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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 84.04% return, which is significantly higher than CANE's -5.79% return. Over the past 10 years, CAMT has outperformed CANE with an annualized return of 58.72%, while CANE has yielded a comparatively lower -2.97% annualized return.


CAMT

1D
0.29%
1M
16.94%
YTD
84.04%
6M
84.68%
1Y
164.67%
3Y*
84.24%
5Y*
40.79%
10Y*
58.72%

CANE

1D
-1.71%
1M
-7.17%
YTD
-5.79%
6M
-5.29%
1Y
-16.38%
3Y*
-12.16%
5Y*
2.51%
10Y*
-2.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAMT vs. CANE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CAMT
Camtek Ltd
84.04%31.66%18.33%215.94%-52.30%110.13%102.31%63.19%20.41%77.72%
CANE
Teucrium Sugar Fund
-5.79%-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 -0.01, 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

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

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: 9191
Overall Rank
CAMT Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CAMT Sortino Ratio Rank: 8787
Sortino Ratio Rank
CAMT Omega Ratio Rank: 8686
Omega Ratio Rank
CAMT Calmar Ratio Rank: 9494
Calmar Ratio Rank
CAMT Martin Ratio Rank: 9393
Martin Ratio Rank

CANE
CANE Risk / Return Rank: 22
Overall Rank
CANE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CANE Sortino Ratio Rank: 33
Sortino Ratio Rank
CANE Omega Ratio Rank: 33
Omega Ratio Rank
CANE Calmar Ratio Rank: 22
Calmar Ratio Rank
CANE Martin Ratio Rank: 22
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

+3.38

Sortino ratioReturn per unit of downside risk

+3.92

Omega ratioGain probability vs. loss probability

1.36

0.88

+0.48

Calmar ratioReturn relative to maximum drawdown

6.12

-0.83

+6.95

Martin ratioReturn relative to average drawdown

14.87

-1.31

+16.18

CAMT vs. CANE - Sharpe Ratio Comparison

The current CAMT Sharpe Ratio is 2.58, which is higher than the CANE Sharpe Ratio of -0.80. 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

-27.07%

-19.82%

-7.25%

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

-5.66%

-65.07%

+59.41%

Average Drawdown

Average peak-to-trough decline

-55.67%

-56.51%

+0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.12%

12.53%

-1.41%

Volatility

CAMT vs. CANE - Volatility Comparison

Camtek Ltd (CAMT) has a higher volatility of 26.17% compared to Teucrium Sugar Fund (CANE) at 5.00%. 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

26.17%

5.00%

+21.17%

Volatility (6M)

Calculated over the trailing 6-month period

50.72%

15.91%

+34.81%

Volatility (1Y)

Calculated over the trailing 1-year period

64.36%

20.47%

+43.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.02%

20.98%

+35.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.11%

21.70%

+30.41%

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 -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CAMT has higher volatility (26.17%) compared to CANE (5.00%). In terms of maximum drawdown, CAMT dropped -97.71% vs CANE's -81.30%.

CAMT currently has the higher Sharpe Ratio (2.58 vs -0.80), 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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