CANE vs. CPRT

Last updated Jun 4, 2026

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 -2.23%/yr vs 17.40%/yr for CPRT. At a 0.02 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, CANE achieves a -0.77% return, which is significantly higher than CPRT's -22.48% return. Over the past 10 years, CANE has underperformed CPRT with an annualized return of -2.23%, while CPRT has yielded a comparatively higher 17.40% 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%

CPRT

• 1D: -1.65%
• 1M: -8.83%
• YTD: -22.48%
• 6M: -21.88%
• 1Y: -40.50%
• 3Y*: -11.65%
• 5Y*: -0.59%
• 10Y*: 17.40%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CANE vs. CPRT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CANE Teucrium Sugar Fund	-0.77%	-14.65%	-7.79%	30.06%	3.59%	36.30%	-3.85%	-0.97%	-27.52%	-24.76%
CPRT Copart, Inc.	-22.48%	-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 -0.14, 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	-0.14
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	0.01
Correlation (All Time) Calculated using the full available price history since Sep 20, 2011	0.02

The correlation between CANE and CPRT shifts across timeframes, from -0.14 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.

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: 3
CANE Sharpe Ratio Rank: 3
CANE Sortino Ratio Rank: 3
CANE Omega Ratio Rank: 3
CANE Calmar Ratio Rank: 3
CANE Martin Ratio Rank: 3

CPRT

CPRT Risk / Return Rank: 1
CPRT Sharpe Ratio Rank: 0
CPRT Sortino Ratio Rank: 1
CPRT Omega Ratio Rank: 1
CPRT Calmar Ratio Rank: 0
CPRT Martin Ratio Rank: 1

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.

	CANE	CPRT	Difference
Sharpe ratio: Return per unit of total volatility	-0.69	-1.72	+1.03
Sortino ratio: Return per unit of downside risk	-0.90	-2.55	+1.65
Omega ratio: Gain probability vs. loss probability	0.90	0.69	+0.21
Calmar ratio: Return relative to maximum drawdown	-0.72	-1.02	+0.30
Martin ratio: Return relative to average drawdown	-1.18	-1.86	+0.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CANE vs. CPRT - Sharpe Ratio Comparison

The current CANE Sharpe Ratio is -0.69, which is higher than the CPRT Sharpe Ratio of -1.72. 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.

Sharpe Ratios by Period

	CANE	CPRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.69	-1.72	+1.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.14	-0.02	+0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.10	0.64	-0.74
Sharpe Ratio (All Time) Calculated using the full available price history	-0.26	0.48	-0.74

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.

Drawdown Indicators

	CANE	CPRT	Difference
Max Drawdown Largest peak-to-trough decline	-81.30%	-72.49%	-8.81%
Max Drawdown (1Y) Largest decline over 1 year	-19.89%	-39.90%	+20.01%
Max Drawdown (3Y) Largest decline over 3 years	-41.73%	-52.46%	+10.73%
Max Drawdown (5Y) Largest decline over 5 years	-41.73%	-52.46%	+10.73%
Max Drawdown (10Y) Largest decline over 10 years	-67.29%	-52.46%	-14.83%
Current Drawdown Current decline from peak	-63.21%	-52.46%	-10.75%
Average Drawdown Average peak-to-trough decline	-56.50%	-16.54%	-39.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.35%	22.42%	-10.07%

Volatility

CANE vs. CPRT - Volatility Comparison

The current volatility for Teucrium Sugar Fund (CANE) is 6.85%, while Copart, Inc. (CPRT) has a volatility of 8.81%. 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.

Volatility by Period

	CANE	CPRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.85%	8.81%	-1.96%
Volatility (6M) Calculated over the trailing 6-month period	15.81%	18.64%	-2.83%
Volatility (1Y) Calculated over the trailing 1-year period	20.69%	23.59%	-2.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.07%	25.94%	-4.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.72%	27.43%	-5.71%

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

Can I hold both CANE and CPRT in my portfolio?

CANE and CPRT have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CANE or CPRT?

CPRT has higher volatility (8.81%) compared to CANE (6.85%). In terms of maximum drawdown, CANE dropped -81.30% vs CPRT's -72.49%.

Which has better risk-adjusted returns?

CANE currently has the higher Sharpe Ratio (-0.69 vs -1.72), 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.