COMM vs. PDBC
Compare and contrast key facts about CommScope Holding Company, Inc. (COMM) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC).
PDBC is an actively managed fund by Invesco. It was launched on Nov 7, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COMM or PDBC.
Performance
COMM vs. PDBC - Performance Comparison
Returns By Period
In the year-to-date period, COMM achieves a 47.16% return, which is significantly higher than PDBC's -0.90% return. Over the past 10 years, COMM has underperformed PDBC with an annualized return of -14.73%, while PDBC has yielded a comparatively higher 1.02% annualized return.
COMM
47.16%
-31.40%
214.39%
118.42%
-21.49%
-14.73%
PDBC
-0.90%
-2.66%
-7.96%
-2.96%
8.53%
1.02%
Key characteristics
| COMM | PDBC | |
|---|---|---|
| Sharpe Ratio | 1.36 | -0.37 |
| Sortino Ratio | 2.14 | -0.42 |
| Omega Ratio | 1.28 | 0.95 |
| Calmar Ratio | 1.50 | -0.19 |
| Martin Ratio | 3.83 | -1.03 |
| Ulcer Index | 38.38% | 5.15% |
| Daily Std Dev | 107.96% | 14.34% |
| Max Drawdown | -97.81% | -49.52% |
| Current Drawdown | -89.55% | -24.72% |
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Correlation
The correlation between COMM and PDBC is 0.18, 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.
Risk-Adjusted Performance
COMM vs. PDBC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CommScope Holding Company, Inc. (COMM) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC). 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.
Dividends
COMM vs. PDBC - Dividend Comparison
COMM has not paid dividends to shareholders, while PDBC's dividend yield for the trailing twelve months is around 4.25%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
COMM CommScope Holding Company, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 2.09% | 2.54% | 1.49% | 0.00% | 0.00% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 4.25% | 4.21% | 13.04% | 50.83% | 0.01% | 1.40% | 1.00% | 3.83% | 6.50% |
Drawdowns
COMM vs. PDBC - Drawdown Comparison
The maximum COMM drawdown since its inception was -97.81%, which is greater than PDBC's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for COMM and PDBC. For additional features, visit the drawdowns tool.
Volatility
COMM vs. PDBC - Volatility Comparison
CommScope Holding Company, Inc. (COMM) has a higher volatility of 35.26% compared to Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) at 4.60%. This indicates that COMM's price experiences larger fluctuations and is considered to be riskier than PDBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.