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CANE vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CANE and AMZN is 0.10, 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

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.

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Key characteristics

Sharpe Ratio

CANE:

-0.02

AMZN:

0.33

Sortino Ratio

CANE:

0.25

AMZN:

0.70

Omega Ratio

CANE:

1.03

AMZN:

1.09

Calmar Ratio

CANE:

0.02

AMZN:

0.36

Martin Ratio

CANE:

0.13

AMZN:

0.95

Ulcer Index

CANE:

9.78%

AMZN:

11.74%

Daily Std Dev

CANE:

21.61%

AMZN:

34.55%

Max Drawdown

CANE:

-81.30%

AMZN:

-94.40%

Current Drawdown

CANE:

-56.36%

AMZN:

-15.69%

Returns By Period

In the year-to-date period, CANE achieves a 0.44% return, which is significantly higher than AMZN's -6.98% return. Over the past 10 years, CANE has underperformed AMZN with an annualized return of 1.79%, while AMZN has yielded a comparatively higher 25.31% annualized return.


CANE

YTD

0.44%

1M

-1.03%

6M

-11.00%

1Y

-0.43%

3Y*

4.54%

5Y*

15.98%

10Y*

1.79%

AMZN

YTD

-6.98%

1M

18.23%

6M

-0.26%

1Y

11.19%

3Y*

23.78%

5Y*

10.78%

10Y*

25.31%

*Annualized

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Teucrium Sugar Fund

Amazon.com, Inc.

Risk-Adjusted Performance

CANE vs. AMZN — Risk-Adjusted Performance Rank

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

CANE
The Risk-Adjusted Performance Rank of CANE is 1818
Overall Rank
The Sharpe Ratio Rank of CANE is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of CANE is 2020
Sortino Ratio Rank
The Omega Ratio Rank of CANE is 1818
Omega Ratio Rank
The Calmar Ratio Rank of CANE is 1717
Calmar Ratio Rank
The Martin Ratio Rank of CANE is 1818
Martin Ratio Rank

AMZN
The Risk-Adjusted Performance Rank of AMZN is 6262
Overall Rank
The Sharpe Ratio Rank of AMZN is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 5757
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 5656
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 6767
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current CANE Sharpe Ratio is -0.02, which is lower than the AMZN Sharpe Ratio of 0.33. 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.


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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. For additional features, visit the drawdowns tool.


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Volatility

CANE vs. AMZN - Volatility Comparison

The current volatility for Teucrium Sugar Fund (CANE) is 6.19%, while Amazon.com, Inc. (AMZN) has a volatility of 11.05%. 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.


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