BMY vs. FTGC
BMY (Bristol-Myers Squibb Company) is a stock, while FTGC (First Trust Global Tactical Commodity Strategy Fund) is Commodities fund actively managed by First Trust. Over the past 10 years, BMY returned 3.94%/yr vs 7.83%/yr for FTGC. Their 0.07 correlation means their historical movements had little consistent relationship.
Performance
BMY vs. FTGC - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with BMY having a 25.48% return and FTGC slightly higher at 26.16%. Over the past 10 years, BMY has underperformed FTGC with an annualized return of 3.94%, while FTGC has yielded a comparatively higher 7.83% annualized return.
BMY
- 1D
- 0.24%
- 1M
- 12.63%
- 6M
- 19.68%
- YTD
- 25.48%
- 1Y
- 55.13%
- 3Y*
- 7.62%
- 5Y*
- 3.25%
- 10Y*
- 3.94%
- ALL TIME*
- 9.43%
FTGC
- 1D
- -0.83%
- 1M
- 5.86%
- 6M
- 20.66%
- YTD
- 26.16%
- 1Y
- 38.44%
- 3Y*
- 14.57%
- 5Y*
- 12.91%
- 10Y*
- 7.83%
- ALL TIME*
- 3.24%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $856.32M | $735.48M | $707.10M | |
| $16.08M | $14.32M | $23.26M |
BMY vs. FTGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BMY Bristol-Myers Squibb Company | 25.48% | 0.11% | 15.81% | -26.14% | 18.98% | 2.88% | 0.41% | 27.74% | -12.90% | 7.71% |
FTGC First Trust Global Tactical Commodity Strategy Fund | 26.16% | 14.61% | 9.96% | -5.36% | 17.36% | 27.95% | 2.17% | 6.40% | -12.75% | 2.73% |
Correlation
The correlation between BMY and FTGC is -0.13, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.13 |
Correlation (3Y) Balances recent behavior with more history. | -0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.01 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.07 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2013 | 0.07 |
The correlation between BMY and FTGC shifts across timeframes, from -0.13 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BMY vs. FTGC — Risk / Return Rank
BMY
FTGC
BMY vs. FTGC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bristol-Myers Squibb Company (BMY) and First Trust Global Tactical Commodity Strategy Fund (FTGC). 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.
| BMY | FTGC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.42 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.42 | 3.13 | +1.29 |
| Martin ratioReturn relative to average drawdown | 10.53 | 10.25 | +0.28 |
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Drawdowns
BMY vs. FTGC - Drawdown Comparison
The maximum BMY drawdown since its inception was -72.03%, which is greater than FTGC's maximum drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for BMY and FTGC.
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Drawdown Indicators
| BMY | FTGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.03% | -59.47% | -12.56% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -12.34% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -34.11% | -12.34% | -21.77% |
Max Drawdown (5Y)Largest decline over 5 years | -47.67% | -22.64% | -25.03% |
Max Drawdown (10Y)Largest decline over 10 years | -47.67% | -35.91% | -11.76% |
Current DrawdownCurrent decline from peak | -4.72% | -5.39% | +0.67% |
Average DrawdownAverage peak-to-trough decline | -22.36% | -27.16% | +4.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.25% | 3.76% | +1.49% |
Volatility
BMY vs. FTGC - Volatility Comparison
Bristol-Myers Squibb Company (BMY) has a higher volatility of 8.41% compared to First Trust Global Tactical Commodity Strategy Fund (FTGC) at 4.48%. This indicates that BMY's price experiences larger fluctuations and is considered to be riskier than FTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BMY | FTGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.41% | 4.48% | +3.93% |
Volatility (6M)Calculated over the trailing 6-month period | 19.60% | 12.99% | +6.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.19% | 15.89% | +11.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.48% | 15.71% | +8.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.47% | 14.74% | +10.73% |
Dividends
BMY vs. FTGC - Dividend Comparison
BMY's dividend yield for the trailing twelve months is around 3.83%, less than FTGC's 15.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMY Bristol-Myers Squibb Company | 3.83% | 4.60% | 4.24% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% |
FTGC First Trust Global Tactical Commodity Strategy Fund | 15.36% | 17.74% | 3.05% | 3.34% | 10.35% | 7.21% | 0.00% | 0.81% | 0.80% | 1.21% | 0.00% | 0.00% |
Frequently Asked Questions
BMY and FTGC have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BMY has higher volatility (8.41%) compared to FTGC (4.48%). In terms of maximum drawdown, BMY dropped -72.03% vs FTGC's -59.47%.
FTGC currently has the higher Sharpe Ratio (2.44 vs 2.04), 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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