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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 1.91% return, which is significantly higher than CANE's -0.77% return.


TAFM

1D
0.00%
1M
0.81%
YTD
1.91%
6M
2.26%
1Y
7.39%
3Y*
5Y*
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TAFM vs. CANE - Yearly Performance Comparison


2026 (YTD)202520242023
TAFM
AB Tax-Aware Intermediate Municipal ETF
1.91%4.21%2.54%1.51%
CANE
Teucrium Sugar Fund
-0.77%-14.65%-7.79%-1.86%

Correlation

The correlation between TAFM and CANE is -0.30, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.30

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2023

-0.12

The correlation between TAFM and CANE shifts across timeframes, from -0.30 (1 year) to -0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TAFM vs. CANE — Risk / Return Rank

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

TAFM
TAFM Risk / Return Rank: 6868
Overall Rank
TAFM Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
TAFM Sortino Ratio Rank: 7575
Sortino Ratio Rank
TAFM Omega Ratio Rank: 7979
Omega Ratio Rank
TAFM Calmar Ratio Rank: 5757
Calmar Ratio Rank
TAFM Martin Ratio Rank: 5757
Martin Ratio Rank

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
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.

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.


TAFMCANEDifference
Sharpe ratioReturn per unit of total volatility

+3.00

Sortino ratioReturn per unit of downside risk

+4.29

Omega ratioGain probability vs. loss probability

1.47

0.90

+0.57

Calmar ratioReturn relative to maximum drawdown

2.76

-0.72

+3.48

Martin ratioReturn relative to average drawdown

9.84

-1.18

+11.02

TAFM vs. CANE - Sharpe Ratio Comparison

The current TAFM Sharpe Ratio is 2.31, which is higher than the CANE Sharpe Ratio of -0.69. 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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Sharpe Ratios by Period


TAFMCANEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

-0.69

+3.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

-0.26

+1.11

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%

-19.89%

+17.20%

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

-0.36%

-63.21%

+62.85%

Average Drawdown

Average peak-to-trough decline

-0.95%

-56.50%

+55.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

12.35%

-11.60%

Volatility

TAFM vs. CANE - Volatility Comparison

The current volatility for AB Tax-Aware Intermediate Municipal ETF (TAFM) is 1.00%, while Teucrium Sugar Fund (CANE) has a volatility of 6.85%. 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

1.00%

6.85%

-5.85%

Volatility (6M)

Calculated over the trailing 6-month period

2.15%

15.81%

-13.66%

Volatility (1Y)

Calculated over the trailing 1-year period

3.22%

20.69%

-17.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.95%

21.07%

-16.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.95%

21.72%

-16.77%

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 3.64%, 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
3.64%3.51%3.35%0.18%

Frequently Asked Questions


TAFM and CANE have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CANE has higher volatility (6.85%) compared to TAFM (1.00%). In terms of maximum drawdown, TAFM dropped -4.74% vs CANE's -81.30%.

On 1-year performance, TAFM leads with 7.39% vs -14.28% for CANE. On fees, TAFM is cheaper at 0.28% per year. On volatility, TAFM has been the lower-risk option at 1.00%. 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 7.39% return vs -14.28%. 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 3.64%, 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 (2.31 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 TAFM and CANE

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