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AYX vs. USCI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AYX and USCI is 0.27, 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.


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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Key characteristics

Returns By Period


AYX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

USCI

YTD

7.47%

1M

3.31%

6M

9.24%

1Y

15.45%

3Y*

4.69%

5Y*

21.53%

10Y*

4.41%

*Annualized

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Alteryx, Inc.

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Risk-Adjusted Performance

AYX vs. USCI — Risk-Adjusted Performance Rank

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

AYX
The Risk-Adjusted Performance Rank of AYX is 3838
Overall Rank
The Sharpe Ratio Rank of AYX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of AYX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of AYX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of AYX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of AYX is 4141
Martin Ratio Rank

USCI
The Risk-Adjusted Performance Rank of USCI is 7070
Overall Rank
The Sharpe Ratio Rank of USCI is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of USCI is 6969
Sortino Ratio Rank
The Omega Ratio Rank of USCI is 6565
Omega Ratio Rank
The Calmar Ratio Rank of USCI is 6262
Calmar Ratio Rank
The Martin Ratio Rank of USCI is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AYX vs. USCI - Volatility Comparison


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