ISSC vs. CERY
ISSC (Innovative Solutions and Support, Inc.) is a stock, while CERY (SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF) is Commodities fund tracking the Bloomberg Enhanced Roll Yield Total Return Index. Over the past year, ISSC returned 17.70% vs 37.10% for CERY. Their 0.01 correlation means their historical movements had little consistent relationship.
Performance
ISSC vs. CERY - Performance Comparison
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Returns By Period
In the year-to-date period, ISSC achieves a -3.43% return, which is significantly lower than CERY's 25.95% return.
ISSC
- 1D
- 4.75%
- 1M
- 2.58%
- 6M
- -1.08%
- YTD
- -3.43%
- 1Y
- 17.70%
- 3Y*
- 30.66%
- 5Y*
- 20.94%
- 10Y*
- 23.25%
- ALL TIME*
- 7.98%
CERY
- 1D
- -0.22%
- 1M
- 7.99%
- 6M
- 15.18%
- YTD
- 25.95%
- 1Y
- 37.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 24.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.02M | $9.94M | $6.85M | |
| $6.02M | $5.39M | $7.81M |
ISSC vs. CERY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ISSC Innovative Solutions and Support, Inc. | -3.43% | 121.78% | 23.05% |
CERY SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF | 25.95% | 15.68% | 3.80% |
Correlation
The correlation between ISSC and CERY is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.04 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2024 | 0.01 |
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Return for Risk
ISSC vs. CERY — Risk / Return Rank
ISSC
CERY
ISSC vs. CERY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovative Solutions and Support, Inc. (ISSC) and SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY). 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.
| ISSC | CERY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.09 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.39 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.31 | 2.60 | -2.29 |
| Martin ratioReturn relative to average drawdown | 0.51 | 8.97 | -8.46 |
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Drawdowns
ISSC vs. CERY - Drawdown Comparison
The maximum ISSC drawdown since its inception was -89.03%, which is greater than CERY's maximum drawdown of -14.33%. Use the drawdown chart below to compare losses from any high point for ISSC and CERY.
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Drawdown Indicators
| ISSC | CERY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.03% | -14.33% | -74.70% |
Max Drawdown (1Y)Largest decline over 1 year | -57.83% | -14.33% | -43.50% |
Max Drawdown (3Y)Largest decline over 3 years | -57.83% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -57.83% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -62.41% | — | — |
Current DrawdownCurrent decline from peak | -40.15% | -6.62% | -33.53% |
Average DrawdownAverage peak-to-trough decline | -50.53% | -2.69% | -47.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.89% | 4.15% | +30.74% |
Volatility
ISSC vs. CERY - Volatility Comparison
Innovative Solutions and Support, Inc. (ISSC) has a higher volatility of 12.44% compared to SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY) at 5.02%. This indicates that ISSC's price experiences larger fluctuations and is considered to be riskier than CERY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISSC | CERY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.44% | 5.02% | +7.42% |
Volatility (6M)Calculated over the trailing 6-month period | 54.25% | 13.85% | +40.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 83.04% | 16.20% | +66.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.26% | 14.94% | +44.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.17% | 14.94% | +42.23% |
Dividends
ISSC vs. CERY - Dividend Comparison
ISSC has not paid dividends to shareholders, while CERY's dividend yield for the trailing twelve months is around 3.97%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CERY SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF | 3.97% | 4.99% | 0.52% | 0.00% | 0.00% | 0.00% | 0.00% |
ISSC Innovative Solutions and Support, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 17.64% |
Frequently Asked Questions
ISSC and CERY have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ISSC has higher volatility (12.44%) compared to CERY (5.02%). In terms of maximum drawdown, ISSC dropped -89.03% vs CERY's -14.33%.
CERY currently has the higher Sharpe Ratio (2.30 vs 0.21), 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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