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CANE vs. TAGS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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CANE vs. TAGS - 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%
TAGS
Teucrium Agricultural Fund
10.65%-8.76%-14.57%-6.11%16.25%27.05%8.19%-4.53%-7.10%-13.94%

Returns By Period

In the year-to-date period, CANE achieves a 7.02% return, which is significantly lower than TAGS's 10.65% return. Over the past 10 years, CANE has outperformed TAGS with an annualized return of 0.05%, while TAGS has yielded a comparatively lower -0.44% 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%

TAGS

1D
0.96%
1M
6.22%
YTD
10.65%
6M
8.56%
1Y
0.50%
3Y*
-6.51%
5Y*
2.64%
10Y*
-0.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CANE vs. TAGS - Expense Ratio Comparison

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


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: 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

TAGS
TAGS Risk / Return Rank: 1212
Overall Rank
TAGS Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TAGS Sortino Ratio Rank: 1212
Sortino Ratio Rank
TAGS Omega Ratio Rank: 1111
Omega Ratio Rank
TAGS Calmar Ratio Rank: 1313
Calmar Ratio Rank
TAGS Martin Ratio Rank: 1313
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 ratio

Return per unit of total volatility

-0.75

0.04

-0.79

Sortino ratio

Return per unit of downside risk

-1.01

0.15

-1.16

Omega ratio

Gain probability vs. loss probability

0.89

1.02

-0.13

Calmar ratio

Return relative to maximum drawdown

-0.53

0.04

-0.57

Martin ratio

Return relative to average drawdown

-0.79

0.07

-0.86

CANE vs. TAGS - Sharpe Ratio Comparison

The current CANE Sharpe Ratio is -0.75, which is lower than the TAGS Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of CANE and TAGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CANETAGSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.75

0.04

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.16

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

-0.02

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.25

-0.22

-0.03

Correlation

The correlation between CANE and TAGS is 0.31, 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. TAGS - Dividend Comparison

Neither CANE nor TAGS has paid dividends to shareholders.


Tickers have no history of dividend payments

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

-28.86%

-12.12%

-16.74%

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

-60.32%

-62.14%

+1.82%

Average Drawdown

Average peak-to-trough decline

-56.42%

-57.15%

+0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.23%

7.59%

+11.64%

Volatility

CANE vs. TAGS - Volatility Comparison

Teucrium Sugar Fund (CANE) has a higher volatility of 7.27% compared to Teucrium Agricultural Fund (TAGS) at 4.78%. 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

7.27%

4.78%

+2.49%

Volatility (6M)

Calculated over the trailing 6-month period

14.43%

8.49%

+5.94%

Volatility (1Y)

Calculated over the trailing 1-year period

19.42%

11.47%

+7.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.96%

16.91%

+4.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.79%

18.34%

+3.45%