CANE vs. DBA

In the year-to-date period, CANE achieves a 1.42% return, which is significantly lower than DBA's 3.05% return. Over the past 10 years, CANE has underperformed DBA with an annualized return of 1.54%, while DBA has yielded a comparatively higher 3.08% annualized return.

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CANE has a 1.88% expense ratio, which is higher than DBA's 0.94% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Teucrium Sugar Fund (CANE) and Invesco DB Agriculture Fund (DBA). 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.

The current CANE Sharpe Ratio is 0.02, which is lower than the DBA Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of CANE and DBA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CANE has not paid dividends to shareholders, while DBA's dividend yield for the trailing twelve months is around 3.96%.

The maximum CANE drawdown since its inception was -81.30%, which is greater than DBA's maximum drawdown of -67.97%. Use the drawdown chart below to compare losses from any high point for CANE and DBA. For additional features, visit the drawdowns tool.

Teucrium Sugar Fund (CANE) has a higher volatility of 6.35% compared to Invesco DB Agriculture Fund (DBA) at 3.54%. This indicates that CANE's price experiences larger fluctuations and is considered to be riskier than DBA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.