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CANE vs. TAGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CANE vs. TAGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Sugar Fund (CANE) and Teucrium Agricultural Fund (TAGS). 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 TAGS's 6.11% return. Over the past 10 years, CANE has underperformed TAGS with an annualized return of -2.23%, while TAGS has yielded a comparatively higher -1.74% 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%

TAGS

1D
-1.20%
1M
-5.48%
YTD
6.11%
6M
4.04%
1Y
-0.95%
3Y*
-7.08%
5Y*
-1.51%
10Y*
-1.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CANE vs. TAGS - 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%
TAGS
Teucrium Agricultural Fund
6.11%-8.76%-14.57%-6.11%16.25%27.05%8.19%-4.53%-7.10%-13.94%

Correlation

The correlation between CANE and TAGS is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

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

0.51

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

0.51

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

0.40

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2012

0.31

The correlation between CANE and TAGS shifts across timeframes, from 0.31 (all time) to 0.51 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

CANE vs. TAGS — 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

TAGS
TAGS Risk / Return Rank: 88
Overall Rank
TAGS Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TAGS Sortino Ratio Rank: 77
Sortino Ratio Rank
TAGS Omega Ratio Rank: 77
Omega Ratio Rank
TAGS Calmar Ratio Rank: 88
Calmar Ratio Rank
TAGS 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. TAGS - Risk-Adjusted Trends Comparison

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


CANETAGSDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

0.90

1.00

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.72

-0.09

-0.63

Martin ratioReturn relative to average drawdown

-1.18

-0.16

-1.02

CANE vs. TAGS - Sharpe Ratio Comparison

The current CANE Sharpe Ratio is -0.69, which is lower than the TAGS Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of CANE and TAGS, 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


CANETAGSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.69

-0.08

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

-0.09

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

-0.10

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.26

-0.23

-0.03

Drawdowns

CANE vs. TAGS - Drawdown Comparison

The maximum CANE drawdown since its inception was -81.30%, which is greater than TAGS's maximum drawdown of -76.40%. Use the drawdown chart below to compare losses from any high point for CANE and TAGS.


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Drawdown Indicators


CANETAGSDifference

Max Drawdown

Largest peak-to-trough decline

-81.30%

-76.40%

-4.90%

Max Drawdown (1Y)

Largest decline over 1 year

-19.89%

-10.07%

-9.82%

Max Drawdown (3Y)

Largest decline over 3 years

-41.73%

-33.59%

-8.14%

Max Drawdown (5Y)

Largest decline over 5 years

-41.73%

-37.60%

-4.13%

Max Drawdown (10Y)

Largest decline over 10 years

-67.29%

-47.30%

-19.99%

Current Drawdown

Current decline from peak

-63.21%

-63.69%

+0.48%

Average Drawdown

Average peak-to-trough decline

-56.50%

-57.23%

+0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.35%

5.88%

+6.47%

Volatility

CANE vs. TAGS - Volatility Comparison

Teucrium Sugar Fund (CANE) has a higher volatility of 6.85% compared to Teucrium Agricultural Fund (TAGS) at 5.52%. This indicates that CANE's price experiences larger fluctuations and is considered to be riskier than TAGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CANETAGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.85%

5.52%

+1.33%

Volatility (6M)

Calculated over the trailing 6-month period

15.81%

10.12%

+5.69%

Volatility (1Y)

Calculated over the trailing 1-year period

20.69%

12.61%

+8.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.07%

16.58%

+4.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.72%

18.04%

+3.68%

CANE vs. TAGS - Expense Ratio Comparison

CANE has a 1.88% expense ratio, which is higher than TAGS's 0.21% expense ratio.


Dividends

CANE vs. TAGS - Dividend Comparison

Neither CANE nor TAGS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CANE and TAGS have a correlation of 0.51, 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 TAGS (5.52%). In terms of maximum drawdown, CANE dropped -81.30% vs TAGS's -76.40%.

On 10-year performance, TAGS leads with -1.74% vs -2.23% for CANE. On fees, TAGS is cheaper at 0.21% per year. On volatility, TAGS has been the lower-risk option at 5.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TAGS has performed better with a -1.74% return vs -2.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TAGS is cheaper with a 0.21% expense ratio, compared with 1.88% for CANE.

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

CANE tracks Teucrium Sugar Fund Benchmark, while TAGS tracks Teucrium TAGS Index. Their fees differ too: 1.88% for CANE and 0.21% for TAGS.

TAGS currently has the higher Sharpe Ratio (-0.08 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

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