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COMB vs. BAR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COMB vs. BAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) and GraniteShares Gold Trust (BAR). The values are adjusted to include any dividend payments, if applicable.

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COMB vs. BAR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
24.42%15.12%5.24%-7.75%14.56%26.34%-2.95%7.02%-11.41%4.35%
BAR
GraniteShares Gold Trust
8.57%64.12%26.97%12.96%-0.55%-3.92%25.02%18.16%-1.87%-1.15%

Returns By Period

In the year-to-date period, COMB achieves a 24.42% return, which is significantly higher than BAR's 8.57% return.


COMB

1D
0.02%
1M
11.58%
YTD
24.42%
6M
31.07%
1Y
31.68%
3Y*
13.75%
5Y*
13.49%
10Y*

BAR

1D
3.76%
1M
-11.05%
YTD
8.57%
6M
21.20%
1Y
49.58%
3Y*
33.22%
5Y*
21.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COMB vs. BAR - Expense Ratio Comparison

COMB has a 0.25% expense ratio, which is higher than BAR's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

COMB vs. BAR — Risk / Return Rank

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

COMB
COMB Risk / Return Rank: 8989
Overall Rank
COMB Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
COMB Sortino Ratio Rank: 8989
Sortino Ratio Rank
COMB Omega Ratio Rank: 8787
Omega Ratio Rank
COMB Calmar Ratio Rank: 9494
Calmar Ratio Rank
COMB Martin Ratio Rank: 8686
Martin Ratio Rank

BAR
BAR Risk / Return Rank: 8787
Overall Rank
BAR Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BAR Sortino Ratio Rank: 8686
Sortino Ratio Rank
BAR Omega Ratio Rank: 8686
Omega Ratio Rank
BAR Calmar Ratio Rank: 8888
Calmar Ratio Rank
BAR Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COMB vs. BAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) and GraniteShares Gold Trust (BAR). 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.


COMBBARDifference

Sharpe ratio

Return per unit of total volatility

1.85

1.80

+0.05

Sortino ratio

Return per unit of downside risk

2.44

2.24

+0.20

Omega ratio

Gain probability vs. loss probability

1.35

1.33

+0.01

Calmar ratio

Return relative to maximum drawdown

3.57

2.70

+0.87

Martin ratio

Return relative to average drawdown

9.81

9.99

-0.18

COMB vs. BAR - Sharpe Ratio Comparison

The current COMB Sharpe Ratio is 1.85, which is comparable to the BAR Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of COMB and BAR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


COMBBARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

1.80

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

1.24

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.97

-0.45

Correlation

The correlation between COMB and BAR is 0.40, 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.


Dividends

COMB vs. BAR - Dividend Comparison

COMB's dividend yield for the trailing twelve months is around 7.27%, while BAR has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
7.27%9.05%2.48%6.57%30.85%15.83%0.07%1.48%0.97%0.20%
BAR
GraniteShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

COMB vs. BAR - Drawdown Comparison

The maximum COMB drawdown since its inception was -33.50%, which is greater than BAR's maximum drawdown of -21.53%. Use the drawdown chart below to compare losses from any high point for COMB and BAR.


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Drawdown Indicators


COMBBARDifference

Max Drawdown

Largest peak-to-trough decline

-33.50%

-21.53%

-11.97%

Max Drawdown (1Y)

Largest decline over 1 year

-9.19%

-19.19%

+10.00%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

-20.91%

-5.72%

Current Drawdown

Current decline from peak

0.00%

-13.22%

+13.22%

Average Drawdown

Average peak-to-trough decline

-12.25%

-6.29%

-5.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

5.19%

-1.85%

Volatility

COMB vs. BAR - Volatility Comparison

The current volatility for GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) is 7.51%, while GraniteShares Gold Trust (BAR) has a volatility of 11.01%. This indicates that COMB experiences smaller price fluctuations and is considered to be less risky than BAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COMBBARDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.51%

11.01%

-3.50%

Volatility (6M)

Calculated over the trailing 6-month period

13.80%

24.13%

-10.33%

Volatility (1Y)

Calculated over the trailing 1-year period

17.18%

27.63%

-10.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.53%

17.65%

-1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.05%

16.30%

-1.25%