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CANE vs. WEAT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CANE vs. WEAT - Performance Comparison

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

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CANE vs. WEAT - 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%
WEAT
Teucrium Wheat Fund
18.03%-17.14%-19.26%-25.19%7.98%19.39%5.81%-1.35%-1.17%-12.79%

Returns By Period

In the year-to-date period, CANE achieves a 7.02% return, which is significantly lower than WEAT's 18.03% return. Over the past 10 years, CANE has outperformed WEAT with an annualized return of 0.05%, while WEAT has yielded a comparatively lower -6.29% 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%

WEAT

1D
1.33%
1M
4.43%
YTD
18.03%
6M
14.70%
1Y
0.73%
3Y*
-12.60%
5Y*
-4.45%
10Y*
-6.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CANE vs. WEAT - Expense Ratio Comparison

CANE has a 1.88% expense ratio, which is lower than WEAT's 1.91% expense ratio.


Return for Risk

CANE vs. WEAT — 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

WEAT
WEAT Risk / Return Rank: 1313
Overall Rank
WEAT Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
WEAT Sortino Ratio Rank: 1313
Sortino Ratio Rank
WEAT Omega Ratio Rank: 1313
Omega Ratio Rank
WEAT Calmar Ratio Rank: 1515
Calmar Ratio Rank
WEAT Martin Ratio Rank: 1414
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. WEAT - Risk-Adjusted Trends Comparison

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


CANEWEATDifference

Sharpe ratio

Return per unit of total volatility

-0.75

0.04

-0.79

Sortino ratio

Return per unit of downside risk

-1.01

0.21

-1.22

Omega ratio

Gain probability vs. loss probability

0.89

1.02

-0.13

Calmar ratio

Return relative to maximum drawdown

-0.53

0.11

-0.64

Martin ratio

Return relative to average drawdown

-0.79

0.18

-0.97

CANE vs. WEAT - Sharpe Ratio Comparison

The current CANE Sharpe Ratio is -0.75, which is lower than the WEAT Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of CANE and WEAT, 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


CANEWEATDifference

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

-0.15

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

-0.24

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.25

-0.41

+0.16

Correlation

The correlation between CANE and WEAT is 0.14, 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. WEAT - Dividend Comparison

Neither CANE nor WEAT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CANE vs. WEAT - Drawdown Comparison

The maximum CANE drawdown since its inception was -81.30%, roughly equal to the maximum WEAT drawdown of -84.32%. Use the drawdown chart below to compare losses from any high point for CANE and WEAT.


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Drawdown Indicators


CANEWEATDifference

Max Drawdown

Largest peak-to-trough decline

-81.30%

-84.32%

+3.02%

Max Drawdown (1Y)

Largest decline over 1 year

-28.86%

-17.85%

-11.01%

Max Drawdown (5Y)

Largest decline over 5 years

-41.73%

-67.83%

+26.10%

Max Drawdown (10Y)

Largest decline over 10 years

-67.29%

-67.83%

+0.54%

Current Drawdown

Current decline from peak

-60.32%

-81.41%

+21.09%

Average Drawdown

Average peak-to-trough decline

-56.42%

-62.90%

+6.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.23%

11.29%

+7.94%

Volatility

CANE vs. WEAT - Volatility Comparison

The current volatility for Teucrium Sugar Fund (CANE) is 7.27%, while Teucrium Wheat Fund (WEAT) has a volatility of 8.69%. This indicates that CANE experiences smaller price fluctuations and is considered to be less risky than WEAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CANEWEATDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.27%

8.69%

-1.42%

Volatility (6M)

Calculated over the trailing 6-month period

14.43%

14.61%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

19.42%

20.04%

-0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.96%

30.47%

-9.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.79%

26.73%

-4.94%