COMT vs. TALO
COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) is Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index, while TALO (Talos Energy Inc.) is a stock. Over the past 5 years, COMT returned 11.09%/yr vs -1.47%/yr for TALO. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
COMT vs. TALO - Performance Comparison
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Returns By Period
In the year-to-date period, COMT achieves a 26.00% return, which is significantly higher than TALO's 22.50% return.
COMT
- 1D
- -0.17%
- 1M
- -4.70%
- 6M
- 23.49%
- YTD
- 26.00%
- 1Y
- 27.75%
- 3Y*
- 11.57%
- 5Y*
- 11.09%
- 10Y*
- 7.87%
TALO
- 1D
- -1.68%
- 1M
- -8.78%
- 6M
- 24.54%
- YTD
- 22.50%
- 1Y
- 47.86%
- 3Y*
- -1.99%
- 5Y*
- -1.47%
- 10Y*
- —
COMT vs. TALO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 26.00% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -13.95% |
TALO Talos Energy Inc. | 22.50% | 13.49% | -31.76% | -24.63% | 92.65% | 18.93% | -72.67% | 84.74% | -53.37% |
Correlation
The correlation between COMT and TALO is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since May 10, 2018 | 0.55 |
The correlation between COMT and TALO has been stable across timeframes, ranging from 0.55 to 0.60 - a consistent structural relationship.
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Return for Risk
COMT vs. TALO — Risk / Return Rank
COMT
TALO
COMT vs. TALO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) and Talos Energy Inc. (TALO). 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 | TALO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.19 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | 2.24 | -0.58 |
| Martin ratioReturn relative to average drawdown | 5.78 | 6.02 | -0.23 |
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Drawdowns
COMT vs. TALO - Drawdown Comparison
The maximum COMT drawdown since its inception was -51.89%, smaller than the maximum TALO drawdown of -86.34%. Use the drawdown chart below to compare losses from any high point for COMT and TALO.
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Drawdown Indicators
| COMT | TALO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -86.34% | +34.45% |
Max Drawdown (1Y)Largest decline over 1 year | -17.57% | -22.18% | +4.61% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | -63.16% | +45.59% |
Max Drawdown (5Y)Largest decline over 5 years | -29.00% | -74.63% | +45.63% |
Max Drawdown (10Y)Largest decline over 10 years | -39.22% | — | — |
Current DrawdownCurrent decline from peak | -14.13% | -63.97% | +49.84% |
Average DrawdownAverage peak-to-trough decline | -23.97% | -58.61% | +34.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.05% | 8.25% | -3.20% |
Volatility
COMT vs. TALO - Volatility Comparison
The current volatility for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) is 5.68%, while Talos Energy Inc. (TALO) has a volatility of 14.27%. This indicates that COMT experiences smaller price fluctuations and is considered to be less risky than TALO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMT | TALO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 14.27% | -8.59% |
Volatility (6M)Calculated over the trailing 6-month period | 19.60% | 38.68% | -19.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.45% | 49.11% | -27.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.17% | 55.73% | -34.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 64.23% | -45.39% |
Dividends
COMT vs. TALO - Dividend Comparison
COMT's dividend yield for the trailing twelve months is around 6.14%, while TALO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.14% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
TALO Talos Energy Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
COMT and TALO have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TALO has higher volatility (14.27%) compared to COMT (5.68%). In terms of maximum drawdown, COMT dropped -51.89% vs TALO's -86.34%.
COMT currently has the higher Sharpe Ratio (1.36 vs 1.01), 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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