BCI vs. AVGO
BCI (abrdn Bloomberg All Commodity Strategy K-1 Free ETF) is Commodities fund tracking the Bloomberg Commodity Index Total Return, while AVGO (Broadcom Inc.) is a stock. Over the past 5 years, BCI returned 9.82%/yr vs 55.97%/yr for AVGO. At a 0.18 correlation, their price movements are largely independent.
Performance
BCI vs. AVGO - Performance Comparison
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Returns By Period
In the year-to-date period, BCI achieves a 16.69% return, which is significantly higher than AVGO's 13.72% return.
BCI
- 1D
- -0.65%
- 1M
- -8.66%
- YTD
- 16.69%
- 6M
- 16.52%
- 1Y
- 22.05%
- 3Y*
- 11.86%
- 5Y*
- 9.82%
- 10Y*
- —
AVGO
- 1D
- -4.52%
- 1M
- -5.16%
- YTD
- 13.72%
- 6M
- 15.27%
- 1Y
- 58.01%
- 3Y*
- 70.37%
- 5Y*
- 55.97%
- 10Y*
- 42.25%
BCI vs. AVGO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 16.69% | 15.07% | 5.47% | -8.79% | 15.09% | 26.18% | -2.77% | 7.06% | -11.21% | 3.81% |
AVGO Broadcom Inc. | 13.72% | 50.63% | 110.49% | 104.18% | -13.27% | 56.48% | 44.88% | 29.05% | 2.18% | 18.51% |
Correlation
The correlation between BCI and AVGO is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2017 | 0.18 |
The correlation between BCI and AVGO shifts across timeframes, from -0.06 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BCI vs. AVGO — Risk / Return Rank
BCI
AVGO
BCI vs. AVGO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) and Broadcom Inc. (AVGO). 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.
| BCI | AVGO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.24 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.84 | 2.03 | -0.19 |
| Martin ratioReturn relative to average drawdown | 6.82 | 4.63 | +2.19 |
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Drawdowns
BCI vs. AVGO - Drawdown Comparison
The maximum BCI drawdown since its inception was -32.69%, smaller than the maximum AVGO drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for BCI and AVGO.
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Drawdown Indicators
| BCI | AVGO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.69% | -48.30% | +15.61% |
Max Drawdown (1Y)Largest decline over 1 year | -12.04% | -28.67% | +16.63% |
Max Drawdown (3Y)Largest decline over 3 years | -12.04% | -41.15% | +29.11% |
Max Drawdown (5Y)Largest decline over 5 years | -26.50% | -41.15% | +14.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.30% | — |
Current DrawdownCurrent decline from peak | -12.04% | -18.44% | +6.40% |
Average DrawdownAverage peak-to-trough decline | -11.98% | -8.00% | -3.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 12.57% | -9.01% |
Volatility
BCI vs. AVGO - Volatility Comparison
The current volatility for abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) is 3.49%, while Broadcom Inc. (AVGO) has a volatility of 21.58%. This indicates that BCI experiences smaller price fluctuations and is considered to be less risky than AVGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCI | AVGO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 21.58% | -18.09% |
Volatility (6M)Calculated over the trailing 6-month period | 14.94% | 33.32% | -18.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.18% | 46.48% | -29.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.79% | 43.61% | -26.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.65% | 39.64% | -23.99% |
Dividends
BCI vs. AVGO - Dividend Comparison
BCI's dividend yield for the trailing twelve months is around 14.13%, more than AVGO's 0.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVGO Broadcom Inc. | 0.65% | 0.70% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% |
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 14.13% | 16.49% | 3.29% | 3.93% | 19.98% | 19.43% | 0.68% | 1.47% | 1.13% | 5.02% | 0.00% | 0.00% |
Frequently Asked Questions
BCI and AVGO have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AVGO has higher volatility (21.58%) compared to BCI (3.49%). In terms of maximum drawdown, BCI dropped -32.69% vs AVGO's -48.30%.
BCI currently has the higher Sharpe Ratio (1.29 vs 1.26), 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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