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CANE vs. FXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CANE vs. FXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Sugar Fund (CANE) and Invesco CurrencyShares® Swiss Franc Trust (FXF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CANE achieves a -0.77% return, which is significantly lower than FXF's -0.20% return. Over the past 10 years, CANE has underperformed FXF with an annualized return of -2.23%, while FXF has yielded a comparatively higher 1.25% annualized return.


CANE

1D
-1.02%
1M
-5.56%
YTD
-0.77%
6M
0.83%
1Y
-14.28%
3Y*
-10.43%
5Y*
2.90%
10Y*
-2.23%

FXF

1D
-0.62%
1M
-1.07%
YTD
-0.20%
6M
0.70%
1Y
3.46%
3Y*
4.38%
5Y*
2.01%
10Y*
1.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CANE vs. FXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CANE
Teucrium Sugar Fund
-0.77%-14.65%-7.79%30.06%3.59%36.30%-3.85%-0.97%-27.52%-24.76%
FXF
Invesco CurrencyShares® Swiss Franc Trust
-0.20%14.04%-7.46%9.63%-2.29%-4.08%8.18%0.32%-2.01%3.31%

Correlation

The correlation between CANE and FXF is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2011

0.07

The correlation between CANE and FXF shifts across timeframes, from -0.03 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CANE vs. FXF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CANE
CANE Risk / Return Rank: 33
Overall Rank
CANE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CANE Sortino Ratio Rank: 33
Sortino Ratio Rank
CANE Omega Ratio Rank: 33
Omega Ratio Rank
CANE Calmar Ratio Rank: 33
Calmar Ratio Rank
CANE Martin Ratio Rank: 33
Martin Ratio Rank

FXF
FXF Risk / Return Rank: 1616
Overall Rank
FXF Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FXF Sortino Ratio Rank: 1515
Sortino Ratio Rank
FXF Omega Ratio Rank: 1414
Omega Ratio Rank
FXF Calmar Ratio Rank: 1818
Calmar Ratio Rank
FXF Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CANE vs. FXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Sugar Fund (CANE) and Invesco CurrencyShares® Swiss Franc Trust (FXF). 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.


CANEFXFDifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

-1.67

Omega ratioGain probability vs. loss probability

0.90

1.09

-0.18

Calmar ratioReturn relative to maximum drawdown

-0.72

0.72

-1.44

Martin ratioReturn relative to average drawdown

-1.18

1.62

-2.80

CANE vs. FXF - Sharpe Ratio Comparison

The current CANE Sharpe Ratio is -0.69, which is lower than the FXF Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of CANE and FXF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CANEFXFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.69

0.47

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.24

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

0.17

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.26

0.17

-0.44

Drawdowns

CANE vs. FXF - Drawdown Comparison

The maximum CANE drawdown since its inception was -81.30%, which is greater than FXF's maximum drawdown of -35.58%. Use the drawdown chart below to compare losses from any high point for CANE and FXF.


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Drawdown Indicators


CANEFXFDifference

Max Drawdown

Largest peak-to-trough decline

-81.30%

-35.58%

-45.72%

Max Drawdown (1Y)

Largest decline over 1 year

-19.89%

-4.82%

-15.07%

Max Drawdown (3Y)

Largest decline over 3 years

-41.73%

-8.52%

-33.21%

Max Drawdown (5Y)

Largest decline over 5 years

-41.73%

-13.03%

-28.70%

Max Drawdown (10Y)

Largest decline over 10 years

-67.29%

-15.04%

-52.25%

Current Drawdown

Current decline from peak

-63.21%

-18.53%

-44.68%

Average Drawdown

Average peak-to-trough decline

-56.50%

-20.84%

-35.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.35%

2.15%

+10.20%

Volatility

CANE vs. FXF - Volatility Comparison

Teucrium Sugar Fund (CANE) has a higher volatility of 6.85% compared to Invesco CurrencyShares® Swiss Franc Trust (FXF) at 1.69%. This indicates that CANE's price experiences larger fluctuations and is considered to be riskier than FXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CANEFXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.85%

1.69%

+5.16%

Volatility (6M)

Calculated over the trailing 6-month period

15.81%

5.56%

+10.25%

Volatility (1Y)

Calculated over the trailing 1-year period

20.69%

7.51%

+13.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.07%

8.32%

+12.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.72%

7.57%

+14.15%

CANE vs. FXF - Expense Ratio Comparison

CANE has a 1.88% expense ratio, which is higher than FXF's 0.40% expense ratio.


Dividends

CANE vs. FXF - Dividend Comparison

Neither CANE nor FXF has paid dividends to shareholders.


PositionTTM202520242023
CANE
Teucrium Sugar Fund
0.00%0.00%0.00%0.00%
FXF
Invesco CurrencyShares® Swiss Franc Trust
0.00%0.00%0.03%0.02%

Frequently Asked Questions


CANE and FXF have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CANE has higher volatility (6.85%) compared to FXF (1.69%). In terms of maximum drawdown, CANE dropped -81.30% vs FXF's -35.58%.

On 10-year performance, FXF leads with 1.25% vs -2.23% for CANE. On fees, FXF is cheaper at 0.40% per year. On volatility, FXF has been the lower-risk option at 1.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FXF has performed better with a 1.25% return vs -2.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FXF is cheaper with a 0.40% expense ratio, compared with 1.88% for CANE.

CANE and FXF have nearly identical dividend yields, around 0.00%.

CANE is categorized as Agricultural Commodities, while FXF is Currency. CANE tracks Teucrium Sugar Fund Benchmark, while FXF tracks Swiss Franc. They also come from different issuers: Teucrium and Invesco. Their fees differ too: 1.88% for CANE and 0.40% for FXF.

FXF currently has the higher Sharpe Ratio (0.47 vs -0.69), 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.

Portfolio Optimizer

Find the right allocation for CANE and FXF

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