CANE vs. LLY

In the year-to-date period, CANE achieves a -7.02% return, which is significantly lower than LLY's 30.80% return. Over the past 10 years, CANE has underperformed LLY with an annualized return of -0.53%, while LLY has yielded a comparatively higher 29.14% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Teucrium Sugar Fund (CANE) and Eli Lilly and Company (LLY). 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 -0.37, which is lower than the LLY Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of CANE and LLY, 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 LLY's dividend yield for the trailing twelve months is around 0.69%.

The maximum CANE drawdown since its inception was -81.30%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for CANE and LLY. For additional features, visit the drawdowns tool.

The current volatility for Teucrium Sugar Fund (CANE) is 5.23%, while Eli Lilly and Company (LLY) has a volatility of 7.72%. This indicates that CANE experiences smaller price fluctuations and is considered to be less risky than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.