CAMT vs. CANE

Last updated Apr 1, 2026

Compare and contrast key facts about Camtek Ltd (CAMT) and Teucrium Sugar Fund (CANE).

CANE is a passively managed fund by Teucrium that tracks the performance of the Teucrium Sugar Fund Benchmark. It was launched on Sep 19, 2011.

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.

CAMT vs. CANE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CAMT Camtek Ltd	42.56%	31.66%	18.33%	215.94%	-52.30%	110.13%	102.31%	63.19%	20.41%	77.72%
CANE Teucrium Sugar Fund	7.02%	-14.65%	-7.79%	30.06%	3.59%	36.30%	-3.85%	-0.97%	-27.52%	-24.76%

Returns By Period

In the year-to-date period, CAMT achieves a 42.56% return, which is significantly higher than CANE's 7.02% return. Over the past 10 years, CAMT has outperformed CANE with an annualized return of 55.02%, while CANE has yielded a comparatively lower 0.05% annualized return.

CAMT

• 1D: 4.95%
• 1M: -9.43%
• YTD: 42.56%
• 6M: 44.32%
• 1Y: 158.59%
• 3Y*: 75.83%
• 5Y*: 36.15%
• 10Y*: 55.02%

CANE

• 1D: -0.38%
• 1M: 12.38%
• YTD: 7.02%
• 6M: -1.51%
• 1Y: -14.50%
• 3Y*: -2.83%
• 5Y*: 8.35%
• 10Y*: 0.05%

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

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: 93
CAMT Sharpe Ratio Rank: 95
CAMT Sortino Ratio Rank: 91
CAMT Omega Ratio Rank: 89
CAMT Calmar Ratio Rank: 96
CAMT Martin Ratio Rank: 95

CANE

CANE Risk / Return Rank: 3
CANE Sharpe Ratio Rank: 2
CANE Sortino Ratio Rank: 2
CANE Omega Ratio Rank: 2
CANE Calmar Ratio Rank: 4
CANE Martin Ratio Rank: 6

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.

	CAMT	CANE	Difference
Sharpe ratio Return per unit of total volatility	2.58	-0.75	+3.33
Sortino ratio Return per unit of downside risk	2.96	-1.01	+3.97
Omega ratio Gain probability vs. loss probability	1.37	0.89	+0.48
Calmar ratio Return relative to maximum drawdown	5.95	-0.53	+6.48
Martin ratio Return relative to average drawdown	16.29	-0.79	+17.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CAMT vs. CANE - Sharpe Ratio Comparison

The current CAMT Sharpe Ratio is 2.58, which is higher than the CANE Sharpe Ratio of -0.75. 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.

Sharpe Ratios by Period

	CAMT	CANE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.58	-0.75	+3.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	0.40	+0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.07	0.00	+1.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	-0.25	+0.45

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.

Dividends

CAMT vs. CANE - Dividend Comparison

Neither CAMT nor CANE has paid dividends to shareholders.

	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%

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.

Drawdown Indicators

	CAMT	CANE	Difference
Max Drawdown Largest peak-to-trough decline	-97.71%	-81.30%	-16.41%
Max Drawdown (1Y) Largest decline over 1 year	-26.38%	-28.86%	+2.48%
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	-15.44%	-60.32%	+44.88%
Average Drawdown Average peak-to-trough decline	-56.07%	-56.42%	+0.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.64%	19.23%	-9.59%

Volatility

CAMT vs. CANE - Volatility Comparison

Camtek Ltd (CAMT) has a higher volatility of 22.81% compared to Teucrium Sugar Fund (CANE) at 7.27%. 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.

Volatility by Period

	CAMT	CANE	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.81%	7.27%	+15.54%
Volatility (6M) Calculated over the trailing 6-month period	43.96%	14.43%	+29.53%
Volatility (1Y) Calculated over the trailing 1-year period	61.81%	19.42%	+42.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	54.64%	20.96%	+33.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	51.53%	21.79%	+29.74%