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TAFM vs. CANE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TAFM vs. CANE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Tax-Aware Intermediate Municipal ETF (TAFM) and Teucrium Sugar Fund (CANE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TAFM achieves a 1.00% return, which is significantly lower than CANE's 1.59% return.


TAFM

1D
0.16%
1M
-1.45%
6M
0.06%
YTD
1.00%
1Y
5.28%
3Y*
5Y*
10Y*
ALL TIME*
3.51%

CANE

1D
0.71%
1M
1.43%
6M
4.98%
YTD
1.59%
1Y
-8.88%
3Y*
-8.95%
5Y*
2.08%
10Y*
-2.97%
ALL TIME*
-6.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.59M$1.70M$2.96M
$4.14M$4.32M$5.15M

TAFM vs. CANE - Yearly Performance Comparison


2026 (YTD)202520242023
TAFM
AB Tax-Aware Intermediate Municipal ETF
1.00%4.21%2.54%1.51%
CANE
Teucrium Sugar Fund
1.59%-14.65%-7.79%-4.14%

Correlation

The correlation between TAFM and CANE is -0.26, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.26

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2023

-0.11

The correlation between TAFM and CANE shifts across timeframes, from -0.26 (1 year) to -0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TAFM vs. CANE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TAFM
TAFM Risk / Return Rank: 6161
Overall Rank
TAFM Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
TAFM Sortino Ratio Rank: 6565
Sortino Ratio Rank
TAFM Omega Ratio Rank: 7272
Omega Ratio Rank
TAFM Calmar Ratio Rank: 4949
Calmar Ratio Rank
TAFM Martin Ratio Rank: 5050
Martin Ratio Rank

CANE
CANE Risk / Return Rank: 55
Overall Rank
CANE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
CANE Sortino Ratio Rank: 55
Sortino Ratio Rank
CANE Omega Ratio Rank: 55
Omega Ratio Rank
CANE Calmar Ratio Rank: 55
Calmar Ratio Rank
CANE Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TAFM vs. CANE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Tax-Aware Intermediate Municipal ETF (TAFM) and Teucrium Sugar Fund (CANE). 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.


TAFMCANEDifference
Sharpe ratioReturn per unit of total volatility

+2.18

Sortino ratioReturn per unit of downside risk

+2.94

Omega ratioGain probability vs. loss probability

1.34

0.94

+0.40

Calmar ratioReturn relative to maximum drawdown

1.97

-0.45

+2.42

Martin ratioReturn relative to average drawdown

6.60

-0.67

+7.26

TAFM vs. CANE - Sharpe Ratio Comparison

The current TAFM Sharpe Ratio is 1.74, which is higher than the CANE Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of TAFM and CANE, 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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Drawdowns

TAFM vs. CANE - Drawdown Comparison

The maximum TAFM drawdown since its inception was -4.74%, smaller than the maximum CANE drawdown of -81.30%. Use the drawdown chart below to compare losses from any high point for TAFM and CANE.


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Drawdown Indicators


TAFMCANEDifference

Max Drawdown

Largest peak-to-trough decline

-4.74%

-81.30%

+76.56%

Max Drawdown (1Y)

Largest decline over 1 year

-2.69%

-19.82%

+17.13%

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

-1.55%

-62.33%

+60.78%

Average Drawdown

Average peak-to-trough decline

-0.93%

-56.56%

+55.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

13.38%

-12.58%

Volatility

TAFM vs. CANE - Volatility Comparison

The current volatility for AB Tax-Aware Intermediate Municipal ETF (TAFM) is 0.85%, while Teucrium Sugar Fund (CANE) has a volatility of 5.26%. This indicates that TAFM experiences smaller price fluctuations and is considered to be less risky than CANE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TAFMCANEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

5.26%

-4.41%

Volatility (6M)

Calculated over the trailing 6-month period

2.20%

15.98%

-13.78%

Volatility (1Y)

Calculated over the trailing 1-year period

3.05%

20.34%

-17.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.83%

20.95%

-16.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.83%

21.56%

-16.73%

TAFM vs. CANE - Expense Ratio Comparison

TAFM has a 0.28% expense ratio, which is lower than CANE's 1.88% expense ratio.


Dividends

TAFM vs. CANE - Dividend Comparison

TAFM's dividend yield for the trailing twelve months is around 3.69%, while CANE has not paid dividends to shareholders.


PositionTTM202520242023
CANE
Teucrium Sugar Fund
0.00%0.00%0.00%0.00%
TAFM
AB Tax-Aware Intermediate Municipal ETF
3.69%3.51%3.35%0.18%

Frequently Asked Questions


TAFM and CANE have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CANE has higher volatility (5.26%) compared to TAFM (0.85%). In terms of maximum drawdown, TAFM dropped -4.74% vs CANE's -81.30%.

On 1-year performance, TAFM leads with 5.28% vs -8.88% for CANE. On fees, TAFM is cheaper at 0.28% per year. On volatility, TAFM has been the lower-risk option at 0.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TAFM has performed better with a 5.28% return vs -8.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TAFM is cheaper with a 0.28% expense ratio, compared with 1.88% for CANE.

TAFM has the higher dividend yield at 3.69%, compared with 0.00% for CANE.

TAFM is categorized as Municipal Bonds, while CANE is Agricultural Commodities. They also come from different issuers: AllianceBernstein and Teucrium. Their fees differ too: 0.28% for TAFM and 1.88% for CANE.

TAFM currently has the higher Sharpe Ratio (1.74 vs -0.44), 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 TAFM and CANE

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