PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
CANE vs. AGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CANE vs. AGG

Last updated Jun 4, 2026

CANE (Teucrium Sugar Fund) and AGG (iShares Core U.S. Aggregate Bond ETF) are both exchange-traded funds - CANE is a Agricultural Commodities fund tracking the Teucrium Sugar Fund Benchmark, while AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Both are passively managed. Over the past 10 years, CANE returned -2.23%/yr vs 1.57%/yr for AGG. At a correlation of -0.01, they often move in opposite directions. CANE charges 1.88%/yr vs 0.03%/yr for AGG.

Performance

CANE vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Sugar Fund (CANE) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CANE achieves a -0.77% return, which is significantly lower than AGG's 0.25% return. Over the past 10 years, CANE has underperformed AGG with an annualized return of -2.23%, while AGG has yielded a comparatively higher 1.57% annualized return.

CANE

1D
-1.02%
1M
-5.56%
YTD
-0.77%
6M
0.83%
1Y
-14.28%
3Y*
-10.43%
5Y*
2.90%
10Y*
-2.23%

AGG

1D
-0.21%
1M
0.24%
YTD
0.25%
6M
0.09%
1Y
5.14%
3Y*
3.95%
5Y*
0.10%
10Y*
1.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CANE vs. AGG - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CANE
Teucrium Sugar Fund		-0.77%-14.65%-7.79%30.06%3.59%36.30%-3.85%-0.97%-27.52%-24.76%
AGG
iShares Core U.S. Aggregate Bond ETF		0.25%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%

Correlation

The correlation between CANE and AGG is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.15

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

-0.03

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

-0.03

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2011

-0.01

The correlation between CANE and AGG shifts across timeframes, from -0.15 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Teucrium Sugar Fund

iShares Core U.S. Aggregate Bond ETF

Often compared with CANE:
CANE vs. WEATCANE vs. CAMTCANE vs. FDEGXCANE vs. CCJCANE vs. SOYBCANE vs. DBACANE vs. LLY
Often compared with AGG:
AGG vs. BNDAGG vs. TLTAGG vs. HYGAGG vs. FBNDAGG vs. PIMIXAGG vs. IUSBAGG vs. AGGH

Return for Risk

CANE vs. AGG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CANE
CANE Risk / Return Rank: 33
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: 33
Calmar Ratio Rank
CANE Martin Ratio Rank: 33
Martin Ratio Rank
AGG
AGG Risk / Return Rank: 3636
Overall Rank
AGG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 3838
Sortino Ratio Rank
AGG Omega Ratio Rank: 3535
Omega Ratio Rank
AGG Calmar Ratio Rank: 3737
Calmar Ratio Rank
AGG Martin Ratio Rank: 3636
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.

CANE vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Sugar Fund (CANE) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.

CANEAGGDifference
Sharpe ratioReturn per unit of total volatility
-0.69
1.34

-2.04

Sortino ratioReturn per unit of downside risk
-0.90
2.00

-2.90

Omega ratioGain probability vs. loss probability

0.90

1.24

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.72

1.87

-2.59

Martin ratioReturn relative to average drawdown

-1.18

5.73

-6.91

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CANE vs. AGG - Sharpe Ratio Comparison

The current CANE Sharpe Ratio is -0.69, which is lower than the AGG Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of CANE and AGG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

CANEAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.69

1.34

-2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.02

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

0.29

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.26

0.59

-0.86

Drawdowns

CANE vs. AGG - Drawdown Comparison

The maximum CANE drawdown since its inception was -81.30%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for CANE and AGG.

Loading charts...

Drawdown Indicators

CANEAGGDifference

Max Drawdown

Largest peak-to-trough decline

-81.30%

-18.43%

-62.87%

Max Drawdown (1Y)

Largest decline over 1 year

-19.89%

-2.76%

-17.13%

Max Drawdown (3Y)

Largest decline over 3 years

-41.73%

-6.11%

-35.62%

Max Drawdown (5Y)

Largest decline over 5 years

-41.73%

-17.82%

-23.91%

Max Drawdown (10Y)

Largest decline over 10 years

-67.29%

-18.43%

-48.86%

Current Drawdown

Current decline from peak

-63.21%

-2.14%

-61.07%

Average Drawdown

Average peak-to-trough decline

-56.50%

-2.71%

-53.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.35%

0.90%

+11.45%

Volatility

CANE vs. AGG - Volatility Comparison

Teucrium Sugar Fund (CANE) has a higher volatility of 6.85% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.30%. This indicates that CANE's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

CANEAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.85%

1.30%

+5.55%

Volatility (6M)

Calculated over the trailing 6-month period

15.81%

2.74%

+13.07%

Volatility (1Y)

Calculated over the trailing 1-year period

20.69%

3.85%

+16.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.07%

6.09%

+14.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.72%

5.40%

+16.32%

CANE vs. AGG - Expense Ratio Comparison

CANE has a 1.88% expense ratio, which is higher than AGG's 0.03% expense ratio.

Dividends

CANE vs. AGG - Dividend Comparison

CANE has not paid dividends to shareholders, while AGG's dividend yield for the trailing twelve months is around 3.99%.

PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF		3.99%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%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%0.00%0.00%

Frequently Asked Questions

CANE and AGG have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CANE has higher volatility (6.85%) compared to AGG (1.30%). In terms of maximum drawdown, CANE dropped -81.30% vs AGG's -18.43%.

On 10-year performance, AGG leads with 1.57% vs -2.23% for CANE. On fees, AGG is cheaper at 0.03% per year. On volatility, AGG has been the lower-risk option at 1.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, AGG has performed better with a 1.57% return vs -2.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AGG is cheaper with a 0.03% expense ratio, compared with 1.88% for CANE.

AGG has the higher dividend yield at 3.99%, compared with 0.00% for CANE.

CANE is categorized as Agricultural Commodities, while AGG is Total Bond Market. CANE tracks Teucrium Sugar Fund Benchmark, while AGG tracks Bloomberg U.S. Aggregate Bond Index. They also come from different issuers: Teucrium and iShares. Their fees differ too: 1.88% for CANE and 0.03% for AGG.

AGG currently has the higher Sharpe Ratio (1.34 vs -0.69), 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

Find the right allocation for CANE and AGG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer