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CANE vs. CORN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CANE vs. CORN - Performance Comparison

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

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Returns By Period

In the year-to-date period, CANE achieves a -0.77% return, which is significantly higher than CORN's -1.47% return. Over the past 10 years, CANE has outperformed CORN with an annualized return of -2.23%, while CORN has yielded a comparatively lower -2.61% annualized return.


CANE

1D
-1.02%
1M
-5.56%
YTD
-0.77%
6M
0.83%
1Y
-14.28%
3Y*
-10.43%
5Y*
2.90%
10Y*
-2.23%

CORN

1D
-1.36%
1M
-8.63%
YTD
-1.47%
6M
-1.91%
1Y
-4.06%
3Y*
-9.83%
5Y*
-3.99%
10Y*
-2.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CANE vs. CORN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CANE
Teucrium Sugar Fund
-0.77%-14.65%-7.79%30.06%3.59%36.30%-3.85%-0.97%-27.52%-24.76%
CORN
Teucrium Corn Fund
-1.47%-5.54%-12.98%-19.90%25.02%38.25%5.27%-7.79%-4.28%-10.38%

Correlation

The correlation between CANE and CORN is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2011

0.16

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Return for Risk

CANE vs. CORN — Risk / Return Rank

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

CANE
CANE Risk / Return Rank: 33
Overall Rank
CANE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CANE Sortino Ratio Rank: 33
Sortino Ratio Rank
CANE Omega Ratio Rank: 33
Omega Ratio Rank
CANE Calmar Ratio Rank: 33
Calmar Ratio Rank
CANE Martin Ratio Rank: 33
Martin Ratio Rank

CORN
CORN Risk / Return Rank: 66
Overall Rank
CORN Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CORN Sortino Ratio Rank: 66
Sortino Ratio Rank
CORN Omega Ratio Rank: 66
Omega Ratio Rank
CORN Calmar Ratio Rank: 55
Calmar Ratio Rank
CORN Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CANE vs. CORN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Sugar Fund (CANE) and Teucrium Corn Fund (CORN). 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.


CANECORNDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.64

Omega ratioGain probability vs. loss probability

0.90

0.97

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.72

-0.40

-0.32

Martin ratioReturn relative to average drawdown

-1.18

-0.79

-0.39

CANE vs. CORN - Sharpe Ratio Comparison

The current CANE Sharpe Ratio is -0.69, which is lower than the CORN Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of CANE and CORN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CANECORNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.69

-0.27

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

-0.20

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

-0.14

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.26

-0.09

-0.17

Drawdowns

CANE vs. CORN - Drawdown Comparison

The maximum CANE drawdown since its inception was -81.30%, roughly equal to the maximum CORN drawdown of -78.09%. Use the drawdown chart below to compare losses from any high point for CANE and CORN.


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Drawdown Indicators


CANECORNDifference

Max Drawdown

Largest peak-to-trough decline

-81.30%

-78.09%

-3.21%

Max Drawdown (1Y)

Largest decline over 1 year

-19.89%

-10.26%

-9.63%

Max Drawdown (3Y)

Largest decline over 3 years

-41.73%

-38.57%

-3.16%

Max Drawdown (5Y)

Largest decline over 5 years

-41.73%

-44.39%

+2.66%

Max Drawdown (10Y)

Largest decline over 10 years

-67.29%

-51.10%

-16.19%

Current Drawdown

Current decline from peak

-63.21%

-66.83%

+3.62%

Average Drawdown

Average peak-to-trough decline

-56.50%

-51.08%

-5.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.35%

5.18%

+7.17%

Volatility

CANE vs. CORN - Volatility Comparison

Teucrium Sugar Fund (CANE) has a higher volatility of 6.85% compared to Teucrium Corn Fund (CORN) at 6.42%. This indicates that CANE's price experiences larger fluctuations and is considered to be riskier than CORN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CANECORNDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.85%

6.42%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

15.81%

11.50%

+4.31%

Volatility (1Y)

Calculated over the trailing 1-year period

20.69%

15.40%

+5.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.07%

20.21%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.72%

19.40%

+2.32%

CANE vs. CORN - Expense Ratio Comparison

CANE has a 1.88% expense ratio, which is lower than CORN's 2.19% expense ratio.


Dividends

CANE vs. CORN - Dividend Comparison

Neither CANE nor CORN has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CANE and CORN have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CANE has higher volatility (6.85%) compared to CORN (6.42%). In terms of maximum drawdown, CANE dropped -81.30% vs CORN's -78.09%.

On 10-year performance, CANE leads with -2.23% vs -2.61% for CORN. On fees, CANE is cheaper at 1.88% per year. On volatility, CORN has been the lower-risk option at 6.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, CANE has performed better with a -2.23% return vs -2.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CANE is cheaper with a 1.88% expense ratio, compared with 2.19% for CORN.

CANE and CORN have nearly identical dividend yields, around 0.00%.

CANE tracks Teucrium Sugar Fund Benchmark, while CORN tracks Teucrium Corn Fund Benchmark. Their fees differ too: 1.88% for CANE and 2.19% for CORN.

CORN currently has the higher Sharpe Ratio (-0.27 vs -0.69), 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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