CANE vs. CPRT
CANE (Teucrium Sugar Fund) is Agricultural Commodities fund tracking the Teucrium Sugar Fund Benchmark, while CPRT (Copart, Inc.) is a stock. Over the past 10 years, CANE returned -2.85%/yr vs 16.40%/yr for CPRT. At a 0.02 correlation, their price movements are largely independent.
Performance
CANE vs. CPRT - Performance Comparison
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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%
CANE vs. CPRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
CANE
CPRT
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.
| CANE | CPRT | Difference | |
|---|---|---|---|
| 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 |
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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
| CANE | CPRT | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -63.78% | -55.69% | -8.09% |
Average DrawdownAverage peak-to-trough decline | -56.54% | -16.67% | -39.87% |
Ulcer IndexDepth 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
| CANE | CPRT | Difference | |
|---|---|---|---|
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.
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.
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