DVN vs. COMT
DVN (Devon Energy Corporation) is a stock, while COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) is Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Over the past 10 years, DVN returned 4.23%/yr vs 7.87%/yr for COMT. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
DVN vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, DVN achieves a 16.71% return, which is significantly lower than COMT's 26.00% return. Over the past 10 years, DVN has underperformed COMT with an annualized return of 4.23%, while COMT has yielded a comparatively higher 7.87% annualized return.
DVN
- 1D
- 0.50%
- 1M
- -4.66%
- 6M
- 19.55%
- YTD
- 16.71%
- 1Y
- 27.54%
- 3Y*
- -2.77%
- 5Y*
- 13.19%
- 10Y*
- 4.23%
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%
DVN vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DVN Devon Energy Corporation | 16.71% | 15.03% | -25.21% | -23.08% | 50.86% | 199.88% | -35.34% | 16.81% | -45.09% | -8.74% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 26.00% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between DVN and COMT is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | 0.62 |
The correlation between DVN and COMT has been stable across timeframes, ranging from 0.57 to 0.63 - a consistent structural relationship.
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Return for Risk
DVN vs. COMT — Risk / Return Rank
DVN
COMT
DVN vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Devon Energy Corporation (DVN) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). 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.
| DVN | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.24 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.66 | -0.41 |
| Martin ratioReturn relative to average drawdown | 3.40 | 5.78 | -2.39 |
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Drawdowns
DVN vs. COMT - Drawdown Comparison
The maximum DVN drawdown since its inception was -94.93%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for DVN and COMT.
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Drawdown Indicators
| DVN | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.93% | -51.89% | -43.04% |
Max Drawdown (1Y)Largest decline over 1 year | -22.15% | -17.57% | -4.58% |
Max Drawdown (3Y)Largest decline over 3 years | -49.22% | -17.57% | -31.65% |
Max Drawdown (5Y)Largest decline over 5 years | -61.45% | -29.00% | -32.45% |
Max Drawdown (10Y)Largest decline over 10 years | -88.51% | -39.22% | -49.29% |
Current DrawdownCurrent decline from peak | -45.58% | -14.13% | -31.45% |
Average DrawdownAverage peak-to-trough decline | -35.95% | -23.97% | -11.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.15% | 5.05% | +3.10% |
Volatility
DVN vs. COMT - Volatility Comparison
Devon Energy Corporation (DVN) has a higher volatility of 11.41% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.68%. This indicates that DVN's price experiences larger fluctuations and is considered to be riskier than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DVN | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.41% | 5.68% | +5.73% |
Volatility (6M)Calculated over the trailing 6-month period | 25.77% | 19.60% | +6.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.75% | 21.45% | +12.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.87% | 21.17% | +19.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.49% | 18.84% | +30.65% |
Dividends
DVN vs. COMT - Dividend Comparison
DVN's dividend yield for the trailing twelve months is around 2.46%, less than COMT's 6.14% yield.
| 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% |
DVN Devon Energy Corporation | 2.46% | 2.62% | 4.43% | 4.55% | 8.41% | 5.24% | 4.30% | 1.35% | 1.33% | 0.58% | 0.92% | 3.00% |
Frequently Asked Questions
DVN and COMT have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DVN has higher volatility (11.41%) compared to COMT (5.68%). In terms of maximum drawdown, DVN dropped -94.93% vs COMT's -51.89%.
COMT currently has the higher Sharpe Ratio (1.36 vs 0.82), 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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