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AMSC vs. COMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMSC vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Superconductor Corporation (AMSC) 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

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMSC vs. COMT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

AMSC
AMSC Risk / Return Rank: 4343
Overall Rank
AMSC Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AMSC Sortino Ratio Rank: 4646
Sortino Ratio Rank
AMSC Omega Ratio Rank: 4646
Omega Ratio Rank
AMSC Calmar Ratio Rank: 4040
Calmar Ratio Rank
AMSC Martin Ratio Rank: 4141
Martin Ratio Rank

COMT
COMT Risk / Return Rank: 4545
Overall Rank
COMT Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 4747
Sortino Ratio Rank
COMT Omega Ratio Rank: 4747
Omega Ratio Rank
COMT Calmar Ratio Rank: 4141
Calmar Ratio Rank
COMT Martin Ratio Rank: 4444
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.

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.


AMSCCOMTDifference
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

AMSC vs. COMT - Sharpe Ratio Comparison

The current AMSC Sharpe Ratio is -0.11, which is lower than the COMT Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of AMSC 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

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


AMSCCOMTDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-94.81%

-14.13%

-80.68%

Average Drawdown

Average peak-to-trough decline

-75.80%

-23.97%

-51.83%

Ulcer Index

Depth 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


AMSCCOMTDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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