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DBD vs. GSG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DBD and GSG is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

DBD vs. GSG

Last updated Jun 1, 2025

Compare and contrast key facts about Diebold Nixdorf, Incorporated (DBD) and iShares S&P GSCI Commodity-Indexed Trust (GSG).

GSG is a passively managed fund by iShares that tracks the performance of the S&P GSCI Total Return Index. It was launched on Jul 21, 2006.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DBD or GSG.

Performance

DBD vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Diebold Nixdorf, Incorporated (DBD) and iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DBD:

0.22

GSG:

-0.24

Sortino Ratio

DBD:

0.63

GSG:

-0.42

Omega Ratio

DBD:

1.08

GSG:

0.95

Calmar Ratio

DBD:

0.42

GSG:

-0.09

Martin Ratio

DBD:

1.00

GSG:

-1.11

Ulcer Index

DBD:

10.73%

GSG:

5.98%

Daily Std Dev

DBD:

44.78%

GSG:

17.61%

Max Drawdown

DBD:

-25.76%

GSG:

-89.62%

Current Drawdown

DBD:

-3.45%

GSG:

-72.28%

Returns By Period

In the year-to-date period, DBD achieves a 11.92% return, which is significantly higher than GSG's -2.76% return.

DBD

YTD

11.92%

1M

6.17%

6M

4.22%

1Y

10.10%

3Y*

N/A

5Y*

N/A

10Y*

N/A

GSG

YTD

-2.76%

1M

1.39%

6M

0.14%

1Y

-3.55%

3Y*

-5.44%

5Y*

16.61%

10Y*

-0.13%

*Annualized

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Diebold Nixdorf, Incorporated

iShares S&P GSCI Commodity-Indexed Trust

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DBD vs. GSG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DBD
The Risk-Adjusted Performance Rank of DBD is 6060
Overall Rank
The Sharpe Ratio Rank of DBD is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of DBD is 5555
Sortino Ratio Rank
The Omega Ratio Rank of DBD is 5454
Omega Ratio Rank
The Calmar Ratio Rank of DBD is 6969
Calmar Ratio Rank
The Martin Ratio Rank of DBD is 6464
Martin Ratio Rank
GSG
The Risk-Adjusted Performance Rank of GSG is 77
Overall Rank
The Sharpe Ratio Rank of GSG is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of GSG is 55
Sortino Ratio Rank
The Omega Ratio Rank of GSG is 66
Omega Ratio Rank
The Calmar Ratio Rank of GSG is 1111
Calmar Ratio Rank
The Martin Ratio Rank of GSG is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DBD vs. GSG - Risk-Adjusted Performance 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.

The current DBD Sharpe Ratio is 0.22, which is higher than the GSG Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of DBD and GSG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

DBD vs. GSG - Dividend Comparison

Neither DBD nor GSG has paid dividends to shareholders.

Tickers have no history of dividend payments

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.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DBD vs. GSG - Volatility Comparison

Diebold Nixdorf, Incorporated (DBD) has a higher volatility of 9.33% compared to iShares S&P GSCI Commodity-Indexed Trust (GSG) at 3.83%. 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.

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