PortfoliosLab logoPortfoliosLab logo
TAGS vs. CANE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TAGS vs. CANE - Performance Comparison

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

Loading graphics...

TAGS vs. CANE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TAGS
Teucrium Agricultural Fund
10.65%-8.76%-14.57%-6.11%16.25%27.05%8.19%-4.53%-7.10%-13.94%
CANE
Teucrium Sugar Fund
7.02%-14.65%-7.79%30.06%3.59%36.30%-3.85%-0.97%-27.52%-24.76%

Returns By Period

In the year-to-date period, TAGS achieves a 10.65% return, which is significantly higher than CANE's 7.02% return. Over the past 10 years, TAGS has underperformed CANE with an annualized return of -0.44%, while CANE has yielded a comparatively higher 0.05% annualized return.


TAGS

1D
0.96%
1M
6.22%
YTD
10.65%
6M
8.56%
1Y
0.50%
3Y*
-6.51%
5Y*
2.64%
10Y*
-0.44%

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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TAGS vs. CANE - Expense Ratio Comparison

TAGS has a 0.21% expense ratio, which is lower than CANE's 1.88% expense ratio.


Return for Risk

TAGS vs. CANE — Risk / Return Rank

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

TAGS
TAGS Risk / Return Rank: 1212
Overall Rank
TAGS Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TAGS Sortino Ratio Rank: 1212
Sortino Ratio Rank
TAGS Omega Ratio Rank: 1111
Omega Ratio Rank
TAGS Calmar Ratio Rank: 1313
Calmar Ratio Rank
TAGS Martin Ratio Rank: 1313
Martin Ratio Rank

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
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.

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.


TAGSCANEDifference

Sharpe ratio

Return per unit of total volatility

0.04

-0.75

+0.79

Sortino ratio

Return per unit of downside risk

0.15

-1.01

+1.16

Omega ratio

Gain probability vs. loss probability

1.02

0.89

+0.13

Calmar ratio

Return relative to maximum drawdown

0.04

-0.53

+0.57

Martin ratio

Return relative to average drawdown

0.07

-0.79

+0.86

TAGS vs. CANE - Sharpe Ratio Comparison

The current TAGS Sharpe Ratio is 0.04, which is higher than the CANE Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of TAGS and CANE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TAGSCANEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.04

-0.75

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.40

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

0.00

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

-0.25

+0.03

Correlation

The correlation between TAGS and CANE is 0.31, 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

TAGS vs. CANE - Dividend Comparison

Neither TAGS nor CANE has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


Loading graphics...

Drawdown Indicators


TAGSCANEDifference

Max Drawdown

Largest peak-to-trough decline

-76.40%

-81.30%

+4.90%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-28.86%

+16.74%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

-41.73%

+4.13%

Max Drawdown (10Y)

Largest decline over 10 years

-47.30%

-67.29%

+19.99%

Current Drawdown

Current decline from peak

-62.14%

-60.32%

-1.82%

Average Drawdown

Average peak-to-trough decline

-57.15%

-56.42%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.59%

19.23%

-11.64%

Volatility

TAGS vs. CANE - Volatility Comparison

The current volatility for Teucrium Agricultural Fund (TAGS) is 4.78%, while Teucrium Sugar Fund (CANE) has a volatility of 7.27%. This indicates that TAGS 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.


Loading graphics...

Volatility by Period


TAGSCANEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

7.27%

-2.49%

Volatility (6M)

Calculated over the trailing 6-month period

8.49%

14.43%

-5.94%

Volatility (1Y)

Calculated over the trailing 1-year period

11.47%

19.42%

-7.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

20.96%

-4.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.34%

21.79%

-3.45%