PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AYX vs. USCI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AYX and USCI is 0.12, 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.


-0.50.00.51.00.1

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.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember0
5.93%
AYX
USCI

Key characteristics

Returns By Period


AYX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

USCI

YTD

17.15%

1M

1.43%

6M

5.88%

1Y

15.63%

5Y*

12.39%

10Y*

3.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AYX vs. USCI - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for AYX, currently valued at 2.37, compared to the broader market-4.00-2.000.002.002.371.25
The chart of Sortino ratio for AYX, currently valued at 4.88, compared to the broader market-4.00-2.000.002.004.004.881.77
The chart of Omega ratio for AYX, currently valued at 2.31, compared to the broader market0.501.001.502.002.311.21
The chart of Calmar ratio for AYX, currently valued at 0.03, compared to the broader market0.002.004.006.000.031.54
The chart of Martin ratio for AYX, currently valued at 35.55, compared to the broader market0.0010.0020.0035.554.96
AYX
USCI


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.37
1.25
AYX
USCI

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


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-73.48%
-0.95%
AYX
USCI

Volatility

AYX vs. USCI - Volatility Comparison

The current volatility for Alteryx, Inc. (AYX) is 0.00%, while United States Commodity Index Fund (USCI) has a volatility of 2.80%. This indicates that AYX experiences smaller price fluctuations and is considered to be less risky than USCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember0
2.80%
AYX
USCI
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab