Bloomberg Commodity Index (^BCOM)
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Bloomberg Commodity Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Bloomberg Commodity Index had a return of 6.64% year-to-date (YTD) and 5.91% in the last 12 months. Over the past 10 years, Bloomberg Commodity Index had an annualized return of 0.52%, while the S&P 500 had an annualized return of 10.51%, indicating that Bloomberg Commodity Index did not perform as well as the benchmark.
^BCOM
6.64%
-2.08%
7.30%
5.91%
11.45%
0.52%
^GSPC (Benchmark)
-3.64%
-7.76%
-0.61%
8.13%
19.77%
10.51%
Monthly Returns
The table below presents the monthly returns of ^BCOM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.58% | 0.45% | 6.64% | ||||||||||
| 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% |
| 2020 | -7.48% | -5.15% | -12.85% | -1.55% | 4.33% | 2.27% | 5.70% | 6.75% | -3.36% | 1.40% | 3.50% | 4.97% | -3.50% |
| 2019 | 5.23% | 0.82% | -0.37% | -0.63% | -3.56% | 2.51% | -0.87% | -2.48% | 1.01% | 1.87% | -2.68% | 4.90% | 5.44% |
| 2018 | 1.85% | -1.85% | -0.76% | 2.42% | 1.25% | -3.64% | -2.31% | -1.94% | 1.75% | -2.36% | -0.76% | -7.08% | -12.99% |
| 2017 | 0.09% | 0.17% | -2.72% | -1.57% | -1.41% | -0.27% | 2.17% | 0.31% | -0.23% | 2.05% | -0.56% | 2.88% | 0.75% |
| 2016 | -1.70% | -1.65% | 3.79% | 8.49% | -0.21% | 4.11% | -5.13% | -1.79% | 3.10% | -0.52% | 1.30% | 1.76% | 11.40% |
| 2015 | -3.34% | 2.57% | -5.14% | 5.73% | -2.70% | 1.73% | -10.62% | -0.93% | -3.42% | -0.45% | -7.26% | -3.11% | -24.70% |
| 2014 | 0.29% | 6.23% | 0.41% | 2.43% | -2.88% | 0.59% | -4.99% | -1.05% | -6.23% | -0.81% | -4.07% | -7.63% | -17.04% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^BCOM is 38, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Bloomberg Commodity Index (^BCOM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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.
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 55.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -75% | Jul 3, 2008 | 2952 | Mar 18, 2020 | — | — | — |
| -42.22% | May 19, 1997 | 448 | Feb 26, 1999 | 1213 | Nov 13, 2003 | 1661 |
| -18.59% | Jan 17, 1991 | 746 | Dec 6, 1993 | 524 | Dec 19, 1995 | 1270 |
| -16.88% | May 12, 2006 | 167 | Jan 9, 2007 | 247 | Jan 2, 2008 | 414 |
| -11.91% | Dec 14, 2005 | 61 | Mar 8, 2006 | 43 | May 9, 2006 | 104 |
Volatility
Volatility Chart
The current Bloomberg Commodity Index volatility is 2.64%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.