CANE vs. CAMT
CANE (Teucrium Sugar Fund) is Agricultural Commodities fund tracking the Teucrium Sugar Fund Benchmark, while CAMT (Camtek Ltd) is a stock. Over the past 10 years, CANE returned -2.97%/yr vs 58.72%/yr for CAMT. At a 0.03 correlation, their price movements are largely independent.
Performance
CANE vs. CAMT - Performance Comparison
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Returns By Period
In the year-to-date period, CANE achieves a -5.79% return, which is significantly lower than CAMT's 84.04% return. Over the past 10 years, CANE has underperformed CAMT with an annualized return of -2.97%, while CAMT has yielded a comparatively higher 58.72% annualized return.
CANE
- 1D
- -1.71%
- 1M
- -7.17%
- YTD
- -5.79%
- 6M
- -5.29%
- 1Y
- -16.38%
- 3Y*
- -12.16%
- 5Y*
- 2.51%
- 10Y*
- -2.97%
CAMT
- 1D
- 0.29%
- 1M
- 16.94%
- YTD
- 84.04%
- 6M
- 84.68%
- 1Y
- 164.67%
- 3Y*
- 84.24%
- 5Y*
- 40.79%
- 10Y*
- 58.72%
CANE vs. CAMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CANE Teucrium Sugar Fund | -5.79% | -14.65% | -7.79% | 30.06% | 3.59% | 36.30% | -3.85% | -0.97% | -27.52% | -24.76% |
CAMT Camtek Ltd | 84.04% | 31.66% | 18.33% | 215.94% | -52.30% | 110.13% | 102.31% | 63.19% | 20.41% | 77.72% |
Correlation
The correlation between CANE and CAMT is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2011 | 0.03 |
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Return for Risk
CANE vs. CAMT — Risk / Return Rank
CANE
CAMT
CANE vs. CAMT - Risk-Adjusted Trends Comparison
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CANE | CAMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.38 | ||
| Sortino ratioReturn per unit of downside risk | -3.92 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.36 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 6.12 | -6.95 |
| Martin ratioReturn relative to average drawdown | -1.31 | 14.87 | -16.18 |
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Drawdowns
CANE vs. CAMT - Drawdown Comparison
The maximum CANE drawdown since its inception was -81.30%, smaller than the maximum CAMT drawdown of -97.71%. Use the drawdown chart below to compare losses from any high point for CANE and CAMT.
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Drawdown Indicators
| CANE | CAMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.30% | -97.71% | +16.41% |
Max Drawdown (1Y)Largest decline over 1 year | -19.82% | -27.07% | +7.25% |
Max Drawdown (3Y)Largest decline over 3 years | -41.73% | -63.16% | +21.43% |
Max Drawdown (5Y)Largest decline over 5 years | -41.73% | -63.16% | +21.43% |
Max Drawdown (10Y)Largest decline over 10 years | -67.29% | -63.16% | -4.13% |
Current DrawdownCurrent decline from peak | -65.07% | -5.66% | -59.41% |
Average DrawdownAverage peak-to-trough decline | -56.51% | -55.67% | -0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.53% | 11.12% | +1.41% |
Volatility
CANE vs. CAMT - Volatility Comparison
The current volatility for Teucrium Sugar Fund (CANE) is 5.00%, while Camtek Ltd (CAMT) has a volatility of 26.17%. 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.
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Volatility by Period
| CANE | CAMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 26.17% | -21.17% |
Volatility (6M)Calculated over the trailing 6-month period | 15.91% | 50.72% | -34.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.47% | 64.36% | -43.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 56.02% | -35.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.70% | 52.11% | -30.41% |
Dividends
CANE vs. CAMT - Dividend Comparison
Neither CANE nor CAMT has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CAMT Camtek Ltd | 0.00% | 0.00% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% | 1.57% | 2.07% | 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% |
Frequently Asked Questions
CANE and CAMT have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CAMT has higher volatility (26.17%) compared to CANE (5.00%). In terms of maximum drawdown, CANE dropped -81.30% vs CAMT's -97.71%.
CAMT currently has the higher Sharpe Ratio (2.58 vs -0.80), 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.
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