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 -13.75% vs -14.06% for CXRN. At a 0.11 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 -2.31% return, which is significantly higher than CXRN's -12.67% return.
CANE
- 1D
- -2.85%
- 1M
- 1.06%
- 6M
- 0.53%
- YTD
- -2.31%
- 1Y
- -13.75%
- 3Y*
- -10.13%
- 5Y*
- 2.40%
- 10Y*
- -2.85%
CXRN
- 1D
- -2.62%
- 1M
- 8.36%
- 6M
- -3.79%
- YTD
- -12.67%
- 1Y
- -14.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CANE vs. CXRN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CANE Teucrium Sugar Fund | -2.31% | -14.65% | -7.37% |
CXRN Teucrium 2x Daily Corn ETF | -12.67% | -25.68% | 7.40% |
Correlation
The correlation between CANE and CXRN is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2024 | 0.11 |
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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 | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 0.96 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | -0.44 | -0.26 |
| Martin ratioReturn relative to average drawdown | -1.06 | -1.20 | +0.14 |
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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 -53.17%. 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% | -53.17% | -28.13% |
Max Drawdown (1Y)Largest decline over 1 year | -19.82% | -31.96% | +12.14% |
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 | -63.78% | -45.69% | -18.09% |
Average DrawdownAverage peak-to-trough decline | -56.54% | -31.38% | -25.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.01% | 11.72% | +1.29% |
Volatility
CANE vs. CXRN - Volatility Comparison
The current volatility for Teucrium Sugar Fund (CANE) is 6.17%, while Teucrium 2x Daily Corn ETF (CXRN) has a volatility of 15.65%. 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 | 6.17% | 15.65% | -9.48% |
Volatility (6M)Calculated over the trailing 6-month period | 16.26% | 28.25% | -11.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.18% | 37.12% | -16.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.01% | 37.88% | -16.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 37.88% | -16.28% |
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 2.47%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CANE Teucrium Sugar Fund | 0.00% | 0.00% | 0.00% |
CXRN Teucrium 2x Daily Corn ETF | 2.47% | 3.30% | 0.13% |
Frequently Asked Questions
CANE and CXRN have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CXRN has higher volatility (15.65%) compared to CANE (6.17%). In terms of maximum drawdown, CANE dropped -81.30% vs CXRN's -53.17%.
On 1-year performance, CANE leads with -13.75% vs -14.06% for CXRN. On fees, CXRN is cheaper at 0.95% per year. On volatility, CANE has been the lower-risk option at 6.17%. 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 -13.75% return vs -14.06%. 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 2.47%, 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 (-0.38 vs -0.68), 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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