COMT vs. AMSC
COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) is Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index, while AMSC (American Superconductor Corporation) is a stock. Over the past 10 years, COMT returned 9.00%/yr vs 12.68%/yr for AMSC. Their 0.17 correlation means their historical movements had little consistent relationship.
Performance
COMT vs. AMSC - Performance Comparison
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Returns By Period
In the year-to-date period, COMT achieves a 31.11% return, which is significantly higher than AMSC's 2.05% return. Over the past 10 years, COMT has underperformed AMSC with an annualized return of 9.00%, while AMSC has yielded a comparatively higher 12.68% annualized return.
COMT
- 1D
- -0.06%
- 1M
- 8.35%
- 6M
- 19.02%
- YTD
- 31.11%
- 1Y
- 31.84%
- 3Y*
- 10.95%
- 5Y*
- 11.49%
- 10Y*
- 9.00%
- ALL TIME*
- 3.41%
AMSC
- 1D
- -0.27%
- 1M
- -26.43%
- 6M
- -1.84%
- YTD
- 2.05%
- 1Y
- -48.34%
- 3Y*
- 22.11%
- 5Y*
- 15.89%
- 10Y*
- 12.68%
- ALL TIME*
- -3.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $27.27M | $25.36M | $48.11M | |
| $7.08M | $10.46M | $14.41M |
COMT vs. AMSC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 31.11% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
AMSC American Superconductor Corporation | 2.05% | 16.85% | 121.10% | 202.72% | -66.18% | -53.54% | 198.34% | -29.60% | 207.16% | -50.75% |
Correlation
The correlation between COMT and AMSC is -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.00 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.07 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.15 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | 0.17 |
The correlation between COMT and AMSC shifts across timeframes, from -0.07 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
COMT vs. AMSC — Risk / Return Rank
COMT
AMSC
COMT vs. AMSC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) and American Superconductor Corporation (AMSC). 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.
| COMT | AMSC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.07 | ||
| Sortino ratioReturn per unit of downside risk | +2.52 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.94 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | -0.79 | +2.61 |
| Martin ratioReturn relative to average drawdown | 5.69 | -1.21 | +6.90 |
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Drawdowns
COMT vs. AMSC - Drawdown Comparison
The maximum COMT drawdown since its inception was -51.89%, smaller than the maximum AMSC drawdown of -99.57%. Use the drawdown chart below to compare losses from any high point for COMT and AMSC.
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Drawdown Indicators
| COMT | AMSC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -99.57% | +47.68% |
Max Drawdown (1Y)Largest decline over 1 year | -17.57% | -61.08% | +43.51% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | -61.08% | +43.51% |
Max Drawdown (5Y)Largest decline over 5 years | -29.00% | -82.94% | +53.94% |
Max Drawdown (10Y)Largest decline over 10 years | -39.22% | -89.06% | +49.84% |
Current DrawdownCurrent decline from peak | -10.65% | -95.76% | +85.11% |
Average DrawdownAverage peak-to-trough decline | -23.90% | -75.83% | +51.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.63% | 40.10% | -34.47% |
Volatility
COMT vs. AMSC - Volatility Comparison
The current volatility for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) is 5.08%, while American Superconductor Corporation (AMSC) has a volatility of 22.38%. This indicates that COMT experiences smaller price fluctuations and is considered to be less risky than AMSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMT | AMSC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 22.38% | -17.30% |
Volatility (6M)Calculated over the trailing 6-month period | 19.62% | 57.61% | -37.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.67% | 87.44% | -65.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.10% | 87.66% | -66.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.86% | 79.49% | -60.63% |
Dividends
COMT vs. AMSC - Dividend Comparison
COMT's dividend yield for the trailing twelve months is around 5.90%, while AMSC has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMSC American Superconductor Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.90% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
Frequently Asked Questions
COMT and AMSC have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMSC has higher volatility (22.38%) compared to COMT (5.08%). In terms of maximum drawdown, COMT dropped -51.89% vs AMSC's -99.57%.
COMT currently has the higher Sharpe Ratio (1.48 vs -0.59), 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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