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AYX vs. USCI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AYX vs. USCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alteryx, Inc. (AYX) and United States Commodity Index Fund (USCI). The values are adjusted to include any dividend payments, if applicable.

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AYX vs. USCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AYX
Alteryx, Inc.
0.00%0.00%2.33%-6.93%-16.25%-50.32%21.70%68.27%135.34%63.03%
USCI
United States Commodity Index Fund
22.82%17.63%17.24%-0.00%29.47%33.07%-11.47%-1.68%-11.76%8.63%

Returns By Period


AYX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

USCI

1D
-0.70%
1M
11.64%
YTD
22.82%
6M
22.37%
1Y
32.16%
3Y*
20.66%
5Y*
21.59%
10Y*
9.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

AYX vs. USCI — Risk / Return Rank

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

AYX

USCI
USCI Risk / Return Rank: 8686
Overall Rank
USCI Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 8686
Sortino Ratio Rank
USCI Omega Ratio Rank: 8181
Omega Ratio Rank
USCI Calmar Ratio Rank: 8888
Calmar Ratio Rank
USCI Martin Ratio Rank: 8585
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.

AYX vs. USCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alteryx, Inc. (AYX) and United States Commodity Index Fund (USCI). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

AYX vs. USCI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AYXUSCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

Correlation

The correlation between AYX and USCI is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AYX vs. USCI - Dividend Comparison

Neither AYX nor USCI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AYX vs. USCI - Drawdown Comparison


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Drawdown Indicators


AYXUSCIDifference

Max Drawdown

Largest peak-to-trough decline

-66.41%

Max Drawdown (1Y)

Largest decline over 1 year

-12.01%

Max Drawdown (5Y)

Largest decline over 5 years

-18.84%

Max Drawdown (10Y)

Largest decline over 10 years

-45.82%

Current Drawdown

Current decline from peak

-0.70%

Average Drawdown

Average peak-to-trough decline

-29.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

Volatility

AYX vs. USCI - Volatility Comparison


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Volatility by Period


AYXUSCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.98%

Volatility (6M)

Calculated over the trailing 6-month period

13.85%

Volatility (1Y)

Calculated over the trailing 1-year period

18.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%