PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

Returns By Period

In the year-to-date period, CANE achieves a -5.28% return, which is significantly higher than CPRT's -24.39% return. Over the past 10 years, CANE has underperformed CPRT with an annualized return of -2.91%, while CPRT has yielded a comparatively higher 17.39% annualized return.


CANE

1D
0.54%
1M
-6.67%
YTD
-5.28%
6M
-5.84%
1Y
-16.08%
3Y*
-12.00%
5Y*
2.30%
10Y*
-2.91%

CPRT

1D
0.41%
1M
-12.40%
YTD
-24.39%
6M
-24.39%
1Y
-37.97%
3Y*
-12.77%
5Y*
-2.06%
10Y*
17.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CANE vs. CPRT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CANE
Teucrium Sugar Fund
-5.28%-14.65%-7.79%30.06%3.59%36.30%-3.85%-0.97%-27.52%-24.76%
CPRT
Copart, Inc.
-24.39%-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 -0.15, 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

-0.15

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 19, 2011

0.02

The correlation between CANE and CPRT shifts across timeframes, from -0.15 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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: 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: 22
Calmar Ratio Rank
CANE Martin Ratio Rank: 22
Martin Ratio Rank

CPRT
CPRT Risk / Return Rank: 33
Overall Rank
CPRT Sharpe Ratio Rank: 00
Sharpe Ratio Rank
CPRT Sortino Ratio Rank: 22
Sortino Ratio Rank
CPRT Omega Ratio Rank: 22
Omega Ratio Rank
CPRT Calmar Ratio Rank: 55
Calmar Ratio Rank
CPRT Martin Ratio Rank: 33
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

+0.79

Sortino ratioReturn per unit of downside risk

+1.23

Omega ratioGain probability vs. loss probability

0.89

0.72

+0.16

Calmar ratioReturn relative to maximum drawdown

-0.81

-0.93

+0.11

Martin ratioReturn relative to average drawdown

-1.28

-1.66

+0.38

CANE vs. CPRT - Sharpe Ratio Comparison

The current CANE Sharpe Ratio is -0.79, which is higher than the CPRT Sharpe Ratio of -1.58. 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.


Loading charts...

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.


Loading charts...

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%

-41.00%

+21.18%

Max Drawdown (3Y)

Largest decline over 3 years

-41.73%

-53.82%

+12.09%

Max Drawdown (5Y)

Largest decline over 5 years

-41.73%

-53.82%

+12.09%

Max Drawdown (10Y)

Largest decline over 10 years

-67.29%

-53.82%

-13.47%

Current Drawdown

Current decline from peak

-64.88%

-53.63%

-11.25%

Average Drawdown

Average peak-to-trough decline

-56.51%

-16.60%

-39.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.58%

22.84%

-10.26%

Volatility

CANE vs. CPRT - Volatility Comparison

The current volatility for Teucrium Sugar Fund (CANE) is 4.97%, while Copart, Inc. (CPRT) has a volatility of 8.32%. 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.


Loading charts...

Volatility by Period


CANECPRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

8.32%

-3.35%

Volatility (6M)

Calculated over the trailing 6-month period

15.84%

19.43%

-3.59%

Volatility (1Y)

Calculated over the trailing 1-year period

20.44%

24.18%

-3.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.98%

26.04%

-5.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.70%

27.48%

-5.78%

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 -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CPRT has higher volatility (8.32%) compared to CANE (4.97%). In terms of maximum drawdown, CANE dropped -81.30% vs CPRT's -72.49%.

CANE currently has the higher Sharpe Ratio (-0.79 vs -1.58), 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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer