COMM.L vs. YCA.L
COMM.L (iShares Diversified Commodity Swap UCITS ETF) is Commodities fund tracking the Bloomberg Commodity, while YCA.L (Yellow Cake plc) is a stock. Over the past 5 years, COMM.L returned 12.56%/yr vs 15.73%/yr for YCA.L. At a 0.12 correlation, their price movements are largely independent.
Performance
COMM.L vs. YCA.L - Performance Comparison
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Returns By Period
In the year-to-date period, COMM.L achieves a 26.50% return, which is significantly higher than YCA.L's -3.21% return.
COMM.L
- 1D
- 0.70%
- 1M
- -0.33%
- YTD
- 26.50%
- 6M
- 24.77%
- 1Y
- 40.42%
- 3Y*
- 13.56%
- 5Y*
- 12.56%
- 10Y*
- —
YCA.L
- 1D
- -2.88%
- 1M
- -4.90%
- YTD
- -3.21%
- 6M
- 6.51%
- 1Y
- 17.18%
- 3Y*
- 10.18%
- 5Y*
- 15.73%
- 10Y*
- —
COMM.L vs. YCA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
COMM.L iShares Diversified Commodity Swap UCITS ETF | 26.50% | 8.53% | 6.19% | -12.55% | 28.34% | 29.04% | -7.09% | 2.79% | -5.20% |
YCA.L Yellow Cake plc | -3.21% | 18.45% | -19.19% | 65.11% | 10.18% | 36.55% | 23.88% | -12.23% | 12.25% |
Correlation
The correlation between COMM.L and YCA.L is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2018 | 0.12 |
The correlation between COMM.L and YCA.L shifts across timeframes, from 0.03 (1 year) to 0.16 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
COMM.L vs. YCA.L — Risk / Return Rank
COMM.L
YCA.L
COMM.L vs. YCA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (COMM.L) and Yellow Cake plc (YCA.L). 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.
| COMM.L | YCA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.68 | ||
| Sortino ratioReturn per unit of downside risk | +1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.11 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 5.37 | 0.74 | +4.63 |
| Martin ratioReturn relative to average drawdown | 12.27 | 1.54 | +10.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COMM.L | YCA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 0.49 | +1.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.42 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.40 | +0.12 |
Drawdowns
COMM.L vs. YCA.L - Drawdown Comparison
The maximum COMM.L drawdown since its inception was -28.49%, smaller than the maximum YCA.L drawdown of -48.15%. Use the drawdown chart below to compare losses from any high point for COMM.L and YCA.L.
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Drawdown Indicators
| COMM.L | YCA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.49% | -48.15% | +19.66% |
Max Drawdown (1Y)Largest decline over 1 year | -7.49% | -23.13% | +15.64% |
Max Drawdown (3Y)Largest decline over 3 years | -14.73% | -48.15% | +33.42% |
Max Drawdown (5Y)Largest decline over 5 years | -28.49% | -48.15% | +19.66% |
Current DrawdownCurrent decline from peak | -3.76% | -23.04% | +19.28% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -17.56% | +5.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 11.11% | -7.83% |
Volatility
COMM.L vs. YCA.L - Volatility Comparison
The current volatility for iShares Diversified Commodity Swap UCITS ETF (COMM.L) is 6.13%, while Yellow Cake plc (YCA.L) has a volatility of 9.21%. This indicates that COMM.L experiences smaller price fluctuations and is considered to be less risky than YCA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMM.L | YCA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.13% | 9.21% | -3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 16.37% | 22.02% | -5.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.53% | 35.07% | -16.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.50% | 37.29% | -20.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.37% | 34.88% | -19.51% |
Dividends
COMM.L vs. YCA.L - Dividend Comparison
Neither COMM.L nor YCA.L has paid dividends to shareholders.
Frequently Asked Questions
COMM.L and YCA.L have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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