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AAPB vs. COMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAPB vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long AAPL Daily ETF (AAPB) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AAPB achieves a 39.43% return, which is significantly higher than COMT's 30.19% return.


AAPB

1D
3.21%
1M
21.64%
6M
54.81%
YTD
39.43%
1Y
121.92%
3Y*
23.73%
5Y*
10Y*

COMT

1D
-0.49%
1M
2.53%
6M
26.18%
YTD
30.19%
1Y
33.20%
3Y*
12.71%
5Y*
11.75%
10Y*
8.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAPB vs. COMT - Yearly Performance Comparison


2026 (YTD)2025202420232022
AAPB
GraniteShares 2x Long AAPL Daily ETF
39.43%-0.93%47.02%77.21%-38.60%
COMT
iShares GSCI Commodity Dynamic Roll Strategy ETF
30.19%6.07%5.96%-6.56%-3.26%

Correlation

The correlation between AAPB and COMT is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.19

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2022

0.02

The correlation between AAPB and COMT shifts across timeframes, from -0.19 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AAPB vs. COMT — Risk / Return Rank

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

AAPB
AAPB Risk / Return Rank: 8383
Overall Rank
AAPB Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
AAPB Sortino Ratio Rank: 8282
Sortino Ratio Rank
AAPB Omega Ratio Rank: 8383
Omega Ratio Rank
AAPB Calmar Ratio Rank: 9090
Calmar Ratio Rank
AAPB Martin Ratio Rank: 7070
Martin Ratio Rank

COMT
COMT Risk / Return Rank: 5252
Overall Rank
COMT Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 5555
Sortino Ratio Rank
COMT Omega Ratio Rank: 5454
Omega Ratio Rank
COMT Calmar Ratio Rank: 4545
Calmar Ratio Rank
COMT Martin Ratio Rank: 4747
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.

AAPB vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long AAPL Daily ETF (AAPB) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). 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.


AAPBCOMTDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+0.83

Omega ratioGain probability vs. loss probability

1.40

1.27

+0.12

Calmar ratioReturn relative to maximum drawdown

4.36

1.90

+2.46

Martin ratioReturn relative to average drawdown

9.99

6.35

+3.64

AAPB vs. COMT - Sharpe Ratio Comparison

The current AAPB Sharpe Ratio is 2.48, which is higher than the COMT Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of AAPB and COMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AAPB vs. COMT - Drawdown Comparison

The maximum AAPB drawdown since its inception was -58.13%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for AAPB and COMT.


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Drawdown Indicators


AAPBCOMTDifference

Max Drawdown

Largest peak-to-trough decline

-58.13%

-51.89%

-6.24%

Max Drawdown (1Y)

Largest decline over 1 year

-28.11%

-17.57%

-10.54%

Max Drawdown (3Y)

Largest decline over 3 years

-58.13%

-17.57%

-40.56%

Max Drawdown (5Y)

Largest decline over 5 years

-29.00%

Max Drawdown (10Y)

Largest decline over 10 years

-39.22%

Current Drawdown

Current decline from peak

0.00%

-11.28%

+11.28%

Average Drawdown

Average peak-to-trough decline

-19.06%

-23.95%

+4.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.25%

5.24%

+7.01%

Volatility

AAPB vs. COMT - Volatility Comparison

GraniteShares 2x Long AAPL Daily ETF (AAPB) has a higher volatility of 22.09% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.91%. This indicates that AAPB's price experiences larger fluctuations and is considered to be riskier than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAPBCOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.09%

5.91%

+16.18%

Volatility (6M)

Calculated over the trailing 6-month period

39.33%

19.67%

+19.66%

Volatility (1Y)

Calculated over the trailing 1-year period

49.50%

21.54%

+27.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.00%

21.20%

+30.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.00%

18.85%

+33.15%

AAPB vs. COMT - Expense Ratio Comparison

AAPB has a 1.15% expense ratio, which is higher than COMT's 0.48% expense ratio.


Dividends

AAPB vs. COMT - Dividend Comparison

AAPB's dividend yield for the trailing twelve months is around 3.15%, less than COMT's 5.95% yield.


PositionTTM20252024202320222021202020192018201720162015
AAPB
GraniteShares 2x Long AAPL Daily ETF
3.15%4.39%0.00%18.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COMT
iShares GSCI Commodity Dynamic Roll Strategy ETF
5.95%7.74%4.90%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%

Frequently Asked Questions


AAPB and COMT have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AAPB has higher volatility (22.09%) compared to COMT (5.91%). In terms of maximum drawdown, AAPB dropped -58.13% vs COMT's -51.89%.

On 3-year performance, AAPB leads with 23.73% vs 12.71% for COMT. On fees, COMT is cheaper at 0.48% per year. On volatility, COMT has been the lower-risk option at 5.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, AAPB has performed better with a 23.73% return vs 12.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

COMT is cheaper with a 0.48% expense ratio, compared with 1.15% for AAPB.

COMT has the higher dividend yield at 5.95%, compared with 3.15% for AAPB.

AAPB is categorized as Leveraged Equities, while COMT is Commodities. They also come from different issuers: GraniteShares and iShares. Their fees differ too: 1.15% for AAPB and 0.48% for COMT.

AAPB currently has the higher Sharpe Ratio (2.48 vs 1.55), 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.

Portfolio Optimizer

Find the right allocation for AAPB and COMT

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