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BG vs. COMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BG vs. COMT

Last updated Jul 11, 2026
Documentation

BG (Bunge Limited) is a stock, while COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) is Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Over the past 10 years, BG returned 9.82%/yr vs 7.87%/yr for COMT. At a 0.29 correlation, their price movements are largely independent.

Performance

BG vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bunge Limited (BG) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BG achieves a 29.85% return, which is significantly higher than COMT's 26.00% return. Over the past 10 years, BG has outperformed COMT with an annualized return of 9.82%, while COMT has yielded a comparatively lower 7.87% annualized return.

BG

1D
0.62%
1M
-8.75%
6M
15.68%
YTD
29.85%
1Y
53.17%
3Y*
6.89%
5Y*
11.18%
10Y*
9.82%

COMT

1D
-0.17%
1M
-4.70%
6M
23.49%
YTD
26.00%
1Y
27.75%
3Y*
11.57%
5Y*
11.09%
10Y*
7.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BG vs. COMT - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
BG
Bunge Limited		29.85%18.56%-20.74%3.79%9.28%46.77%18.92%11.77%-17.99%-4.76%
COMT
iShares GSCI Commodity Dynamic Roll Strategy ETF		26.00%6.07%5.96%-6.56%19.45%36.88%-18.66%10.81%-6.67%11.70%

Correlation

The correlation between BG and COMT is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.30

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

0.26

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

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2014

0.29

Compare stocks, funds, or ETFs

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Bunge Limited

iShares GSCI Commodity Dynamic Roll Strategy ETF

Often compared with BG:
BG vs. ADMBG vs. AGCOBG vs. ANDEBG vs. LWBG vs. LNDBG vs. FMCBG vs. SPY
Often compared with COMT:
COMT vs. PDBCCOMT vs. GSGCOMT vs. VCMDXCOMT vs. COMCOMT vs. CMDYCOMT vs. BCICOMT vs. FTGC

Return for Risk

BG vs. COMT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BG
BG Risk / Return Rank: 8787
Overall Rank
BG Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BG Sortino Ratio Rank: 8989
Sortino Ratio Rank
BG Omega Ratio Rank: 8484
Omega Ratio Rank
BG Calmar Ratio Rank: 8484
Calmar Ratio Rank
BG Martin Ratio Rank: 8989
Martin Ratio Rank
COMT
COMT Risk / Return Rank: 4545
Overall Rank
COMT Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 4747
Sortino Ratio Rank
COMT Omega Ratio Rank: 4747
Omega Ratio Rank
COMT Calmar Ratio Rank: 4141
Calmar Ratio Rank
COMT Martin Ratio Rank: 4444
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.

BG vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bunge Limited (BG) and iShares GSCI Commodity Dynamic Roll 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.

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.

BGCOMTDifference
Sharpe ratioReturn per unit of total volatility
1.74
1.36

+0.38

Sortino ratioReturn per unit of downside risk
2.71
1.91

+0.80

Omega ratioGain probability vs. loss probability

1.30

1.24

+0.06

Calmar ratioReturn relative to maximum drawdown

2.67

1.66

+1.00

Martin ratioReturn relative to average drawdown

9.27

5.78

+3.48

BG vs. COMT - Sharpe Ratio Comparison

The current BG Sharpe Ratio is 1.74, which is comparable to the COMT Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of BG and COMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

BG vs. COMT - Drawdown Comparison

The maximum BG drawdown since its inception was -77.34%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for BG and COMT.

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Drawdown Indicators

BGCOMTDifference

Max Drawdown

Largest peak-to-trough decline

-77.34%

-51.89%

-25.45%

Max Drawdown (1Y)

Largest decline over 1 year

-20.18%

-17.57%

-2.61%

Max Drawdown (3Y)

Largest decline over 3 years

-38.82%

-17.57%

-21.25%

Max Drawdown (5Y)

Largest decline over 5 years

-41.49%

-29.00%

-12.49%

Max Drawdown (10Y)

Largest decline over 10 years

-60.49%

-39.22%

-21.27%

Current Drawdown

Current decline from peak

-13.01%

-14.13%

+1.12%

Average Drawdown

Average peak-to-trough decline

-28.83%

-23.97%

-4.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.80%

5.05%

+0.75%

Volatility

BG vs. COMT - Volatility Comparison

Bunge Limited (BG) has a higher volatility of 9.66% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.68%. This indicates that BG'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.

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Volatility by Period

BGCOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.66%

5.68%

+3.98%

Volatility (6M)

Calculated over the trailing 6-month period

20.94%

19.60%

+1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

30.89%

21.45%

+9.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.36%

21.17%

+8.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.04%

18.84%

+12.20%

Dividends

BG vs. COMT - Dividend Comparison

BG's dividend yield for the trailing twelve months is around 2.47%, less than COMT's 6.14% yield.

PositionTTM20252024202320222021202020192018201720162015
BG
Bunge Limited		2.47%3.12%3.48%2.55%2.31%2.76%3.05%3.48%3.59%2.62%2.21%2.11%
COMT
iShares GSCI Commodity Dynamic Roll Strategy ETF		6.14%7.74%4.90%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%

Frequently Asked Questions

BG and COMT have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BG has higher volatility (9.66%) compared to COMT (5.68%). In terms of maximum drawdown, BG dropped -77.34% vs COMT's -51.89%.

BG currently has the higher Sharpe Ratio (1.74 vs 1.36), 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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