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

Correlation

The correlation between CANE and CAMT 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.


-0.50.00.51.0
Correlation: 0.1

Performance

CANE vs. CAMT - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%NovemberDecember2025FebruaryMarchApril
-52.81%
2,965.69%
CANE
CAMT

Key characteristics

Sharpe Ratio

CANE:

-0.07

CAMT:

-0.20

Sortino Ratio

CANE:

0.06

CAMT:

0.16

Omega Ratio

CANE:

1.01

CAMT:

1.02

Calmar Ratio

CANE:

-0.03

CAMT:

-0.21

Martin Ratio

CANE:

-0.16

CAMT:

-0.35

Ulcer Index

CANE:

9.12%

CAMT:

37.25%

Daily Std Dev

CANE:

21.66%

CAMT:

65.84%

Max Drawdown

CANE:

-81.30%

CAMT:

-97.74%

Current Drawdown

CANE:

-54.96%

CAMT:

-51.51%

Returns By Period

In the year-to-date period, CANE achieves a 3.67% return, which is significantly higher than CAMT's -17.61% return. Over the past 10 years, CANE has underperformed CAMT with an annualized return of 1.32%, while CAMT has yielded a comparatively higher 35.16% annualized return.


CANE

YTD

3.67%

1M

-4.90%

6M

-7.28%

1Y

0.51%

5Y*

18.37%

10Y*

1.32%

CAMT

YTD

-17.61%

1M

2.99%

6M

-14.31%

1Y

-15.61%

5Y*

47.12%

10Y*

35.16%

*Annualized

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Risk-Adjusted Performance

CANE vs. CAMT — 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 1616
Overall Rank
The Sharpe Ratio Rank of CANE is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of CANE is 1616
Sortino Ratio Rank
The Omega Ratio Rank of CANE is 1616
Omega Ratio Rank
The Calmar Ratio Rank of CANE is 1818
Calmar Ratio Rank
The Martin Ratio Rank of CANE is 1616
Martin Ratio Rank

CAMT
The Risk-Adjusted Performance Rank of CAMT is 4141
Overall Rank
The Sharpe Ratio Rank of CAMT is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of CAMT is 4141
Sortino Ratio Rank
The Omega Ratio Rank of CAMT is 4141
Omega Ratio Rank
The Calmar Ratio Rank of CAMT is 3838
Calmar Ratio Rank
The Martin Ratio Rank of CAMT is 4545
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. CAMT - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for CANE, currently valued at -0.07, compared to the broader market-1.000.001.002.003.004.00
CANE: -0.07
CAMT: -0.20
The chart of Sortino ratio for CANE, currently valued at 0.06, compared to the broader market-2.000.002.004.006.008.00
CANE: 0.06
CAMT: 0.16
The chart of Omega ratio for CANE, currently valued at 1.01, compared to the broader market0.501.001.502.002.50
CANE: 1.01
CAMT: 1.02
The chart of Calmar ratio for CANE, currently valued at -0.03, compared to the broader market0.002.004.006.008.0010.0012.00
CANE: -0.03
CAMT: -0.21
The chart of Martin ratio for CANE, currently valued at -0.16, compared to the broader market0.0020.0040.0060.00
CANE: -0.16
CAMT: -0.35

The current CANE Sharpe Ratio is -0.07, which is higher than the CAMT Sharpe Ratio of -0.20. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.07
-0.20
CANE
CAMT

Dividends

CANE vs. CAMT - Dividend Comparison

Neither CANE nor CAMT has paid dividends to shareholders.


TTM20242023202220212020201920182017
CANE
Teucrium Sugar Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CAMT
Camtek Ltd
0.00%1.65%0.00%0.00%0.00%0.00%1.57%2.07%2.45%

Drawdowns

CANE vs. CAMT - Drawdown Comparison

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.


-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-54.96%
-51.51%
CANE
CAMT

Volatility

CANE vs. CAMT - Volatility Comparison

The current volatility for Teucrium Sugar Fund (CANE) is 5.94%, while Camtek Ltd (CAMT) has a volatility of 29.96%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
5.94%
29.96%
CANE
CAMT