COMT vs. XOM
COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) is Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index, while XOM (Exxon Mobil Corporation) is a stock. Over the past 10 years, COMT returned 9.00%/yr vs 10.67%/yr for XOM. Their 0.59 correlation means they have sometimes moved together and sometimes differently.
Performance
COMT vs. XOM - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with COMT having a 31.11% return and XOM slightly lower at 30.91%. Over the past 10 years, COMT has underperformed XOM with an annualized return of 9.00%, while XOM has yielded a comparatively higher 10.67% 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%
XOM
- 1D
- -0.97%
- 1M
- 14.06%
- 6M
- 11.41%
- YTD
- 30.91%
- 1Y
- 43.67%
- 3Y*
- 17.24%
- 5Y*
- 26.54%
- 10Y*
- 10.67%
- ALL TIME*
- 11.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.08M | $10.46M | $14.41M | |
| $2.16B | $2.15B | $2.46B |
COMT vs. XOM - 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% |
XOM Exxon Mobil Corporation | 30.91% | 15.98% | 11.26% | -6.26% | 87.41% | 57.58% | -36.21% | 7.23% | -15.09% | -3.81% |
Correlation
The correlation between COMT and XOM is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.58 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | 0.59 |
The correlation between COMT and XOM has been stable across timeframes, ranging from 0.58 to 0.62 - a consistent structural relationship.
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Return for Risk
COMT vs. XOM — Risk / Return Rank
COMT
XOM
COMT vs. XOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) and Exxon Mobil Corporation (XOM). 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 | XOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.29 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 2.18 | -0.36 |
| Martin ratioReturn relative to average drawdown | 5.69 | 5.53 | +0.16 |
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Drawdowns
COMT vs. XOM - Drawdown Comparison
The maximum COMT drawdown since its inception was -51.89%, smaller than the maximum XOM drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for COMT and XOM.
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Drawdown Indicators
| COMT | XOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -62.40% | +10.51% |
Max Drawdown (1Y)Largest decline over 1 year | -17.57% | -20.11% | +2.54% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | -20.11% | +2.54% |
Max Drawdown (5Y)Largest decline over 5 years | -29.00% | -20.51% | -8.49% |
Max Drawdown (10Y)Largest decline over 10 years | -39.22% | -61.01% | +21.79% |
Current DrawdownCurrent decline from peak | -10.65% | -8.73% | -1.92% |
Average DrawdownAverage peak-to-trough decline | -23.90% | -10.22% | -13.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.63% | 7.95% | -2.32% |
Volatility
COMT vs. XOM - Volatility Comparison
The current volatility for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) is 5.08%, while Exxon Mobil Corporation (XOM) has a volatility of 7.52%. This indicates that COMT experiences smaller price fluctuations and is considered to be less risky than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMT | XOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 7.52% | -2.44% |
Volatility (6M)Calculated over the trailing 6-month period | 19.62% | 20.71% | -1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.67% | 25.02% | -3.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.10% | 26.65% | -5.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.86% | 28.28% | -9.42% |
Dividends
COMT vs. XOM - Dividend Comparison
COMT's dividend yield for the trailing twelve months is around 5.90%, more than XOM's 2.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XOM Exxon Mobil Corporation | 2.62% | 3.32% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% |
Frequently Asked Questions
COMT and XOM have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XOM has higher volatility (7.52%) compared to COMT (5.08%). In terms of maximum drawdown, COMT dropped -51.89% vs XOM's -62.40%.
XOM currently has the higher Sharpe Ratio (1.75 vs 1.48), 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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