TAGS vs. CANE
TAGS (Teucrium Agricultural Fund) and CANE (Teucrium Sugar Fund) are both Agricultural Commodities funds from Teucrium - TAGS tracks the Teucrium TAGS Index while CANE tracks the Teucrium Sugar Fund Benchmark. Both are passively managed. Over the past 10 years, TAGS returned -0.46%/yr vs -2.68%/yr for CANE. Their 0.31 correlation means their historical movements had little consistent relationship. TAGS charges 0.21%/yr vs 1.88%/yr for CANE.
Performance
TAGS vs. CANE - Performance Comparison
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Returns By Period
In the year-to-date period, TAGS achieves a 7.86% return, which is significantly higher than CANE's -1.38% return. Over the past 10 years, TAGS has outperformed CANE with an annualized return of -0.46%, while CANE has yielded a comparatively lower -2.68% annualized return.
TAGS
- 1D
- -0.88%
- 1M
- 2.74%
- 6M
- 8.07%
- YTD
- 7.86%
- 1Y
- 4.89%
- 3Y*
- -7.68%
- 5Y*
- -0.84%
- 10Y*
- -0.46%
- ALL TIME*
- -4.75%
CANE
- 1D
- 0.94%
- 1M
- -1.54%
- 6M
- 4.11%
- YTD
- -1.38%
- 1Y
- -11.17%
- 3Y*
- -10.64%
- 5Y*
- 2.41%
- 10Y*
- -2.68%
- ALL TIME*
- -6.25%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.32M | $1.65M | $3.43M | |
| $388.58K | $387.70K | $588.98K |
TAGS vs. CANE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TAGS Teucrium Agricultural Fund | 7.86% | -8.76% | -14.57% | -6.11% | 16.25% | 27.05% | 8.19% | -4.53% | -7.10% | -13.94% |
CANE Teucrium Sugar Fund | -1.38% | -14.65% | -7.79% | 30.06% | 3.59% | 36.30% | -3.85% | -0.97% | -27.52% | -24.76% |
Correlation
The correlation between TAGS and CANE is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.51 |
Correlation (3Y) Balances recent behavior with more history. | 0.50 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.51 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.41 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2012 | 0.31 |
The correlation between TAGS and CANE shifts across timeframes, from 0.31 (all time) to 0.51 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
TAGS vs. CANE — Risk / Return Rank
TAGS
CANE
TAGS vs. CANE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Fund (TAGS) 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.
| TAGS | CANE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 0.92 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.46 | -0.60 | +1.06 |
| Martin ratioReturn relative to average drawdown | 1.16 | -0.89 | +2.04 |
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Drawdowns
TAGS vs. CANE - Drawdown Comparison
The maximum TAGS drawdown since its inception was -76.40%, smaller than the maximum CANE drawdown of -81.30%. Use the drawdown chart below to compare losses from any high point for TAGS and CANE.
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Drawdown Indicators
| TAGS | CANE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.40% | -81.30% | +4.90% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -19.82% | +10.17% |
Max Drawdown (3Y)Largest decline over 3 years | -28.40% | -41.73% | +13.33% |
Max Drawdown (5Y)Largest decline over 5 years | -37.60% | -41.73% | +4.13% |
Max Drawdown (10Y)Largest decline over 10 years | -42.51% | -67.29% | +24.78% |
Current DrawdownCurrent decline from peak | -63.09% | -63.44% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -57.28% | -56.56% | -0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.81% | 13.33% | -9.52% |
Volatility
TAGS vs. CANE - Volatility Comparison
Teucrium Agricultural Fund (TAGS) has a higher volatility of 5.52% compared to Teucrium Sugar Fund (CANE) at 5.03%. This indicates that TAGS's price experiences larger fluctuations and is considered to be riskier 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
| TAGS | CANE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 5.03% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 11.27% | 16.18% | -4.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.27% | 20.20% | -6.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.16% | 20.92% | -4.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.98% | 21.58% | -3.60% |
TAGS vs. CANE - Expense Ratio Comparison
TAGS has a 0.21% expense ratio, which is lower than CANE's 1.88% expense ratio.
Dividends
TAGS vs. CANE - Dividend Comparison
Neither TAGS nor CANE has paid dividends to shareholders.
Frequently Asked Questions
TAGS and CANE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TAGS has higher volatility (5.52%) compared to CANE (5.03%). In terms of maximum drawdown, TAGS dropped -76.40% vs CANE's -81.30%.
On 10-year performance, TAGS leads with -0.46% vs -2.68% for CANE. On fees, TAGS is cheaper at 0.21% per year. On volatility, CANE has been the lower-risk option at 5.03%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, TAGS has performed better with a -0.46% return vs -2.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TAGS is cheaper with a 0.21% expense ratio, compared with 1.88% for CANE.
TAGS and CANE have nearly identical dividend yields, around 0.00%.
TAGS tracks Teucrium TAGS Index, while CANE tracks Teucrium Sugar Fund Benchmark. Their fees differ too: 0.21% for TAGS and 1.88% for CANE.
TAGS currently has the higher Sharpe Ratio (0.33 vs -0.59), 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.
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