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COMT vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

COMT vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Commodities Select Strategy ETF (COMT) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COMT achieves a 30.63% return, which is significantly higher than BTC-USD's -27.32% return. Over the past 10 years, COMT has underperformed BTC-USD with an annualized return of 8.40%, while BTC-USD has yielded a comparatively higher 57.32% annualized return.


COMT

1D
-1.20%
1M
-9.35%
YTD
30.63%
6M
31.55%
1Y
33.50%
3Y*
14.44%
5Y*
11.79%
10Y*
8.40%

BTC-USD

1D
0.05%
1M
-19.79%
YTD
-27.32%
6M
-29.56%
1Y
-39.85%
3Y*
34.86%
5Y*
10.27%
10Y*
57.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COMT vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COMT
iShares Commodities Select Strategy ETF
30.63%6.07%5.96%-6.56%19.45%36.88%-18.66%10.81%-6.67%11.70%
BTC-USD
Bitcoin
-27.32%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between COMT and BTC-USD 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

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2014

0.05

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Return for Risk

COMT vs. BTC-USD — Risk / Return Rank

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

COMT
COMT Risk / Return Rank: 5656
Overall Rank
COMT Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 4848
Sortino Ratio Rank
COMT Omega Ratio Rank: 5151
Omega Ratio Rank
COMT Calmar Ratio Rank: 7070
Calmar Ratio Rank
COMT Martin Ratio Rank: 5959
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3737
Overall Rank
BTC-USD Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3939
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3737
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5656
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3232
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.

COMT vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Commodities Select Strategy ETF (COMT) and Bitcoin (BTC-USD). 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.


COMTBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.49

Sortino ratioReturn per unit of downside risk

+3.43

Omega ratioGain probability vs. loss probability

1.28

0.87

+0.42

Calmar ratioReturn relative to maximum drawdown

3.07

-0.78

+3.84

Martin ratioReturn relative to average drawdown

9.13

-1.36

+10.49

COMT vs. BTC-USD - Sharpe Ratio Comparison

The current COMT Sharpe Ratio is 1.56, which is higher than the BTC-USD Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of COMT and BTC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

COMT vs. BTC-USD - Drawdown Comparison

The maximum COMT drawdown since its inception was -51.89%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for COMT and BTC-USD.


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Drawdown Indicators


COMTBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-51.89%

-85.30%

+33.41%

Max Drawdown (1Y)

Largest decline over 1 year

-10.98%

-51.21%

+40.23%

Max Drawdown (3Y)

Largest decline over 3 years

-13.31%

-51.21%

+37.90%

Max Drawdown (5Y)

Largest decline over 5 years

-29.00%

-76.67%

+47.67%

Max Drawdown (10Y)

Largest decline over 10 years

-39.22%

-83.80%

+44.58%

Current Drawdown

Current decline from peak

-10.98%

-49.01%

+38.03%

Average Drawdown

Average peak-to-trough decline

-24.02%

-42.35%

+18.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

35.02%

-31.34%

Volatility

COMT vs. BTC-USD - Volatility Comparison

The current volatility for iShares Commodities Select Strategy ETF (COMT) is 5.85%, while Bitcoin (BTC-USD) has a volatility of 12.11%. This indicates that COMT experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COMTBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

12.11%

-6.26%

Volatility (6M)

Calculated over the trailing 6-month period

19.18%

34.59%

-15.41%

Volatility (1Y)

Calculated over the trailing 1-year period

21.55%

35.62%

-14.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.11%

44.71%

-23.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.90%

56.62%

-37.72%

Frequently Asked Questions


COMT and BTC-USD 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.

BTC-USD has higher volatility (12.11%) compared to COMT (5.85%). In terms of maximum drawdown, COMT dropped -51.89% vs BTC-USD's -85.30%.

COMT currently has the higher Sharpe Ratio (1.56 vs -0.93), 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.

Portfolio Optimizer

Find the right allocation for COMT and BTC-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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