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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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAMT vs. CANE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

CAMT
CAMT Risk / Return Rank: 7474
Overall Rank
CAMT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CAMT Sortino Ratio Rank: 7070
Sortino Ratio Rank
CAMT Omega Ratio Rank: 7070
Omega Ratio Rank
CAMT Calmar Ratio Rank: 7676
Calmar Ratio Rank
CAMT Martin Ratio Rank: 7979
Martin Ratio Rank

CANE
CANE Risk / Return Rank: 55
Overall Rank
CANE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
CANE Sortino Ratio Rank: 55
Sortino Ratio Rank
CANE Omega Ratio Rank: 55
Omega Ratio Rank
CANE Calmar Ratio Rank: 55
Calmar Ratio Rank
CANE Martin Ratio Rank: 66
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.

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

+1.42

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

CAMT vs. CANE - Sharpe Ratio Comparison

The current CAMT Sharpe Ratio is 0.91, which is higher than the CANE Sharpe Ratio of -0.51. 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

-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 Drawdown

Current decline from peak

-30.69%

-62.71%

+32.02%

Average Drawdown

Average peak-to-trough decline

-55.61%

-56.53%

+0.92%

Ulcer Index

Depth 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


CAMTCANEDifference

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.


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 (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.

Portfolio Optimizer

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