CANE vs. JSI
CANE (Teucrium Sugar Fund) and JSI (Janus Henderson Securitized Income ETF) are both exchange-traded funds - CANE is a Agricultural Commodities fund tracking the Teucrium Sugar Fund Benchmark, while JSI is a Short-Term Bond fund actively managed by Janus Henderson. CANE is passively managed, while JSI is actively managed. Over the past year, CANE returned -14.28% vs 4.72% for JSI. At a correlation of -0.13, they often move in opposite directions. CANE charges 1.88%/yr vs 0.50%/yr for JSI.
Performance
CANE vs. JSI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CANE achieves a -0.77% return, which is significantly lower than JSI's 0.99% 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%
JSI
- 1D
- -0.12%
- 1M
- 0.24%
- YTD
- 0.99%
- 6M
- 1.47%
- 1Y
- 4.72%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CANE vs. JSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CANE Teucrium Sugar Fund | -0.77% | -14.65% | -7.79% | -19.30% |
JSI Janus Henderson Securitized Income ETF | 0.99% | 6.46% | 7.27% | 3.39% |
Correlation
The correlation between CANE and JSI is -0.29, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.29 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2023 | -0.13 |
The correlation between CANE and JSI shifts across timeframes, from -0.29 (1 year) to -0.13 (all time), reflecting how their relationship changes across market environments.
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. JSI — Risk / Return Rank
CANE
JSI
CANE vs. JSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Sugar Fund (CANE) and Janus Henderson Securitized Income ETF (JSI). 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.
| CANE | JSI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.69 | ||
| Sortino ratioReturn per unit of downside risk | -3.68 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.41 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | 2.82 | -3.54 |
| Martin ratioReturn relative to average drawdown | -1.18 | 9.18 | -10.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CANE | JSI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.69 | 1.99 | -2.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.26 | 2.49 | -2.75 |
Drawdowns
CANE vs. JSI - Drawdown Comparison
The maximum CANE drawdown since its inception was -81.30%, which is greater than JSI's maximum drawdown of -2.31%. Use the drawdown chart below to compare losses from any high point for CANE and JSI.
Loading charts...
Drawdown Indicators
| CANE | JSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.30% | -2.31% | -78.99% |
Max Drawdown (1Y)Largest decline over 1 year | -19.89% | -1.68% | -18.21% |
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 | -63.21% | -0.46% | -62.75% |
Average DrawdownAverage peak-to-trough decline | -56.50% | -0.34% | -56.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.35% | 0.52% | +11.83% |
Volatility
CANE vs. JSI - Volatility Comparison
Teucrium Sugar Fund (CANE) has a higher volatility of 6.85% compared to Janus Henderson Securitized Income ETF (JSI) at 0.66%. This indicates that CANE's price experiences larger fluctuations and is considered to be riskier than JSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CANE | JSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.85% | 0.66% | +6.19% |
Volatility (6M)Calculated over the trailing 6-month period | 15.81% | 1.53% | +14.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.69% | 2.38% | +18.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.07% | 2.88% | +18.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.72% | 2.88% | +18.84% |
CANE vs. JSI - Expense Ratio Comparison
CANE has a 1.88% expense ratio, which is higher than JSI's 0.50% expense ratio.
Dividends
CANE vs. JSI - Dividend Comparison
CANE has not paid dividends to shareholders, while JSI's dividend yield for the trailing twelve months is around 5.80%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CANE Teucrium Sugar Fund | 0.00% | 0.00% | 0.00% | 0.00% |
JSI Janus Henderson Securitized Income ETF | 5.80% | 5.80% | 6.16% | 0.84% |
Frequently Asked Questions
CANE and JSI have a correlation of -0.29, 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 JSI (0.66%). In terms of maximum drawdown, CANE dropped -81.30% vs JSI's -2.31%.
On 1-year performance, JSI leads with 4.72% vs -14.28% for CANE. On fees, JSI is cheaper at 0.50% per year. On volatility, JSI has been the lower-risk option at 0.66%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, JSI has performed better with a 4.72% return vs -14.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
JSI is cheaper with a 0.50% expense ratio, compared with 1.88% for CANE.
JSI has the higher dividend yield at 5.80%, compared with 0.00% for CANE.
CANE is categorized as Agricultural Commodities, while JSI is Short-Term Bond. They also come from different issuers: Teucrium and Janus Henderson. Their fees differ too: 1.88% for CANE and 0.50% for JSI.
JSI currently has the higher Sharpe Ratio (1.99 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.
Find the right allocation for CANE and JSI
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