Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
^BCOM Performance Chart
Bloomberg Commodity Index (^BCOM) is up 25.1% since the beginning of the year. ^BCOM is currently trading at $137 per share. Investors who bought $1,000 worth of ^BCOM shares 5 years ago would now be looking at an investment worth $1,471.
Loading charts...
Returns By Period
Bloomberg Commodity Index (^BCOM) has returned 25.10% so far this year and 34.17% over the past 12 months. Over the last ten years, ^BCOM has returned 4.65% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
Bloomberg Commodity Index
- 1D
- 0.39%
- 1M
- -3.54%
- YTD
- 25.10%
- 6M
- 23.94%
- 1Y
- 34.17%
- 3Y*
- 11.19%
- 5Y*
- 8.03%
- 10Y*
- 4.65%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.68%
- YTD
- 11.16%
- 6M
- 11.10%
- 1Y
- 27.46%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
^BCOM Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 1991, ^BCOM's average daily return is +0.01%, while the average monthly return is +0.16%. At this rate, an investment would double in approximately 36.1 years.
Historically, 53% of months were positive and 47% were negative. The best month was May 2009 with a return of +13.0%, while the worst month was Oct 2008 at -21.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 11 months.
On a daily basis, ^BCOM closed higher 51% of trading days. The best single day was Sep 6, 2011 with a return of +14.8%, while the worst single day was Sep 5, 2011 at -13.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 10.04% | 0.81% | 11.15% | 3.89% | -3.84% | 1.56% | 25.10% | ||||||
| 2025 | 3.58% | 0.45% | 3.55% | -5.14% | -0.93% | 2.03% | -0.82% | 1.58% | 1.79% | 2.56% | 2.90% | -0.65% | 11.07% |
| 2024 | -0.09% | -1.89% | 2.89% | 2.20% | 1.30% | -1.94% | -4.50% | -0.38% | 4.43% | -2.24% | 0.05% | 0.63% | 0.12% |
| 2023 | -0.89% | -5.05% | -0.61% | -1.13% | -6.08% | 3.59% | 5.78% | -1.22% | -1.12% | -0.21% | -2.69% | -3.10% | -12.55% |
| 2022 | 8.77% | 6.20% | 8.61% | 4.08% | 1.44% | -10.88% | 4.08% | -0.15% | -8.35% | 1.67% | 2.38% | -2.80% | 13.75% |
| 2021 | 2.62% | 6.47% | -2.15% | 8.29% | 2.73% | 1.85% | 1.83% | -0.30% | 4.97% | 2.58% | -7.31% | 3.52% | 27.05% |
Benchmark Metrics
Bloomberg Commodity Index has an annualized alpha of 0.52%, beta of 0.17, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since January 03, 1991.
- This index participated in 37.16% of S&P 500 Index downside but only 21.89% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.17 may look defensive, but with R2 of 0.04 this index is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this index's risk.
- R2 of 0.04 means this index moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 0.52%
- Beta
- 0.17
- R²
- 0.04
- Upside Capture
- 21.89%
- Downside Capture
- 37.16%
Return for Risk
Risk / Return Rank
^BCOM ranks 71 for risk / return — better than 71% of indices on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Bloomberg Commodity Index (^BCOM) and compare them to S&P 500 Index.
| ^BCOM | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.97 | 2.39 | -0.42 |
Sortino ratioReturn per unit of downside risk | 2.49 | 3.25 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.43 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 4.43 | 3.11 | +1.31 |
Martin ratioReturn relative to average drawdown | 10.51 | 14.38 | -3.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Bloomberg Commodity Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Bloomberg Commodity Index was 75.00%, occurring on Mar 18, 2020. The portfolio has not yet recovered.
The current Bloomberg Commodity Index drawdown is 42.33%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -75.00%Mar 2020 | 11y 8mo | — | 17y 11moJul 2008 - now |
1999 bear market1999 | -42.22%Feb 1999 | 1y 9mo | 4y 8mo | 6y 5moMay 1997 - Nov 2003 |
1993 correction1993 | -18.59%Dec 1993 | 2y 10mo | 2y 13d | 4y 11moJan 1991 - Dec 1995 |
2007 correction2007 | -16.88%Jan 2007 | 8mo 2d | 11mo 28d | 1y 7moMay 2006 - Jan 2008 |
2006 correction2006 | -11.91%Mar 2006 | 2mo 24d | 2mo 2d | 4mo 26dDec 2005 - May 2006 |
Drawdown Indicators
| ^BCOM | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.00% | -56.78% | -18.22% |
Max Drawdown (1Y)Largest decline over 1 year | -7.62% | -9.10% | +1.48% |
Max Drawdown (3Y)Largest decline over 3 years | -13.78% | -18.90% | +5.12% |
Max Drawdown (5Y)Largest decline over 5 years | -31.68% | -25.43% | -6.25% |
Max Drawdown (10Y)Largest decline over 10 years | -35.05% | -33.92% | -1.13% |
Current DrawdownCurrent decline from peak | -42.33% | 0.00% | -42.33% |
Average DrawdownAverage peak-to-trough decline | -33.21% | -10.72% | -22.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 1.97% | +1.27% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with ^BCOM
Add Bloomberg Commodity Index to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with ^BCOM