PortfoliosLab logoPortfoliosLab logo
BEDZ vs. COMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BEDZ vs. COMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Hotel ETF (BEDZ) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BEDZ achieves a 8.61% return, which is significantly lower than COMB's 17.53% return.


BEDZ

1D
0.54%
1M
-0.97%
6M
4.62%
YTD
8.61%
1Y
10.22%
3Y*
13.01%
5Y*
9.54%
10Y*

COMB

1D
0.00%
1M
-1.59%
6M
14.82%
YTD
17.53%
1Y
25.91%
3Y*
11.95%
5Y*
9.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BEDZ vs. COMB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BEDZ
AdvisorShares Hotel ETF
8.61%3.46%18.31%23.88%-13.40%7.95%
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
17.53%15.12%5.24%-7.75%14.56%13.99%

Correlation

The correlation between BEDZ and COMB is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.21

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Apr 21, 2021

0.13

The correlation between BEDZ and COMB shifts across timeframes, from -0.21 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

BEDZ vs. COMB — Risk / Return Rank

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

BEDZ
BEDZ Risk / Return Rank: 1818
Overall Rank
BEDZ Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
BEDZ Sortino Ratio Rank: 1717
Sortino Ratio Rank
BEDZ Omega Ratio Rank: 1616
Omega Ratio Rank
BEDZ Calmar Ratio Rank: 1919
Calmar Ratio Rank
BEDZ Martin Ratio Rank: 1818
Martin Ratio Rank

COMB
COMB Risk / Return Rank: 5252
Overall Rank
COMB Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
COMB Sortino Ratio Rank: 5252
Sortino Ratio Rank
COMB Omega Ratio Rank: 5757
Omega Ratio Rank
COMB Calmar Ratio Rank: 4545
Calmar Ratio Rank
COMB Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BEDZ vs. COMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Hotel ETF (BEDZ) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). 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.


BEDZCOMBDifference
Sharpe ratioReturn per unit of total volatility

-1.15

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.08

1.28

-0.20

Calmar ratioReturn relative to maximum drawdown

0.68

1.82

-1.14

Martin ratioReturn relative to average drawdown

1.59

6.14

-4.55

BEDZ vs. COMB - Sharpe Ratio Comparison

The current BEDZ Sharpe Ratio is 0.41, which is lower than the COMB Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of BEDZ and COMB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BEDZ vs. COMB - Drawdown Comparison

The maximum BEDZ drawdown since its inception was -29.70%, smaller than the maximum COMB drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for BEDZ and COMB.


Loading charts...

Drawdown Indicators


BEDZCOMBDifference

Max Drawdown

Largest peak-to-trough decline

-29.70%

-33.50%

+3.80%

Max Drawdown (1Y)

Largest decline over 1 year

-12.06%

-14.84%

+2.78%

Max Drawdown (3Y)

Largest decline over 3 years

-28.31%

-14.84%

-13.47%

Max Drawdown (5Y)

Largest decline over 5 years

-29.70%

-26.63%

-3.07%

Current Drawdown

Current decline from peak

-4.09%

-11.35%

+7.26%

Average Drawdown

Average peak-to-trough decline

-7.95%

-12.05%

+4.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.17%

4.40%

+0.77%

Volatility

BEDZ vs. COMB - Volatility Comparison

AdvisorShares Hotel ETF (BEDZ) has a higher volatility of 5.04% compared to GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) at 4.24%. This indicates that BEDZ's price experiences larger fluctuations and is considered to be riskier than COMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BEDZCOMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

4.24%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

15.39%

15.09%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

20.40%

17.38%

+3.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.78%

16.69%

+8.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.72%

15.15%

+9.57%

BEDZ vs. COMB - Expense Ratio Comparison

BEDZ has a 0.99% expense ratio, which is higher than COMB's 0.25% expense ratio.


Dividends

BEDZ vs. COMB - Dividend Comparison

BEDZ's dividend yield for the trailing twelve months is around 2.13%, less than COMB's 7.70% yield.


PositionTTM202520242023202220212020201920182017
BEDZ
AdvisorShares Hotel ETF
2.13%2.31%0.00%1.67%0.21%0.36%0.00%0.00%0.00%0.00%
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
7.70%9.05%2.48%6.57%30.85%15.83%0.07%1.48%0.97%0.20%

Frequently Asked Questions


BEDZ and COMB have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BEDZ has higher volatility (5.04%) compared to COMB (4.24%). In terms of maximum drawdown, BEDZ dropped -29.70% vs COMB's -33.50%.

On 5-year performance, COMB leads with 9.83% vs 9.54% for BEDZ. On fees, COMB is cheaper at 0.25% per year. On volatility, COMB has been the lower-risk option at 4.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, COMB has performed better with a 9.83% return vs 9.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

COMB is cheaper with a 0.25% expense ratio, compared with 0.99% for BEDZ.

COMB has the higher dividend yield at 7.70%, compared with 2.13% for BEDZ.

BEDZ is categorized as Consumer Discretionary Equities, while COMB is Commodities. They also come from different issuers: AdvisorShares and GraniteShares. Their fees differ too: 0.99% for BEDZ and 0.25% for COMB.

COMB currently has the higher Sharpe Ratio (1.56 vs 0.41), 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.

Portfolio Optimizer

Find the right allocation for BEDZ and COMB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer