PortfoliosLab logoPortfoliosLab logo
BICSX vs. NVDA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

Loading charts...

Returns By Period

In the year-to-date period, BICSX achieves a 17.90% return, which is significantly higher than NVDA's 7.77% return. Over the past 10 years, BICSX has underperformed NVDA with an annualized return of 8.97%, while NVDA has yielded a comparatively higher 64.62% annualized return.


BICSX

1D
0.47%
1M
6.76%
6M
6.39%
YTD
17.90%
1Y
37.35%
3Y*
14.99%
5Y*
11.87%
10Y*
8.97%
ALL TIME*
3.96%

NVDA

1D
2.93%
1M
3.04%
6M
5.16%
YTD
7.77%
1Y
15.71%
3Y*
62.93%
5Y*
59.52%
10Y*
64.62%
ALL TIME*
36.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$25.46B$26.13B$31.85B

BICSX vs. NVDA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BICSX
BlackRock Commodity Strategies Portfolio
17.90%28.70%4.38%-4.32%11.90%22.44%6.80%11.60%-14.50%8.28%
NVDA
NVIDIA Corporation
7.77%38.92%171.25%239.02%-50.26%125.48%122.30%76.94%-30.82%81.99%

Correlation

The correlation between BICSX and NVDA is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.09

Correlation (3Y)
Balances recent behavior with more history.

0.13

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.22

Correlation (10Y)
Provides a long-term view across more market conditions.

0.25

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2011

0.28

The correlation between BICSX and NVDA shifts across timeframes, from 0.09 (1 year) to 0.28 (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

BICSX vs. NVDA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BICSX
BICSX Risk / Return Rank: 8585
Overall Rank
BICSX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
BICSX Sortino Ratio Rank: 8484
Sortino Ratio Rank
BICSX Omega Ratio Rank: 8383
Omega Ratio Rank
BICSX Calmar Ratio Rank: 8787
Calmar Ratio Rank
BICSX Martin Ratio Rank: 8383
Martin Ratio Rank

NVDA
NVDA Risk / Return Rank: 5656
Overall Rank
NVDA Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
NVDA Sortino Ratio Rank: 5353
Sortino Ratio Rank
NVDA Omega Ratio Rank: 5151
Omega Ratio Rank
NVDA Calmar Ratio Rank: 6060
Calmar Ratio Rank
NVDA Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BICSX vs. NVDA - Risk-Adjusted Trends 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.

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.


BICSXNVDADifference
Sharpe ratioReturn per unit of total volatility

+1.96

Sortino ratioReturn per unit of downside risk

+2.19

Omega ratioGain probability vs. loss probability

1.39

1.09

+0.31

Calmar ratioReturn relative to maximum drawdown

3.00

0.65

+2.35

Martin ratioReturn relative to average drawdown

10.08

1.32

+8.77

BICSX vs. NVDA - Sharpe Ratio Comparison

The current BICSX Sharpe Ratio is 2.32, which is higher than the NVDA Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of BICSX and NVDA, 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

BICSX vs. NVDA - Drawdown Comparison

The maximum BICSX drawdown since its inception was -51.59%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for BICSX and NVDA.


Loading charts...

Drawdown Indicators


BICSXNVDADifference

Max Drawdown

Largest peak-to-trough decline

-51.59%

-89.72%

+38.13%

Max Drawdown (1Y)

Largest decline over 1 year

-11.71%

-20.21%

+8.50%

Max Drawdown (3Y)

Largest decline over 3 years

-11.71%

-36.88%

+25.17%

Max Drawdown (5Y)

Largest decline over 5 years

-22.35%

-66.34%

+43.99%

Max Drawdown (10Y)

Largest decline over 10 years

-35.82%

-66.34%

+30.52%

Current Drawdown

Current decline from peak

-4.74%

-14.74%

+10.00%

Average Drawdown

Average peak-to-trough decline

-20.38%

-36.07%

+15.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

9.90%

-6.42%

Volatility

BICSX vs. NVDA - Volatility Comparison

The current volatility for BlackRock Commodity Strategies Portfolio (BICSX) is 3.20%, while NVIDIA Corporation (NVDA) has a volatility of 12.04%. 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.


Loading charts...

Volatility by Period


BICSXNVDADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

12.04%

-8.84%

Volatility (6M)

Calculated over the trailing 6-month period

11.74%

28.30%

-16.56%

Volatility (1Y)

Calculated over the trailing 1-year period

15.19%

36.41%

-21.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.74%

51.87%

-36.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.02%

49.95%

-34.93%

Dividends

BICSX vs. NVDA - Dividend Comparison

BICSX's dividend yield for the trailing twelve months is around 14.51%, more than NVDA's 0.14% yield.


PositionTTM20252024202320222021202020192018201720162015
BICSX
BlackRock Commodity Strategies Portfolio
14.51%3.09%3.60%9.39%9.05%2.68%0.80%2.03%2.12%0.65%0.94%0.00%
NVDA
NVIDIA Corporation
0.14%0.02%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%

Frequently Asked Questions


BICSX and NVDA 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.

NVDA has higher volatility (12.04%) compared to BICSX (3.20%). In terms of maximum drawdown, BICSX dropped -51.59% vs NVDA's -89.72%.

BICSX currently has the higher Sharpe Ratio (2.32 vs 0.36), 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.

Portfolio Optimizer

Find the right allocation for BICSX and NVDA

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