DBD vs. GSG
DBD (Diebold Nixdorf, Incorporated) is a stock, while GSG (iShares S&P GSCI Commodity-Indexed Trust) is Commodities fund tracking the S&P GSCI Total Return Index. Over the past year, DBD returned 59.02% vs 27.65% for GSG. At a 0.00 correlation, their price movements are largely independent.
Performance
DBD vs. GSG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DBD achieves a 21.80% return, which is significantly lower than GSG's 25.54% return.
DBD
- 1D
- -0.23%
- 1M
- 11.29%
- YTD
- 21.80%
- 6M
- 21.00%
- 1Y
- 59.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GSG
- 1D
- -1.03%
- 1M
- -12.93%
- YTD
- 25.54%
- 6M
- 23.88%
- 1Y
- 27.65%
- 3Y*
- 14.02%
- 5Y*
- 12.78%
- 10Y*
- 6.58%
DBD vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DBD Diebold Nixdorf, Incorporated | 21.80% | 57.74% | 48.67% | 46.21% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 25.54% | 5.93% | 8.52% | -6.44% |
Correlation
The correlation between DBD and GSG is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.17 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2023 | 0.00 |
The correlation between DBD and GSG shifts across timeframes, from -0.17 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DBD vs. GSG — Risk / Return Rank
DBD
GSG
DBD vs. GSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diebold Nixdorf, Incorporated (DBD) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.
| DBD | GSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.23 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.63 | 1.66 | +0.97 |
| Martin ratioReturn relative to average drawdown | 8.36 | 6.95 | +1.41 |
Loading charts...
Drawdowns
DBD vs. GSG - Drawdown Comparison
The maximum DBD drawdown since its inception was -25.76%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for DBD and GSG.
Loading charts...
Drawdown Indicators
| DBD | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.76% | -89.62% | +63.86% |
Max Drawdown (1Y)Largest decline over 1 year | -22.53% | -16.74% | -5.79% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.74% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -57.64% | — |
Current DrawdownCurrent decline from peak | -6.85% | -62.10% | +55.25% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -63.69% | +57.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.08% | 4.01% | +3.07% |
Volatility
DBD vs. GSG - Volatility Comparison
Diebold Nixdorf, Incorporated (DBD) has a higher volatility of 9.74% compared to iShares S&P GSCI Commodity-Indexed Trust (GSG) at 5.46%. This indicates that DBD's price experiences larger fluctuations and is considered to be riskier than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DBD | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.74% | 5.46% | +4.28% |
Volatility (6M)Calculated over the trailing 6-month period | 25.56% | 20.82% | +4.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.12% | 23.17% | +11.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.38% | 22.67% | +17.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.38% | 22.01% | +18.37% |
Dividends
DBD vs. GSG - Dividend Comparison
Neither DBD nor GSG has paid dividends to shareholders.
Frequently Asked Questions
DBD and GSG have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DBD has higher volatility (9.74%) compared to GSG (5.46%). In terms of maximum drawdown, DBD dropped -25.76% vs GSG's -89.62%.
DBD currently has the higher Sharpe Ratio (1.69 vs 1.22), 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.
Find the right allocation for DBD and GSG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer