BICSX vs. NVDA
Compare and contrast key facts about BlackRock Commodity Strategies Portfolio (BICSX) and NVIDIA Corporation (NVDA).
BICSX is managed by Blackrock. It was launched on Oct 2, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BICSX or NVDA.
Key characteristics
| BICSX | NVDA | |
|---|---|---|
| YTD Return | 6.99% | 193.39% |
| 1Y Return | 9.69% | 200.62% |
| 3Y Return (Ann) | 3.58% | 69.02% |
| 5Y Return (Ann) | 9.39% | 95.13% |
| 10Y Return (Ann) | 2.83% | 77.59% |
| Sharpe Ratio | 0.77 | 4.05 |
| Sortino Ratio | 1.13 | 3.99 |
| Omega Ratio | 1.14 | 1.52 |
| Calmar Ratio | 0.45 | 7.75 |
| Martin Ratio | 2.55 | 24.42 |
| Ulcer Index | 3.75% | 8.58% |
| Daily Std Dev | 12.46% | 51.82% |
| Max Drawdown | -51.56% | -89.73% |
| Current Drawdown | -10.42% | -2.43% |
Correlation
The correlation between BICSX and NVDA is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
BICSX vs. NVDA - Performance Comparison
In the year-to-date period, BICSX achieves a 6.99% return, which is significantly lower than NVDA's 193.39% return. Over the past 10 years, BICSX has underperformed NVDA with an annualized return of 2.83%, while NVDA has yielded a comparatively higher 77.59% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
BICSX vs. NVDA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Commodity Strategies Portfolio (BICSX) and NVIDIA Corporation (NVDA). 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.
Dividends
BICSX vs. NVDA - Dividend Comparison
BICSX's dividend yield for the trailing twelve months is around 3.67%, more than NVDA's 0.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BICSX BlackRock Commodity Strategies Portfolio | 3.67% | 9.38% | 9.05% | 2.68% | 0.80% | 2.04% | 2.12% | 0.65% | 0.94% | 0.00% | 0.02% | 0.00% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
Drawdowns
BICSX vs. NVDA - Drawdown Comparison
The maximum BICSX drawdown since its inception was -51.56%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for BICSX and NVDA. For additional features, visit the drawdowns tool.
Volatility
BICSX vs. NVDA - Volatility Comparison
The current volatility for BlackRock Commodity Strategies Portfolio (BICSX) is 3.42%, while NVIDIA Corporation (NVDA) has a volatility of 11.44%. This indicates that BICSX experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.