BLDR vs. DBC
BLDR (Builders FirstSource, Inc.) is a stock, while DBC (Invesco DB Commodity Index Tracking Fund) is Commodities fund tracking the DBIQ Optimum Yield Diversified Commodity Index Excess Return. Over the past 10 years, BLDR returned 19.57%/yr vs 8.52%/yr for DBC. At a 0.19 correlation, their price movements are largely independent.
Performance
BLDR vs. DBC - Performance Comparison
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Returns By Period
In the year-to-date period, BLDR achieves a -24.00% return, which is significantly lower than DBC's 27.28% return. Over the past 10 years, BLDR has outperformed DBC with an annualized return of 19.57%, while DBC has yielded a comparatively lower 8.52% annualized return.
BLDR
- 1D
- 2.83%
- 1M
- -0.69%
- 6M
- -39.36%
- YTD
- -24.00%
- 1Y
- -37.94%
- 3Y*
- -18.22%
- 5Y*
- 13.80%
- 10Y*
- 19.57%
DBC
- 1D
- -1.15%
- 1M
- 2.01%
- 6M
- 22.67%
- YTD
- 27.28%
- 1Y
- 31.86%
- 3Y*
- 11.51%
- 5Y*
- 11.45%
- 10Y*
- 8.52%
BLDR vs. DBC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BLDR Builders FirstSource, Inc. | -24.00% | -28.01% | -14.38% | 157.31% | -24.30% | 110.02% | 60.61% | 132.91% | -49.93% | 98.63% |
DBC Invesco DB Commodity Index Tracking Fund | 27.28% | 8.10% | 2.18% | -6.19% | 19.34% | 41.36% | -7.84% | 11.84% | -11.63% | 4.86% |
Correlation
The correlation between BLDR and DBC is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2006 | 0.19 |
The correlation between BLDR and DBC shifts across timeframes, from -0.23 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BLDR vs. DBC — Risk / Return Rank
BLDR
DBC
BLDR vs. DBC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Builders FirstSource, Inc. (BLDR) and Invesco DB Commodity Index Tracking Fund (DBC). 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.
| BLDR | DBC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.47 | ||
| Sortino ratioReturn per unit of downside risk | -3.43 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.29 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 1.94 | -2.62 |
| Martin ratioReturn relative to average drawdown | -1.18 | 6.62 | -7.80 |
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Drawdowns
BLDR vs. DBC - Drawdown Comparison
The maximum BLDR drawdown since its inception was -96.78%, which is greater than DBC's maximum drawdown of -76.36%. Use the drawdown chart below to compare losses from any high point for BLDR and DBC.
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Drawdown Indicators
| BLDR | DBC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.78% | -76.36% | -20.42% |
Max Drawdown (1Y)Largest decline over 1 year | -55.51% | -16.54% | -38.97% |
Max Drawdown (3Y)Largest decline over 3 years | -68.55% | -16.54% | -52.01% |
Max Drawdown (5Y)Largest decline over 5 years | -68.55% | -27.34% | -41.21% |
Max Drawdown (10Y)Largest decline over 10 years | -68.55% | -41.71% | -26.84% |
Current DrawdownCurrent decline from peak | -62.96% | -26.37% | -36.59% |
Average DrawdownAverage peak-to-trough decline | -47.93% | -46.12% | -1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.24% | 4.82% | +27.42% |
Volatility
BLDR vs. DBC - Volatility Comparison
Builders FirstSource, Inc. (BLDR) has a higher volatility of 18.11% compared to Invesco DB Commodity Index Tracking Fund (DBC) at 6.03%. This indicates that BLDR's price experiences larger fluctuations and is considered to be riskier than DBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BLDR | DBC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.11% | 6.03% | +12.08% |
Volatility (6M)Calculated over the trailing 6-month period | 35.59% | 16.71% | +18.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.40% | 18.85% | +30.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.78% | 19.29% | +26.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.83% | 17.80% | +30.03% |
Dividends
BLDR vs. DBC - Dividend Comparison
BLDR has not paid dividends to shareholders, while DBC's dividend yield for the trailing twelve months is around 2.61%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BLDR Builders FirstSource, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBC Invesco DB Commodity Index Tracking Fund | 2.61% | 3.33% | 5.22% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% |
Frequently Asked Questions
BLDR and DBC have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BLDR has higher volatility (18.11%) compared to DBC (6.03%). In terms of maximum drawdown, BLDR dropped -96.78% vs DBC's -76.36%.
DBC currently has the higher Sharpe Ratio (1.70 vs -0.77), 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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