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BCI vs. COM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BCI and COM is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

BCI vs. COM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) and Direxion Auspice Broad Commodity Strategy ETF (COM). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
26.54%
51.00%
BCI
COM

Key characteristics

Sharpe Ratio

BCI:

0.02

COM:

0.77

Sortino Ratio

BCI:

0.11

COM:

1.15

Omega Ratio

BCI:

1.01

COM:

1.14

Calmar Ratio

BCI:

0.01

COM:

0.40

Martin Ratio

BCI:

0.05

COM:

1.98

Ulcer Index

BCI:

5.40%

COM:

2.73%

Daily Std Dev

BCI:

11.90%

COM:

7.05%

Max Drawdown

BCI:

-32.69%

COM:

-15.95%

Current Drawdown

BCI:

-23.46%

COM:

-7.96%

Returns By Period

In the year-to-date period, BCI achieves a 0.41% return, which is significantly lower than COM's 5.68% return.


BCI

YTD

0.41%

1M

-3.91%

6M

-4.94%

1Y

-0.05%

5Y*

5.47%

10Y*

N/A

COM

YTD

5.68%

1M

-1.10%

6M

-0.47%

1Y

5.27%

5Y*

9.28%

10Y*

N/A

Compare stocks, funds, or ETFs

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


BCI vs. COM - Expense Ratio Comparison

BCI has a 0.25% expense ratio, which is lower than COM's 0.70% expense ratio.


COM
Direxion Auspice Broad Commodity Strategy ETF
Expense ratio chart for COM: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
Expense ratio chart for BCI: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

BCI vs. COM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) and Direxion Auspice Broad Commodity Strategy ETF (COM). 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 BCI, currently valued at 0.02, compared to the broader market0.002.004.000.020.77
The chart of Sortino ratio for BCI, currently valued at 0.11, compared to the broader market-2.000.002.004.006.008.0010.000.111.15
The chart of Omega ratio for BCI, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.001.011.14
The chart of Calmar ratio for BCI, currently valued at 0.01, compared to the broader market0.005.0010.0015.000.010.40
The chart of Martin ratio for BCI, currently valued at 0.05, compared to the broader market0.0020.0040.0060.0080.00100.000.051.98
BCI
COM

The current BCI Sharpe Ratio is 0.02, which is lower than the COM Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of BCI and COM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.02
0.77
BCI
COM

Dividends

BCI vs. COM - Dividend Comparison

BCI has not paid dividends to shareholders, while COM's dividend yield for the trailing twelve months is around 3.30%.


TTM2023202220212020201920182017
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
0.00%3.93%19.98%19.43%0.68%1.47%1.13%5.02%
COM
Direxion Auspice Broad Commodity Strategy ETF
3.30%3.80%8.59%10.32%0.13%1.09%2.36%0.09%

Drawdowns

BCI vs. COM - Drawdown Comparison

The maximum BCI drawdown since its inception was -32.69%, which is greater than COM's maximum drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for BCI and COM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-23.46%
-7.96%
BCI
COM

Volatility

BCI vs. COM - Volatility Comparison

abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) has a higher volatility of 4.70% compared to Direxion Auspice Broad Commodity Strategy ETF (COM) at 1.87%. This indicates that BCI's price experiences larger fluctuations and is considered to be riskier than COM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
4.70%
1.87%
BCI
COM
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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.

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