PortfoliosLab logo
BICSX vs. NVDA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BICSX and NVDA is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

BICSX vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Commodity Strategies Portfolio (BICSX) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

0.00%10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%December2025FebruaryMarchAprilMay
24.73%
38,621.68%
BICSX
NVDA

Key characteristics

Sharpe Ratio

BICSX:

0.42

NVDA:

0.55

Sortino Ratio

BICSX:

0.66

NVDA:

1.12

Omega Ratio

BICSX:

1.09

NVDA:

1.14

Calmar Ratio

BICSX:

0.39

NVDA:

0.88

Martin Ratio

BICSX:

1.59

NVDA:

2.24

Ulcer Index

BICSX:

3.79%

NVDA:

14.53%

Daily Std Dev

BICSX:

14.45%

NVDA:

59.66%

Max Drawdown

BICSX:

-51.55%

NVDA:

-89.73%

Current Drawdown

BICSX:

-7.04%

NVDA:

-23.37%

Returns By Period

In the year-to-date period, BICSX achieves a 6.38% return, which is significantly higher than NVDA's -14.73% return. Over the past 10 years, BICSX has underperformed NVDA with an annualized return of 3.98%, while NVDA has yielded a comparatively higher 71.36% annualized return.


BICSX

YTD

6.38%

1M

-0.45%

6M

2.95%

1Y

5.90%

5Y*

13.59%

10Y*

3.98%

NVDA

YTD

-14.73%

1M

12.48%

6M

-15.42%

1Y

28.99%

5Y*

73.93%

10Y*

71.36%

*Annualized

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 Rank

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

BICSX
The Risk-Adjusted Performance Rank of BICSX is 4141
Overall Rank
The Sharpe Ratio Rank of BICSX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of BICSX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of BICSX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of BICSX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of BICSX is 4444
Martin Ratio Rank

NVDA
The Risk-Adjusted Performance Rank of NVDA is 7171
Overall Rank
The Sharpe Ratio Rank of NVDA is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDA is 6767
Sortino Ratio Rank
The Omega Ratio Rank of NVDA is 6565
Omega Ratio Rank
The Calmar Ratio Rank of NVDA is 8181
Calmar Ratio Rank
The Martin Ratio Rank of NVDA is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for BICSX, currently valued at 0.42, compared to the broader market-2.00-1.000.001.002.003.00
BICSX: 0.42
NVDA: 0.55
The chart of Sortino ratio for BICSX, currently valued at 0.66, compared to the broader market-2.000.002.004.006.008.00
BICSX: 0.66
NVDA: 1.12
The chart of Omega ratio for BICSX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.00
BICSX: 1.09
NVDA: 1.14
The chart of Calmar ratio for BICSX, currently valued at 0.39, compared to the broader market0.002.004.006.008.0010.00
BICSX: 0.39
NVDA: 0.88
The chart of Martin ratio for BICSX, currently valued at 1.59, compared to the broader market0.0010.0020.0030.0040.00
BICSX: 1.59
NVDA: 2.24

The current BICSX Sharpe Ratio is 0.42, which is comparable to the NVDA Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of BICSX and NVDA, 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 Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
0.42
0.55
BICSX
NVDA

Dividends

BICSX vs. NVDA - Dividend Comparison

BICSX's dividend yield for the trailing twelve months is around 3.38%, more than NVDA's 0.03% yield.


TTM20242023202220212020201920182017201620152014
BICSX
BlackRock Commodity Strategies Portfolio
3.38%3.60%9.39%9.05%2.68%0.80%2.03%2.12%0.65%0.94%0.00%0.02%
NVDA
NVIDIA Corporation
0.03%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%

Drawdowns

BICSX vs. NVDA - Drawdown Comparison

The maximum BICSX drawdown since its inception was -51.55%, 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.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-7.04%
-23.37%
BICSX
NVDA

Volatility

BICSX vs. NVDA - Volatility Comparison

The current volatility for BlackRock Commodity Strategies Portfolio (BICSX) is 9.13%, while NVIDIA Corporation (NVDA) has a volatility of 25.66%. 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.


5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
9.13%
25.66%
BICSX
NVDA