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COMM vs. PDBC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between COMM and PDBC is 0.17, 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.


-0.50.00.51.00.2

Performance

COMM vs. PDBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CommScope Holding Company, Inc. (COMM) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%AugustSeptemberOctoberNovemberDecember2025
219.19%
4.07%
COMM
PDBC

Key characteristics

Sharpe Ratio

COMM:

1.24

PDBC:

0.57

Sortino Ratio

COMM:

2.03

PDBC:

0.89

Omega Ratio

COMM:

1.26

PDBC:

1.10

Calmar Ratio

COMM:

1.34

PDBC:

0.28

Martin Ratio

COMM:

3.79

PDBC:

1.49

Ulcer Index

COMM:

34.54%

PDBC:

5.26%

Daily Std Dev

COMM:

105.89%

PDBC:

13.73%

Max Drawdown

COMM:

-97.81%

PDBC:

-49.52%

Current Drawdown

COMM:

-86.50%

PDBC:

-18.81%

Returns By Period

In the year-to-date period, COMM achieves a 2.88% return, which is significantly lower than PDBC's 4.70% return. Over the past 10 years, COMM has underperformed PDBC with an annualized return of -12.29%, while PDBC has yielded a comparatively higher 3.92% annualized return.


COMM

YTD

2.88%

1M

-5.96%

6M

219.05%

1Y

125.21%

5Y*

-17.93%

10Y*

-12.29%

PDBC

YTD

4.70%

1M

7.62%

6M

4.07%

1Y

7.05%

5Y*

9.60%

10Y*

3.92%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

COMM vs. PDBC — Risk-Adjusted Performance Rank

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

COMM
The Risk-Adjusted Performance Rank of COMM is 8181
Overall Rank
The Sharpe Ratio Rank of COMM is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of COMM is 8181
Sortino Ratio Rank
The Omega Ratio Rank of COMM is 8080
Omega Ratio Rank
The Calmar Ratio Rank of COMM is 8484
Calmar Ratio Rank
The Martin Ratio Rank of COMM is 7777
Martin Ratio Rank

PDBC
The Risk-Adjusted Performance Rank of PDBC is 2020
Overall Rank
The Sharpe Ratio Rank of PDBC is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of PDBC is 2222
Sortino Ratio Rank
The Omega Ratio Rank of PDBC is 2020
Omega Ratio Rank
The Calmar Ratio Rank of PDBC is 1818
Calmar Ratio Rank
The Martin Ratio Rank of PDBC is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for COMM, currently valued at 1.24, compared to the broader market-2.000.002.004.001.240.57
The chart of Sortino ratio for COMM, currently valued at 2.03, compared to the broader market-4.00-2.000.002.004.002.030.89
The chart of Omega ratio for COMM, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.10
The chart of Calmar ratio for COMM, currently valued at 1.34, compared to the broader market0.002.004.006.001.340.28
The chart of Martin ratio for COMM, currently valued at 3.79, compared to the broader market-10.000.0010.0020.0030.003.791.49
COMM
PDBC

The current COMM Sharpe Ratio is 1.24, which is higher than the PDBC Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of COMM and PDBC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.24
0.57
COMM
PDBC

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 4.23%.


TTM202420232022202120202019201820172016
COMM
CommScope Holding Company, Inc.
0.00%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
4.23%4.43%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.


-100.00%-80.00%-60.00%-40.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-86.50%
-18.81%
COMM
PDBC

Volatility

COMM vs. PDBC - Volatility Comparison

CommScope Holding Company, Inc. (COMM) has a higher volatility of 18.25% compared to Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) at 3.53%. 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.


0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
18.25%
3.53%
COMM
PDBC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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