CANE vs. AMZN

Last updated Apr 1, 2026

Compare and contrast key facts about Teucrium Sugar Fund (CANE) and Amazon.com, Inc (AMZN).

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

CANE vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Sugar Fund (CANE) and Amazon.com, Inc (AMZN). The values are adjusted to include any dividend payments, if applicable.

CANE vs. AMZN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CANE Teucrium Sugar Fund	7.02%	-14.65%	-7.79%	30.06%	3.59%	36.30%	-3.85%	-0.97%	-27.52%	-24.76%
AMZN Amazon.com, Inc	-9.77%	5.21%	44.39%	80.88%	-49.62%	2.38%	76.26%	23.03%	28.43%	55.96%

Returns By Period

In the year-to-date period, CANE achieves a 7.02% return, which is significantly higher than AMZN's -9.77% return. Over the past 10 years, CANE has underperformed AMZN with an annualized return of 0.05%, while AMZN has yielded a comparatively higher 21.41% annualized return.

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%

AMZN

• 1D: 3.64%
• 1M: -0.82%
• YTD: -9.77%
• 6M: -5.15%
• 1Y: 9.47%
• 3Y*: 26.33%
• 5Y*: 5.67%
• 10Y*: 21.41%

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

Return for Risk

CANE vs. AMZN — Risk / Return Rank

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

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

AMZN

AMZN Risk / Return Rank: 50
AMZN Sharpe Ratio Rank: 52
AMZN Sortino Ratio Rank: 47
AMZN Omega Ratio Rank: 46
AMZN Calmar Ratio Rank: 52
AMZN Martin Ratio Rank: 53

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. AMZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Sugar Fund (CANE) and Amazon.com, Inc (AMZN). 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.

	CANE	AMZN	Difference
Sharpe ratio Return per unit of total volatility	-0.75	0.27	-1.02
Sortino ratio Return per unit of downside risk	-1.01	0.65	-1.66
Omega ratio Gain probability vs. loss probability	0.89	1.08	-0.19
Calmar ratio Return relative to maximum drawdown	-0.53	0.37	-0.90
Martin ratio Return relative to average drawdown	-0.79	0.89	-1.69
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. AMZN - Sharpe Ratio Comparison

The current CANE Sharpe Ratio is -0.75, which is lower than the AMZN Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of CANE and AMZN, 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

	CANE	AMZN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.75	0.27	-1.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.40	0.16	+0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.00	0.66	-0.66
Sharpe Ratio (All Time) Calculated using the full available price history	-0.25	0.55	-0.80

Correlation

The correlation between CANE and AMZN 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

CANE vs. AMZN - Dividend Comparison

Neither CANE nor AMZN has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

CANE vs. AMZN - Drawdown Comparison

The maximum CANE drawdown since its inception was -81.30%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for CANE and AMZN.

Drawdown Indicators

	CANE	AMZN	Difference
Max Drawdown Largest peak-to-trough decline	-81.30%	-94.40%	+13.10%
Max Drawdown (1Y) Largest decline over 1 year	-28.86%	-21.74%	-7.12%
Max Drawdown (5Y) Largest decline over 5 years	-41.73%	-56.15%	+14.42%
Max Drawdown (10Y) Largest decline over 10 years	-67.29%	-56.15%	-11.14%
Current Drawdown Current decline from peak	-60.32%	-18.00%	-42.32%
Average Drawdown Average peak-to-trough decline	-56.42%	-28.27%	-28.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.23%	9.03%	+10.20%

Volatility

CANE vs. AMZN - Volatility Comparison

The current volatility for Teucrium Sugar Fund (CANE) is 7.27%, while Amazon.com, Inc (AMZN) has a volatility of 9.57%. This indicates that CANE experiences smaller price fluctuations and is considered to be less risky than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CANE	AMZN	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.27%	9.57%	-2.30%
Volatility (6M) Calculated over the trailing 6-month period	14.43%	22.64%	-8.21%
Volatility (1Y) Calculated over the trailing 1-year period	19.42%	35.02%	-15.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.96%	35.32%	-14.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.79%	32.51%	-10.72%