PortfoliosLab logoPortfoliosLab logo
CANE vs. SOYB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CANE vs. SOYB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Sugar Fund (CANE) and Teucrium Soybean Fund (SOYB). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CANE vs. SOYB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CANE
Teucrium Sugar Fund
7.02%-14.65%-7.79%30.06%3.59%36.30%-3.85%-0.97%-27.52%-24.76%
SOYB
Teucrium Soybean Fund
11.62%1.77%-20.48%-5.23%25.27%16.85%22.99%-2.16%-9.51%-6.38%

Returns By Period

In the year-to-date period, CANE achieves a 7.02% return, which is significantly lower than SOYB's 11.62% return. Over the past 10 years, CANE has underperformed SOYB with an annualized return of 0.05%, while SOYB has yielded a comparatively higher 2.96% annualized return.


CANE

1D
-0.38%
1M
12.38%
YTD
7.02%
6M
-1.51%
1Y
-14.50%
3Y*
-2.83%
5Y*
8.35%
10Y*
0.05%

SOYB

1D
0.95%
1M
2.43%
YTD
11.62%
6M
13.70%
1Y
14.34%
3Y*
-3.48%
5Y*
2.80%
10Y*
2.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


CANE vs. SOYB - Expense Ratio Comparison

Both CANE and SOYB have an expense ratio of 1.88%.


Return for Risk

CANE vs. SOYB — 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: 22
Sharpe Ratio Rank
CANE Sortino Ratio Rank: 22
Sortino Ratio Rank
CANE Omega Ratio Rank: 22
Omega Ratio Rank
CANE Calmar Ratio Rank: 44
Calmar Ratio Rank
CANE Martin Ratio Rank: 66
Martin Ratio Rank

SOYB
SOYB Risk / Return Rank: 5555
Overall Rank
SOYB Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SOYB Sortino Ratio Rank: 6161
Sortino Ratio Rank
SOYB Omega Ratio Rank: 5252
Omega Ratio Rank
SOYB Calmar Ratio Rank: 6262
Calmar Ratio Rank
SOYB Martin Ratio Rank: 4141
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. SOYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Sugar Fund (CANE) and Teucrium Soybean Fund (SOYB). 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.


CANESOYBDifference

Sharpe ratio

Return per unit of total volatility

-0.75

1.04

-1.79

Sortino ratio

Return per unit of downside risk

-1.01

1.53

-2.54

Omega ratio

Gain probability vs. loss probability

0.89

1.19

-0.30

Calmar ratio

Return relative to maximum drawdown

-0.53

1.55

-2.08

Martin ratio

Return relative to average drawdown

-0.79

3.75

-4.54

CANE vs. SOYB - Sharpe Ratio Comparison

The current CANE Sharpe Ratio is -0.75, which is lower than the SOYB Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of CANE and SOYB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CANESOYBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.75

1.04

-1.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.16

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

0.17

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.25

-0.00

-0.24

Correlation

The correlation between CANE and SOYB is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CANE vs. SOYB - Dividend Comparison

Neither CANE nor SOYB has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CANE vs. SOYB - Drawdown Comparison

The maximum CANE drawdown since its inception was -81.30%, which is greater than SOYB's maximum drawdown of -53.76%. Use the drawdown chart below to compare losses from any high point for CANE and SOYB.


Loading graphics...

Drawdown Indicators


CANESOYBDifference

Max Drawdown

Largest peak-to-trough decline

-81.30%

-53.76%

-27.54%

Max Drawdown (1Y)

Largest decline over 1 year

-28.86%

-8.78%

-20.08%

Max Drawdown (5Y)

Largest decline over 5 years

-41.73%

-31.01%

-10.72%

Max Drawdown (10Y)

Largest decline over 10 years

-67.29%

-38.28%

-29.01%

Current Drawdown

Current decline from peak

-60.32%

-16.75%

-43.57%

Average Drawdown

Average peak-to-trough decline

-56.42%

-25.88%

-30.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.23%

3.63%

+15.60%

Volatility

CANE vs. SOYB - Volatility Comparison

Teucrium Sugar Fund (CANE) has a higher volatility of 7.27% compared to Teucrium Soybean Fund (SOYB) at 5.48%. This indicates that CANE's price experiences larger fluctuations and is considered to be riskier than SOYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CANESOYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.27%

5.48%

+1.79%

Volatility (6M)

Calculated over the trailing 6-month period

14.43%

9.43%

+5.00%

Volatility (1Y)

Calculated over the trailing 1-year period

19.42%

13.90%

+5.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.96%

18.18%

+2.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.79%

17.09%

+4.70%