CANE vs. CAMT

In the year-to-date period, CANE achieves a -7.02% return, which is significantly lower than CAMT's 24.00% return. Over the past 10 years, CANE has underperformed CAMT with an annualized return of -0.53%, while CAMT has yielded a comparatively higher 40.46% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Teucrium Sugar Fund (CANE) and Camtek Ltd (CAMT). 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 -0.37, which is lower than the CAMT Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of CANE and CAMT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CANE has not paid dividends to shareholders, while CAMT's dividend yield for the trailing twelve months is around 1.57%.

The maximum CANE drawdown since its inception was -81.30%, smaller than the maximum CAMT drawdown of -97.74%. Use the drawdown chart below to compare losses from any high point for CANE and CAMT. For additional features, visit the drawdowns tool.

The current volatility for Teucrium Sugar Fund (CANE) is 5.23%, while Camtek Ltd (CAMT) has a volatility of 15.68%. This indicates that CANE experiences smaller price fluctuations and is considered to be less risky than CAMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.