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BICSX vs. NASDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BICSX vs. NASDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Commodity Strategies Portfolio (BICSX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with BICSX having a 20.87% return and NASDX slightly higher at 21.38%. Over the past 10 years, BICSX has underperformed NASDX with an annualized return of 9.47%, while NASDX has yielded a comparatively higher 22.58% annualized return.


BICSX

1D
0.81%
1M
-1.57%
YTD
20.87%
6M
22.97%
1Y
40.20%
3Y*
18.12%
5Y*
12.07%
10Y*
9.47%

NASDX

1D
0.47%
1M
10.94%
YTD
21.38%
6M
19.90%
1Y
42.08%
3Y*
32.65%
5Y*
20.44%
10Y*
22.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BICSX vs. NASDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BICSX
BlackRock Commodity Strategies Portfolio
20.87%28.70%4.38%-4.32%11.90%22.44%6.80%11.60%-14.50%8.28%
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
21.38%21.00%36.91%54.69%-32.57%27.32%48.59%38.22%-1.21%31.27%

Correlation

The correlation between BICSX and NASDX is 0.09, 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

0.09

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

0.23

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

0.29

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

0.36

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2011

0.41

Over the past year, the correlation between BICSX and NASDX has dropped to 0.09 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

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Return for Risk

BICSX vs. NASDX — Risk / Return Rank

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

BICSX
BICSX Risk / Return Rank: 8484
Overall Rank
BICSX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
BICSX Sortino Ratio Rank: 7171
Sortino Ratio Rank
BICSX Omega Ratio Rank: 7272
Omega Ratio Rank
BICSX Calmar Ratio Rank: 9696
Calmar Ratio Rank
BICSX Martin Ratio Rank: 9696
Martin Ratio Rank

NASDX
NASDX Risk / Return Rank: 7575
Overall Rank
NASDX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
NASDX Sortino Ratio Rank: 7171
Sortino Ratio Rank
NASDX Omega Ratio Rank: 6767
Omega Ratio Rank
NASDX Calmar Ratio Rank: 8080
Calmar Ratio Rank
NASDX Martin Ratio Rank: 7575
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.

BICSX vs. NASDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Commodity Strategies Portfolio (BICSX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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.


BICSXNASDXDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.48

1.46

+0.02

Calmar ratioReturn relative to maximum drawdown

6.47

3.65

+2.82

Martin ratioReturn relative to average drawdown

23.58

14.16

+9.42

BICSX vs. NASDX - Sharpe Ratio Comparison

The current BICSX Sharpe Ratio is 2.78, which is comparable to the NASDX Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of BICSX and NASDX, 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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Sharpe Ratios by Period


BICSXNASDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.78

2.70

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.89

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

1.00

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.33

-0.05

Drawdowns

BICSX vs. NASDX - Drawdown Comparison

The maximum BICSX drawdown since its inception was -51.59%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for BICSX and NASDX.


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Drawdown Indicators


BICSXNASDXDifference

Max Drawdown

Largest peak-to-trough decline

-51.59%

-83.16%

+31.57%

Max Drawdown (1Y)

Largest decline over 1 year

-6.27%

-11.90%

+5.63%

Max Drawdown (3Y)

Largest decline over 3 years

-10.53%

-22.71%

+12.18%

Max Drawdown (5Y)

Largest decline over 5 years

-22.35%

-35.33%

+12.98%

Max Drawdown (10Y)

Largest decline over 10 years

-35.82%

-35.33%

-0.49%

Current Drawdown

Current decline from peak

-2.34%

0.00%

-2.34%

Average Drawdown

Average peak-to-trough decline

-20.52%

-34.37%

+13.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

3.06%

-1.34%

Volatility

BICSX vs. NASDX - Volatility Comparison

BlackRock Commodity Strategies Portfolio (BICSX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) have volatilities of 4.41% and 4.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BICSXNASDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

4.51%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

12.00%

12.19%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

14.72%

16.10%

-1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.82%

23.06%

-7.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.04%

22.68%

-7.64%

BICSX vs. NASDX - Expense Ratio Comparison

BICSX has a 0.72% expense ratio, which is higher than NASDX's 0.63% expense ratio.


Dividends

BICSX vs. NASDX - Dividend Comparison

BICSX's dividend yield for the trailing twelve months is around 2.56%, less than NASDX's 2.98% yield.


PositionTTM20252024202320222021202020192018201720162015
BICSX
BlackRock Commodity Strategies Portfolio
2.56%3.09%3.60%9.39%9.05%2.68%0.80%2.03%2.12%0.65%0.94%0.00%
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
2.98%3.76%16.95%7.61%3.75%2.59%1.28%7.09%2.47%1.65%0.75%0.85%

Frequently Asked Questions


BICSX and NASDX have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NASDX has higher volatility (4.51%) compared to BICSX (4.41%). In terms of maximum drawdown, BICSX dropped -51.59% vs NASDX's -83.16%.

BICSX currently has the higher Sharpe Ratio (2.78 vs 2.70), 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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