PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

Returns By Period

In the year-to-date period, CANE achieves a -5.28% return, which is significantly lower than FXF's -2.44% return. Over the past 10 years, CANE has underperformed FXF with an annualized return of -2.91%, while FXF has yielded a comparatively higher 0.98% annualized 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%

FXF

1D
-0.13%
1M
-3.13%
YTD
-2.44%
6M
-2.94%
1Y
-0.35%
3Y*
3.15%
5Y*
2.00%
10Y*
0.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CANE vs. FXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CANE
Teucrium Sugar Fund
-5.28%-14.65%-7.79%30.06%3.59%36.30%-3.85%-0.97%-27.52%-24.76%
FXF
Invesco CurrencyShares® Swiss Franc Trust
-2.44%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 -0.01, 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

-0.01

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 19, 2011

0.07

Compare stocks, funds, or ETFs

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


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: 22
Calmar Ratio Rank
CANE Martin Ratio Rank: 22
Martin Ratio Rank

FXF
FXF Risk / Return Rank: 88
Overall Rank
FXF Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FXF Sortino Ratio Rank: 77
Sortino Ratio Rank
FXF Omega Ratio Rank: 77
Omega Ratio Rank
FXF Calmar Ratio Rank: 88
Calmar Ratio Rank
FXF Martin Ratio Rank: 88
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.

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.


CANEFXFDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

0.89

1.00

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.81

-0.06

-0.76

Martin ratioReturn relative to average drawdown

-1.28

-0.14

-1.14

CANE vs. FXF - Sharpe Ratio Comparison

The current CANE Sharpe Ratio is -0.79, which is lower than the FXF Sharpe Ratio of -0.05. 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.


Loading charts...

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.


Loading charts...

Drawdown Indicators


CANEFXFDifference

Max Drawdown

Largest peak-to-trough decline

-81.30%

-35.58%

-45.72%

Max Drawdown (1Y)

Largest decline over 1 year

-19.82%

-6.12%

-13.70%

Max Drawdown (3Y)

Largest decline over 3 years

-41.73%

-8.52%

-33.21%

Max Drawdown (5Y)

Largest decline over 5 years

-41.73%

-11.99%

-29.74%

Max Drawdown (10Y)

Largest decline over 10 years

-67.29%

-15.04%

-52.25%

Current Drawdown

Current decline from peak

-64.88%

-20.36%

-44.52%

Average Drawdown

Average peak-to-trough decline

-56.51%

-20.83%

-35.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.58%

2.41%

+10.17%

Volatility

CANE vs. FXF - Volatility Comparison

Teucrium Sugar Fund (CANE) has a higher volatility of 4.97% compared to Invesco CurrencyShares® Swiss Franc Trust (FXF) at 1.97%. 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.


Loading charts...

Volatility by Period


CANEFXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

1.97%

+3.00%

Volatility (6M)

Calculated over the trailing 6-month period

15.84%

5.65%

+10.19%

Volatility (1Y)

Calculated over the trailing 1-year period

20.44%

7.48%

+12.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.98%

8.32%

+12.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.70%

7.57%

+14.13%

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 -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CANE has higher volatility (4.97%) compared to FXF (1.97%). In terms of maximum drawdown, CANE dropped -81.30% vs FXF's -35.58%.

On 10-year performance, FXF leads with 0.98% vs -2.91% for CANE. On fees, FXF is cheaper at 0.40% per year. On volatility, FXF has been the lower-risk option at 1.97%. 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 0.98% return vs -2.91%. 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 (-0.05 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.

Portfolio Optimizer

Find the right allocation for CANE and FXF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer