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CANE vs. UNG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CANE vs. UNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Sugar Fund (CANE) and United States Natural Gas Fund LP (UNG). 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 higher than UNG's -4.49% return. Over the past 10 years, CANE has outperformed UNG with an annualized return of -2.23%, while UNG has yielded a comparatively lower -20.48% 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%

UNG

1D
2.09%
1M
6.94%
YTD
-4.49%
6M
-24.31%
1Y
-30.96%
3Y*
-21.19%
5Y*
-23.11%
10Y*
-20.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CANE vs. UNG - 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%
UNG
United States Natural Gas Fund LP
-4.49%-27.07%-17.11%-64.04%12.89%35.76%-45.43%-31.77%5.96%-37.58%

Correlation

The correlation between CANE and UNG is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.00

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

0.03

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

0.05

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

0.04

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2011

0.04

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Return for Risk

CANE vs. UNG — 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

UNG
UNG Risk / Return Rank: 44
Overall Rank
UNG Sharpe Ratio Rank: 44
Sharpe Ratio Rank
UNG Sortino Ratio Rank: 55
Sortino Ratio Rank
UNG Omega Ratio Rank: 55
Omega Ratio Rank
UNG Calmar Ratio Rank: 33
Calmar Ratio Rank
UNG Martin Ratio Rank: 44
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. UNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Sugar Fund (CANE) and United States Natural Gas Fund LP (UNG). 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.


CANEUNGDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

0.90

0.95

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.72

-0.71

-0.01

Martin ratioReturn relative to average drawdown

-1.18

-1.04

-0.13

CANE vs. UNG - Sharpe Ratio Comparison

The current CANE Sharpe Ratio is -0.69, which is lower than the UNG Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of CANE and UNG, 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


CANEUNGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.69

-0.51

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

-0.36

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

-0.37

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.26

-0.57

+0.31

Drawdowns

CANE vs. UNG - Drawdown Comparison

The maximum CANE drawdown since its inception was -81.30%, smaller than the maximum UNG drawdown of -99.88%. Use the drawdown chart below to compare losses from any high point for CANE and UNG.


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Drawdown Indicators


CANEUNGDifference

Max Drawdown

Largest peak-to-trough decline

-81.30%

-99.88%

+18.58%

Max Drawdown (1Y)

Largest decline over 1 year

-19.89%

-43.86%

+23.97%

Max Drawdown (3Y)

Largest decline over 3 years

-41.73%

-68.16%

+26.43%

Max Drawdown (5Y)

Largest decline over 5 years

-41.73%

-92.49%

+50.76%

Max Drawdown (10Y)

Largest decline over 10 years

-67.29%

-93.55%

+26.26%

Current Drawdown

Current decline from peak

-63.21%

-99.86%

+36.65%

Average Drawdown

Average peak-to-trough decline

-56.50%

-89.96%

+33.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.35%

29.68%

-17.33%

Volatility

CANE vs. UNG - Volatility Comparison

The current volatility for Teucrium Sugar Fund (CANE) is 6.85%, while United States Natural Gas Fund LP (UNG) has a volatility of 13.09%. This indicates that CANE experiences smaller price fluctuations and is considered to be less risky than UNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CANEUNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.85%

13.09%

-6.24%

Volatility (6M)

Calculated over the trailing 6-month period

15.81%

52.96%

-37.15%

Volatility (1Y)

Calculated over the trailing 1-year period

20.69%

60.48%

-39.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.07%

64.10%

-43.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.72%

54.78%

-33.06%

CANE vs. UNG - Expense Ratio Comparison

CANE has a 1.88% expense ratio, which is higher than UNG's 1.28% expense ratio.


Dividends

CANE vs. UNG - Dividend Comparison

Neither CANE nor UNG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CANE and UNG have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UNG has higher volatility (13.09%) compared to CANE (6.85%). In terms of maximum drawdown, CANE dropped -81.30% vs UNG's -99.88%.

On 10-year performance, CANE leads with -2.23% vs -20.48% for UNG. On fees, UNG is cheaper at 1.28% per year. On volatility, CANE has been the lower-risk option at 6.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, CANE has performed better with a -2.23% return vs -20.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UNG is cheaper with a 1.28% expense ratio, compared with 1.88% for CANE.

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

CANE is categorized as Agricultural Commodities, while UNG is Oil & Gas. CANE tracks Teucrium Sugar Fund Benchmark, while UNG tracks Front Month Natural Gas. They also come from different issuers: Teucrium and Concierge Technologies. Their fees differ too: 1.88% for CANE and 1.28% for UNG.

UNG currently has the higher Sharpe Ratio (-0.51 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

Find the right allocation for CANE and UNG

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