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 -2.91%/yr vs 17.39%/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 -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%
CANE vs. CPRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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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 | +0.79 | ||
| 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 |
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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% | -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 DrawdownCurrent decline from peak | -64.88% | -53.63% | -11.25% |
Average DrawdownAverage peak-to-trough decline | -56.51% | -16.60% | -39.91% |
Ulcer IndexDepth 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.
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Volatility by Period
| CANE | CPRT | Difference | |
|---|---|---|---|
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.
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.
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