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CANE vs. CPRT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CANE and CPRT is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

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.

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%JulyAugustSeptemberOctoberNovemberDecember
-54.08%
2,210.28%
CANE
CPRT

Key characteristics

Sharpe Ratio

CANE:

-0.37

CPRT:

0.89

Sortino Ratio

CANE:

-0.40

CPRT:

1.44

Omega Ratio

CANE:

0.96

CPRT:

1.18

Calmar Ratio

CANE:

-0.14

CPRT:

1.33

Martin Ratio

CANE:

-0.67

CPRT:

2.85

Ulcer Index

CANE:

12.54%

CPRT:

7.14%

Daily Std Dev

CANE:

22.71%

CPRT:

22.96%

Max Drawdown

CANE:

-81.30%

CPRT:

-72.50%

Current Drawdown

CANE:

-56.18%

CPRT:

-8.39%

Returns By Period

In the year-to-date period, CANE achieves a -7.02% return, which is significantly lower than CPRT's 19.29% return. Over the past 10 years, CANE has underperformed CPRT with an annualized return of -0.53%, while CPRT has yielded a comparatively higher 29.07% annualized return.


CANE

YTD

-7.02%

1M

-10.62%

6M

-0.35%

1Y

-6.49%

5Y*

10.33%

10Y*

-0.53%

CPRT

YTD

19.29%

1M

3.41%

6M

8.22%

1Y

22.00%

5Y*

20.90%

10Y*

29.07%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

CANE vs. CPRT - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for CANE, currently valued at -0.37, compared to the broader market0.002.004.00-0.370.89
The chart of Sortino ratio for CANE, currently valued at -0.40, compared to the broader market-2.000.002.004.006.008.0010.00-0.401.44
The chart of Omega ratio for CANE, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.000.961.18
The chart of Calmar ratio for CANE, currently valued at -0.14, compared to the broader market0.005.0010.0015.00-0.141.33
The chart of Martin ratio for CANE, currently valued at -0.67, compared to the broader market0.0020.0040.0060.0080.00100.00-0.672.85
CANE
CPRT

The current CANE Sharpe Ratio is -0.37, which is lower than the CPRT Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of CANE and CPRT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.37
0.89
CANE
CPRT

Dividends

CANE vs. CPRT - Dividend Comparison

Neither CANE nor CPRT has paid dividends to shareholders.


Tickers have no history of dividend payments

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 -72.50%. Use the drawdown chart below to compare losses from any high point for CANE and CPRT. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-56.18%
-8.39%
CANE
CPRT

Volatility

CANE vs. CPRT - Volatility Comparison

The current volatility for Teucrium Sugar Fund (CANE) is 5.23%, while Copart, Inc. (CPRT) has a volatility of 11.78%. 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.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.23%
11.78%
CANE
CPRT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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