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Bloomberg Commodity Index (^BCOM)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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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.


0.00%500.00%1,000.00%1,500.00%December2025FebruaryMarchAprilMay
1.62%
1,635.01%
^BCOM (Bloomberg Commodity Index)
Benchmark (^GSPC)

Returns By Period

Bloomberg Commodity Index (^BCOM) returned 2.90% year-to-date (YTD) and -0.43% over the past 12 months. Over the past 10 years, ^BCOM returned -0.17% annually, underperforming the S&P 500 benchmark at 10.43%.


^BCOM

YTD

2.90%

1M

4.43%

6M

2.32%

1Y

-0.43%

5Y*

10.23%

10Y*

-0.17%

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.58%0.45%3.55%-5.14%0.69%2.90%
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%
20228.77%6.20%8.61%4.08%1.44%-10.88%4.08%-0.15%-8.35%1.67%2.38%-2.80%13.75%
20212.62%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%
20195.23%0.82%-0.37%-0.63%-3.56%2.51%-0.87%-2.48%1.01%1.87%-2.68%4.90%5.44%
20181.85%-1.85%-0.76%2.42%1.25%-3.64%-2.31%-1.94%1.75%-2.36%-0.76%-7.08%-12.99%
20170.09%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%
20140.29%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 20, meaning it’s performing worse than 80% of other indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^BCOM is 2020
Overall Rank
The Sharpe Ratio Rank of ^BCOM is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of ^BCOM is 1717
Sortino Ratio Rank
The Omega Ratio Rank of ^BCOM is 1717
Omega Ratio Rank
The Calmar Ratio Rank of ^BCOM is 2323
Calmar Ratio Rank
The Martin Ratio Rank of ^BCOM is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current Bloomberg Commodity Index Sharpe ratio is -0.03. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Bloomberg Commodity Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.03
0.48
^BCOM (Bloomberg Commodity Index)
Benchmark (^GSPC)

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-57.29%
-7.82%
^BCOM (Bloomberg Commodity Index)
Benchmark (^GSPC)

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 57.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75%Jul 3, 20082952Mar 18, 2020
-42.22%May 19, 1997448Feb 26, 19991213Nov 13, 20031661
-18.59%Jan 17, 1991746Dec 6, 1993524Dec 19, 19951270
-16.88%May 12, 2006167Jan 9, 2007247Jan 2, 2008414
-11.91%Dec 14, 200561Mar 8, 200643May 9, 2006104

Volatility

Volatility Chart

The current Bloomberg Commodity Index volatility is 4.19%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
4.19%
11.21%
^BCOM (Bloomberg Commodity Index)
Benchmark (^GSPC)