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CANE vs. XBNB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CANE vs. XBNB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Sugar Fund (CANE) and Teucrium xETFs 2x Long Daily BNB ETF (XBNB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


CANE

1D
-2.85%
1M
1.06%
6M
0.53%
YTD
-2.31%
1Y
-13.75%
3Y*
-10.13%
5Y*
2.40%
10Y*
-2.85%

XBNB

1D
-1.47%
1M
-12.87%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CANE vs. XBNB - Yearly Performance Comparison


Correlation

The correlation between CANE and XBNB is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 28, 2026

0.12

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Return for Risk

CANE vs. XBNB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CANE
CANE Risk / Return Rank: 44
Overall Rank
CANE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CANE Sortino Ratio Rank: 44
Sortino Ratio Rank
CANE Omega Ratio Rank: 44
Omega Ratio Rank
CANE Calmar Ratio Rank: 44
Calmar Ratio Rank
CANE Martin Ratio Rank: 44
Martin Ratio Rank

XBNB

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. XBNB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Sugar Fund (CANE) and Teucrium xETFs 2x Long Daily BNB ETF (XBNB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CANEXBNBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.90

Calmar ratioReturn relative to maximum drawdown

-0.70

Martin ratioReturn relative to average drawdown

-1.06

CANE vs. XBNB - Sharpe Ratio Comparison


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Drawdowns

CANE vs. XBNB - Drawdown Comparison

The maximum CANE drawdown since its inception was -81.30%, which is greater than XBNB's maximum drawdown of -40.97%. Use the drawdown chart below to compare losses from any high point for CANE and XBNB.


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Drawdown Indicators


CANEXBNBDifference

Max Drawdown

Largest peak-to-trough decline

-81.30%

-40.97%

-40.33%

Max Drawdown (1Y)

Largest decline over 1 year

-19.82%

Max Drawdown (3Y)

Largest decline over 3 years

-41.73%

Max Drawdown (5Y)

Largest decline over 5 years

-41.73%

Max Drawdown (10Y)

Largest decline over 10 years

-67.29%

Current Drawdown

Current decline from peak

-63.78%

-35.63%

-28.15%

Average Drawdown

Average peak-to-trough decline

-56.54%

-19.92%

-36.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.01%

Volatility

CANE vs. XBNB - Volatility Comparison


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Volatility by Period


CANEXBNBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.17%

Volatility (6M)

Calculated over the trailing 6-month period

16.26%

Volatility (1Y)

Calculated over the trailing 1-year period

20.18%

85.86%

-65.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.01%

85.86%

-64.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.60%

85.86%

-64.26%

CANE vs. XBNB - Expense Ratio Comparison

CANE has a 1.88% expense ratio, which is lower than XBNB's 1.89% expense ratio.


Dividends

CANE vs. XBNB - Dividend Comparison

CANE has not paid dividends to shareholders, while XBNB's dividend yield for the trailing twelve months is around 0.01%.


Frequently Asked Questions


CANE and XBNB have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CANE is cheaper at 1.88% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CANE is cheaper with a 1.88% expense ratio, compared with 1.89% for XBNB.

XBNB has the higher dividend yield at 0.01%, compared with 0.00% for CANE.

CANE is categorized as Agricultural Commodities, while XBNB is Leveraged Cryptocurrency. CANE tracks Teucrium Sugar Fund Benchmark, while XBNB tracks Binance Coin (BNB). Their fees differ too: 1.88% for CANE and 1.89% for XBNB.

Portfolio Optimizer

Find the right allocation for CANE and XBNB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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