CANE vs. AMZN
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CANE or AMZN.
Key characteristics
| CANE | AMZN | |
|---|---|---|
| YTD Return | 1.69% | 39.19% |
| 1Y Return | -16.55% | 47.68% |
| 3Y Return (Ann) | 9.81% | 6.07% |
| 5Y Return (Ann) | 13.55% | 19.50% |
| 10Y Return (Ann) | -0.10% | 29.40% |
| Sharpe Ratio | -0.68 | 1.67 |
| Sortino Ratio | -0.87 | 2.33 |
| Omega Ratio | 0.90 | 1.30 |
| Calmar Ratio | -0.28 | 1.92 |
| Martin Ratio | -0.84 | 7.67 |
| Ulcer Index | 19.50% | 5.87% |
| Daily Std Dev | 23.85% | 26.92% |
| Max Drawdown | -81.30% | -94.40% |
| Current Drawdown | -52.07% | -1.22% |
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.
Performance
CANE vs. AMZN - Performance Comparison
In the year-to-date period, CANE achieves a 1.69% return, which is significantly lower than AMZN's 39.19% return. Over the past 10 years, CANE has underperformed AMZN with an annualized return of -0.10%, while AMZN has yielded a comparatively higher 29.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CANE vs. AMZN - Risk-Adjusted Performance 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.
Dividends
CANE vs. AMZN - Dividend Comparison
Neither CANE nor AMZN has paid dividends to shareholders.
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. For additional features, visit the drawdowns tool.
Volatility
CANE vs. AMZN - Volatility Comparison
The current volatility for Teucrium Sugar Fund (CANE) is 5.66%, while Amazon.com, Inc. (AMZN) has a volatility of 9.30%. 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.