CANE vs. CXRN
CANE (Teucrium Sugar Fund) and CXRN (Teucrium 2x Daily Corn ETF) are both exchange-traded funds - CANE is a Agricultural Commodities fund tracking the Teucrium Sugar Fund Benchmark, while CXRN is a Leveraged Commodities fund actively managed by Teucrium. CANE is passively managed, while CXRN is actively managed. Over the past year, CANE returned -16.08% vs -27.23% for CXRN. At a 0.12 correlation, their price movements are largely independent. CANE charges 1.88%/yr vs 0.95%/yr for CXRN.
Performance
CANE vs. CXRN - 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 CXRN's -21.39% 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%
CXRN
- 1D
- -0.21%
- 1M
- -21.84%
- YTD
- -21.39%
- 6M
- -23.62%
- 1Y
- -27.23%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CANE vs. CXRN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CANE Teucrium Sugar Fund | -5.28% | -14.65% | -7.37% |
CXRN Teucrium 2x Daily Corn ETF | -21.39% | -25.68% | 7.40% |
Correlation
The correlation between CANE and CXRN is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2024 | 0.12 |
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Return for Risk
CANE vs. CXRN — Risk / Return Rank
CANE
CXRN
CANE vs. CXRN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Sugar Fund (CANE) and Teucrium 2x Daily Corn ETF (CXRN). 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 | CXRN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.89 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | -0.94 | +0.13 |
| Martin ratioReturn relative to average drawdown | -1.28 | -2.21 | +0.93 |
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Drawdowns
CANE vs. CXRN - Drawdown Comparison
The maximum CANE drawdown since its inception was -81.30%, which is greater than CXRN's maximum drawdown of -51.11%. Use the drawdown chart below to compare losses from any high point for CANE and CXRN.
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Drawdown Indicators
| CANE | CXRN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.30% | -51.11% | -30.19% |
Max Drawdown (1Y)Largest decline over 1 year | -19.82% | -28.97% | +9.15% |
Max Drawdown (3Y)Largest decline over 3 years | -41.73% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -41.73% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -67.29% | — | — |
Current DrawdownCurrent decline from peak | -64.88% | -51.11% | -13.77% |
Average DrawdownAverage peak-to-trough decline | -56.51% | -30.67% | -25.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.58% | 12.34% | +0.24% |
Volatility
CANE vs. CXRN - Volatility Comparison
The current volatility for Teucrium Sugar Fund (CANE) is 4.97%, while Teucrium 2x Daily Corn ETF (CXRN) has a volatility of 9.67%. This indicates that CANE experiences smaller price fluctuations and is considered to be less risky than CXRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CANE | CXRN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 9.67% | -4.70% |
Volatility (6M)Calculated over the trailing 6-month period | 15.84% | 27.05% | -11.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.44% | 36.39% | -15.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 36.73% | -15.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.70% | 36.73% | -15.03% |
CANE vs. CXRN - Expense Ratio Comparison
CANE has a 1.88% expense ratio, which is higher than CXRN's 0.95% expense ratio.
Dividends
CANE vs. CXRN - Dividend Comparison
CANE has not paid dividends to shareholders, while CXRN's dividend yield for the trailing twelve months is around 2.87%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CANE Teucrium Sugar Fund | 0.00% | 0.00% | 0.00% |
CXRN Teucrium 2x Daily Corn ETF | 2.87% | 3.30% | 0.13% |
Frequently Asked Questions
CANE and CXRN have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CXRN has higher volatility (9.67%) compared to CANE (4.97%). In terms of maximum drawdown, CANE dropped -81.30% vs CXRN's -51.11%.
On 1-year performance, CANE leads with -16.08% vs -27.23% for CXRN. On fees, CXRN is cheaper at 0.95% per year. On volatility, CANE has been the lower-risk option at 4.97%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, CANE has performed better with a -16.08% return vs -27.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CXRN is cheaper with a 0.95% expense ratio, compared with 1.88% for CANE.
CXRN has the higher dividend yield at 2.87%, compared with 0.00% for CANE.
CANE is categorized as Agricultural Commodities, while CXRN is Leveraged Commodities. Their fees differ too: 1.88% for CANE and 0.95% for CXRN.
CXRN currently has the higher Sharpe Ratio (-0.76 vs -0.79), 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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