ISSC vs. COMT

Last updated Jun 5, 2026

ISSC (Innovative Solutions and Support, Inc.) is a stock, while COMT (iShares Commodities Select Strategy ETF) is Commodities fund actively managed by iShares. Over the past 10 years, ISSC returned 21.58%/yr vs 8.79%/yr for COMT. At a 0.06 correlation, their price movements are largely independent.

Performance

ISSC vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovative Solutions and Support, Inc. (ISSC) and iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ISSC achieves a -4.22% return, which is significantly lower than COMT's 37.50% return. Over the past 10 years, ISSC has outperformed COMT with an annualized return of 21.58%, while COMT has yielded a comparatively lower 8.79% annualized return.

ISSC

• 1D: 7.27%
• 1M: -12.32%
• YTD: -4.22%
• 6M: 81.76%
• 1Y: 51.67%
• 3Y*: 38.08%
• 5Y*: 24.56%
• 10Y*: 21.58%

COMT

• 1D: -1.55%
• 1M: -5.00%
• YTD: 37.50%
• 6M: 36.36%
• 1Y: 45.51%
• 3Y*: 16.18%
• 5Y*: 13.14%
• 10Y*: 8.79%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ISSC vs. COMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ISSC Innovative Solutions and Support, Inc.	-4.22%	121.78%	0.12%	3.77%	25.32%	0.61%	29.83%	158.41%	-23.13%	-11.71%
COMT iShares Commodities Select Strategy ETF	37.50%	6.07%	5.96%	-6.56%	19.45%	36.88%	-18.66%	10.81%	-6.67%	11.70%

Correlation

The correlation between ISSC and COMT is -0.15, 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	-0.15
Correlation (3Y) Calculated over the trailing 3-year period	-0.04
Correlation (5Y) Calculated over the trailing 5-year period	0.04
Correlation (10Y) Calculated over the trailing 10-year period	0.07
Correlation (All Time) Calculated using the full available price history since Oct 17, 2014	0.06

The correlation between ISSC and COMT shifts across timeframes, from -0.15 (1 year) to 0.07 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

ISSC vs. COMT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ISSC

ISSC Risk / Return Rank: 62
ISSC Sharpe Ratio Rank: 63
ISSC Sortino Ratio Rank: 63
ISSC Omega Ratio Rank: 64
ISSC Calmar Ratio Rank: 61
ISSC Martin Ratio Rank: 58

COMT

COMT Risk / Return Rank: 70
COMT Sharpe Ratio Rank: 65
COMT Sortino Ratio Rank: 60
COMT Omega Ratio Rank: 64
COMT Calmar Ratio Rank: 91
COMT Martin Ratio Rank: 73

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ISSC vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovative Solutions and Support, Inc. (ISSC) and iShares Commodities Select 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.

	ISSC	COMT	Difference
Sharpe ratio: Return per unit of total volatility	0.63	2.14	-1.51
Sortino ratio: Return per unit of downside risk	1.39	2.77	-1.38
Omega ratio: Gain probability vs. loss probability	1.19	1.38	-0.19
Calmar ratio: Return relative to maximum drawdown	0.90	5.70	-4.80
Martin ratio: Return relative to average drawdown	1.67	13.42	-11.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ISSC vs. COMT - Sharpe Ratio Comparison

The current ISSC Sharpe Ratio is 0.63, which is lower than the COMT Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of ISSC and COMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ISSC	COMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.63	2.14	-1.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	0.63	-0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.38	0.47	-0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	0.20	-0.08

Drawdowns

ISSC vs. COMT - Drawdown Comparison

The maximum ISSC drawdown since its inception was -89.03%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for ISSC and COMT.

Drawdown Indicators

	ISSC	COMT	Difference
Max Drawdown Largest peak-to-trough decline	-89.03%	-51.89%	-37.14%
Max Drawdown (1Y) Largest decline over 1 year	-57.83%	-8.02%	-49.81%
Max Drawdown (3Y) Largest decline over 3 years	-57.83%	-13.31%	-44.52%
Max Drawdown (5Y) Largest decline over 5 years	-57.83%	-29.00%	-28.83%
Max Drawdown (10Y) Largest decline over 10 years	-62.41%	-39.22%	-23.19%
Current Drawdown Current decline from peak	-40.64%	-6.30%	-34.34%
Average Drawdown Average peak-to-trough decline	-50.60%	-24.06%	-26.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	30.98%	3.40%	+27.58%

Volatility

ISSC vs. COMT - Volatility Comparison

Innovative Solutions and Support, Inc. (ISSC) has a higher volatility of 22.02% compared to iShares Commodities Select Strategy ETF (COMT) at 7.46%. This indicates that ISSC'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.

Volatility by Period

	ISSC	COMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.02%	7.46%	+14.56%
Volatility (6M) Calculated over the trailing 6-month period	64.21%	18.88%	+45.33%
Volatility (1Y) Calculated over the trailing 1-year period	82.02%	21.36%	+60.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	58.73%	21.07%	+37.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	56.91%	18.89%	+38.02%

Dividends

ISSC vs. COMT - Dividend Comparison

ISSC has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 5.63%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COMT iShares Commodities Select Strategy ETF	5.63%	7.74%	4.90%	5.19%	29.79%	17.79%	0.36%	2.61%	11.65%	5.16%	0.52%	1.44%
ISSC Innovative Solutions and Support, Inc.	0.00%	0.00%	0.00%	0.00%	0.01%	0.00%	17.64%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ISSC and COMT in my portfolio?

ISSC and COMT have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ISSC or COMT?

ISSC has higher volatility (22.02%) compared to COMT (7.46%). In terms of maximum drawdown, ISSC dropped -89.03% vs COMT's -51.89%.

Which has better risk-adjusted returns?

COMT currently has the higher Sharpe Ratio (2.14 vs 0.63), 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.