48%

Returns By Period

In the year-to-date period, CAMT achieves a -37.40% return, which is significantly lower than CANE's 7.09% return. Over the past 10 years, CAMT has outperformed CANE with an annualized return of 33.06%, while CANE has yielded a comparatively lower 2.03% annualized return.


CAMT

YTD

-37.40%

1M

-28.87%

6M

-37.03%

1Y

-34.97%

5Y*

45.56%

10Y*

33.06%

CANE

YTD

7.09%

1M

4.62%

6M

-7.55%

1Y

-8.38%

5Y*

17.70%

10Y*

2.03%

*Annualized

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Risk-Adjusted Performance

CAMT vs. CANE — Risk-Adjusted Performance Rank

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

CAMT
The Risk-Adjusted Performance Rank of CAMT is 2323
Overall Rank
The Sharpe Ratio Rank of CAMT is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of CAMT is 2424
Sortino Ratio Rank
The Omega Ratio Rank of CAMT is 2525
Omega Ratio Rank
The Calmar Ratio Rank of CAMT is 1717
Calmar Ratio Rank
The Martin Ratio Rank of CAMT is 2929
Martin Ratio Rank

CANE
The Risk-Adjusted Performance Rank of CANE is 1717
Overall Rank
The Sharpe Ratio Rank of CANE is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of CANE is 1313
Sortino Ratio Rank
The Omega Ratio Rank of CANE is 1515
Omega Ratio Rank
The Calmar Ratio Rank of CANE is 2424
Calmar Ratio Rank
The Martin Ratio Rank of CANE is 2121
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.

CAMT vs. CANE - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for CAMT, currently valued at -0.62, compared to the broader market-2.00-1.000.001.002.00
CAMT: -0.62
CANE: -0.35
The chart of Sortino ratio for CAMT, currently valued at -0.63, compared to the broader market-6.00-4.00-2.000.002.004.00
CAMT: -0.63
CANE: -0.38
The chart of Omega ratio for CAMT, currently valued at 0.92, compared to the broader market0.501.001.502.00
CAMT: 0.92
CANE: 0.96
The chart of Calmar ratio for CAMT, currently valued at -0.61, compared to the broader market0.001.002.003.004.00
CAMT: -0.61
CANE: -0.13
The chart of Martin ratio for CAMT, currently valued at -1.10, compared to the broader market-10.000.0010.0020.00
CAMT: -1.10
CANE: -0.67

The current CAMT Sharpe Ratio is -0.62, which is lower than the CANE Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of CAMT and CANE, 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.62
-0.35
CAMT
CANE

Dividends

CAMT vs. CANE - Dividend Comparison

Neither CAMT nor CANE has paid dividends to shareholders.


TTM20242023202220212020201920182017
CAMT
Camtek Ltd
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%

Drawdowns

CAMT vs. CANE - Drawdown Comparison

The maximum CAMT drawdown since its inception was -97.74%, 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. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-63.16%
-53.48%
CAMT
CANE

Volatility

CAMT vs. CANE - Volatility Comparison

Camtek Ltd (CAMT) has a higher volatility of 20.24% compared to Teucrium Sugar Fund (CANE) at 7.62%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
20.24%
7.62%
CAMT
CANE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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