AMSC vs. COMT
AMSC (American Superconductor Corporation) is a stock, while COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) is Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Over the past 10 years, AMSC returned 14.23%/yr vs 7.87%/yr for COMT. At a 0.17 correlation, their price movements are largely independent.
Performance
AMSC vs. COMT - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with AMSC having a 24.95% return and COMT slightly higher at 26.00%. Over the past 10 years, AMSC has outperformed COMT with an annualized return of 14.23%, while COMT has yielded a comparatively lower 7.87% annualized return.
AMSC
- 1D
- -3.26%
- 1M
- -8.99%
- 6M
- 17.25%
- YTD
- 24.95%
- 1Y
- -8.20%
- 3Y*
- 75.08%
- 5Y*
- 17.38%
- 10Y*
- 14.23%
COMT
- 1D
- -0.17%
- 1M
- -4.70%
- 6M
- 23.49%
- YTD
- 26.00%
- 1Y
- 27.75%
- 3Y*
- 11.57%
- 5Y*
- 11.09%
- 10Y*
- 7.87%
AMSC vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMSC American Superconductor Corporation | 24.95% | 16.85% | 121.10% | 202.72% | -66.18% | -53.54% | 198.34% | -29.60% | 207.16% | -50.75% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 26.00% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between AMSC and COMT is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | 0.17 |
The correlation between AMSC and COMT shifts across timeframes, from -0.08 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AMSC vs. COMT — Risk / Return Rank
AMSC
COMT
AMSC vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Superconductor Corporation (AMSC) 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.
| AMSC | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.24 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | 1.66 | -1.82 |
| Martin ratioReturn relative to average drawdown | -0.25 | 5.78 | -6.03 |
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Drawdowns
AMSC vs. COMT - Drawdown Comparison
The maximum AMSC drawdown since its inception was -99.57%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for AMSC and COMT.
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Drawdown Indicators
| AMSC | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.57% | -51.89% | -47.68% |
Max Drawdown (1Y)Largest decline over 1 year | -61.08% | -17.57% | -43.51% |
Max Drawdown (3Y)Largest decline over 3 years | -63.86% | -17.57% | -46.29% |
Max Drawdown (5Y)Largest decline over 5 years | -82.94% | -29.00% | -53.94% |
Max Drawdown (10Y)Largest decline over 10 years | -89.06% | -39.22% | -49.84% |
Current DrawdownCurrent decline from peak | -94.81% | -14.13% | -80.68% |
Average DrawdownAverage peak-to-trough decline | -75.80% | -23.97% | -51.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.03% | 5.05% | +32.98% |
Volatility
AMSC vs. COMT - Volatility Comparison
American Superconductor Corporation (AMSC) has a higher volatility of 22.33% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.68%. This indicates that AMSC'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
| AMSC | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.33% | 5.68% | +16.65% |
Volatility (6M)Calculated over the trailing 6-month period | 54.94% | 19.60% | +35.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 85.50% | 21.45% | +64.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 87.45% | 21.17% | +66.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.28% | 18.84% | +60.44% |
Dividends
AMSC vs. COMT - Dividend Comparison
AMSC has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 6.14%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMSC American Superconductor Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.14% | 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
AMSC and COMT have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMSC has higher volatility (22.33%) compared to COMT (5.68%). In terms of maximum drawdown, AMSC dropped -99.57% vs COMT's -51.89%.
COMT currently has the higher Sharpe Ratio (1.36 vs -0.11), 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.
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