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CANE vs. CPRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CANE vs. CPRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Sugar Fund (CANE) and Copart, Inc. (CPRT). 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 -2.31% return, which is significantly higher than CPRT's -27.74% return. Over the past 10 years, CANE has underperformed CPRT with an annualized return of -2.85%, while CPRT has yielded a comparatively higher 16.40% annualized return.


CANE

1D
-2.85%
1M
1.06%
6M
0.53%
YTD
-2.31%
1Y
-13.75%
3Y*
-10.13%
5Y*
2.40%
10Y*
-2.85%

CPRT

1D
3.70%
1M
-7.97%
6M
-31.42%
YTD
-27.74%
1Y
-38.47%
3Y*
-15.49%
5Y*
-4.19%
10Y*
16.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CANE vs. CPRT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CANE
Teucrium Sugar Fund
-2.31%-14.65%-7.79%30.06%3.59%36.30%-3.85%-0.97%-27.52%-24.76%
CPRT
Copart, Inc.
-27.74%-31.78%17.12%60.95%-19.68%19.15%39.93%90.33%10.63%55.89%

Correlation

The correlation between CANE and CPRT is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.13

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

-0.02

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

-0.02

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

0.00

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2011

0.02

The correlation between CANE and CPRT shifts across timeframes, from -0.13 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CANE vs. CPRT — Risk / Return Rank

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

CANE
CANE Risk / Return Rank: 44
Overall Rank
CANE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CANE Sortino Ratio Rank: 44
Sortino Ratio Rank
CANE Omega Ratio Rank: 44
Omega Ratio Rank
CANE Calmar Ratio Rank: 44
Calmar Ratio Rank
CANE Martin Ratio Rank: 44
Martin Ratio Rank

CPRT
CPRT Risk / Return Rank: 44
Overall Rank
CPRT Sharpe Ratio Rank: 11
Sharpe Ratio Rank
CPRT Sortino Ratio Rank: 33
Sortino Ratio Rank
CPRT Omega Ratio Rank: 33
Omega Ratio Rank
CPRT Calmar Ratio Rank: 1010
Calmar Ratio Rank
CPRT 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. CPRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Sugar Fund (CANE) and Copart, Inc. (CPRT). 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.


CANECPRTDifference
Sharpe ratioReturn per unit of total volatility

+0.78

Sortino ratioReturn per unit of downside risk

+1.23

Omega ratioGain probability vs. loss probability

0.90

0.74

+0.17

Calmar ratioReturn relative to maximum drawdown

-0.70

-0.85

+0.15

Martin ratioReturn relative to average drawdown

-1.06

-1.53

+0.47

CANE vs. CPRT - Sharpe Ratio Comparison

The current CANE Sharpe Ratio is -0.68, which is higher than the CPRT Sharpe Ratio of -1.47. The chart below compares the historical Sharpe Ratios of CANE and CPRT, 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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Drawdowns

CANE vs. CPRT - Drawdown Comparison

The maximum CANE drawdown since its inception was -81.30%, which is greater than CPRT's maximum drawdown of -72.49%. Use the drawdown chart below to compare losses from any high point for CANE and CPRT.


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Drawdown Indicators


CANECPRTDifference

Max Drawdown

Largest peak-to-trough decline

-81.30%

-72.49%

-8.81%

Max Drawdown (1Y)

Largest decline over 1 year

-19.82%

-45.41%

+25.59%

Max Drawdown (3Y)

Largest decline over 3 years

-41.73%

-57.27%

+15.54%

Max Drawdown (5Y)

Largest decline over 5 years

-41.73%

-57.27%

+15.54%

Max Drawdown (10Y)

Largest decline over 10 years

-67.29%

-57.27%

-10.02%

Current Drawdown

Current decline from peak

-63.78%

-55.69%

-8.09%

Average Drawdown

Average peak-to-trough decline

-56.54%

-16.67%

-39.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.01%

25.14%

-12.13%

Volatility

CANE vs. CPRT - Volatility Comparison

The current volatility for Teucrium Sugar Fund (CANE) is 6.17%, while Copart, Inc. (CPRT) has a volatility of 13.24%. This indicates that CANE experiences smaller price fluctuations and is considered to be less risky than CPRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CANECPRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.17%

13.24%

-7.07%

Volatility (6M)

Calculated over the trailing 6-month period

16.26%

21.92%

-5.66%

Volatility (1Y)

Calculated over the trailing 1-year period

20.18%

26.34%

-6.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.01%

26.49%

-5.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.60%

27.67%

-6.07%

Dividends

CANE vs. CPRT - Dividend Comparison

Neither CANE nor CPRT has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CANE and CPRT have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CPRT has higher volatility (13.24%) compared to CANE (6.17%). In terms of maximum drawdown, CANE dropped -81.30% vs CPRT's -72.49%.

CANE currently has the higher Sharpe Ratio (-0.68 vs -1.47), 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.

Portfolio Optimizer

Find the right allocation for CANE and CPRT

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