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

Correlation

The correlation between BCI and COMT is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

BCI vs. COMT - 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 iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
26.54%
52.09%
BCI
COMT

Key characteristics

Sharpe Ratio

BCI:

0.02

COMT:

0.18

Sortino Ratio

BCI:

0.11

COMT:

0.35

Omega Ratio

BCI:

1.01

COMT:

1.04

Calmar Ratio

BCI:

0.01

COMT:

0.10

Martin Ratio

BCI:

0.05

COMT:

0.56

Ulcer Index

BCI:

5.40%

COMT:

4.67%

Daily Std Dev

BCI:

11.90%

COMT:

14.28%

Max Drawdown

BCI:

-32.69%

COMT:

-51.89%

Current Drawdown

BCI:

-23.46%

COMT:

-22.34%

Returns By Period

In the year-to-date period, BCI achieves a 0.41% return, which is significantly lower than COMT's 3.90% return.


BCI

YTD

0.41%

1M

-3.91%

6M

-4.94%

1Y

-0.05%

5Y*

5.47%

10Y*

N/A

COMT

YTD

3.90%

1M

-0.31%

6M

-4.37%

1Y

2.27%

5Y*

5.50%

10Y*

1.98%

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. COMT - Expense Ratio Comparison

BCI has a 0.25% expense ratio, which is lower than COMT's 0.48% expense ratio.


COMT
iShares Commodities Select Strategy ETF
Expense ratio chart for COMT: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
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. COMT - 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 iShares Commodities Select Strategy ETF (COMT). 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 market0.002.004.000.020.18
The chart of Sortino ratio for BCI, currently valued at 0.11, compared to the broader market-2.000.002.004.006.008.0010.000.110.35
The chart of Omega ratio for BCI, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.001.011.04
The chart of Calmar ratio for BCI, currently valued at 0.01, compared to the broader market0.005.0010.0015.000.010.10
The chart of Martin ratio for BCI, currently valued at 0.05, compared to the broader market0.0020.0040.0060.0080.00100.000.050.56
BCI
COMT

The current BCI Sharpe Ratio is 0.02, which is lower than the COMT Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of BCI and COMT, 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
0.18
BCI
COMT

Dividends

BCI vs. COMT - Dividend Comparison

BCI has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 5.00%.


TTM2023202220212020201920182017201620152014
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%0.00%0.00%0.00%
COMT
iShares Commodities Select Strategy ETF
5.00%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%0.56%

Drawdowns

BCI vs. COMT - Drawdown Comparison

The maximum BCI drawdown since its inception was -32.69%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for BCI and COMT. For additional features, visit the drawdowns tool.


-26.00%-24.00%-22.00%-20.00%-18.00%JulyAugustSeptemberOctoberNovemberDecember
-23.46%
-22.34%
BCI
COMT

Volatility

BCI vs. COMT - Volatility Comparison

abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) has a higher volatility of 4.70% compared to iShares Commodities Select Strategy ETF (COMT) at 3.26%. This indicates that BCI's price experiences larger fluctuations and is considered to be riskier than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.70%
3.26%
BCI
COMT
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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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