ISSC vs. HGER

Last updated Jun 26, 2026

ISSC (Innovative Solutions and Support, Inc.) is a stock, while HGER (Harbor Commodity All-Weather Strategy ETF) is Commodities fund tracking the Quantix Commodity Index - Benchmark TR Net. Over the past 3 years, ISSC returned 35.37%/yr vs 17.82%/yr for HGER. At a 0.05 correlation, their price movements are largely independent.

Performance

ISSC vs. HGER - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovative Solutions and Support, Inc. (ISSC) and Harbor Commodity All-Weather Strategy ETF (HGER). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ISSC achieves a -10.30% return, which is significantly lower than HGER's 18.37% return.

ISSC

• 1D: 2.10%
• 1M: 2.04%
• YTD: -10.30%
• 6M: -12.96%
• 1Y: 29.89%
• 3Y*: 35.37%
• 5Y*: 21.57%
• 10Y*: 20.99%

HGER

• 1D: 2.12%
• 1M: -7.78%
• YTD: 18.37%
• 6M: 16.17%
• 1Y: 29.91%
• 3Y*: 17.82%
• 5Y*: —
• 10Y*: —

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

ISSC vs. HGER - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ISSC Innovative Solutions and Support, Inc.	-10.30%	121.78%	0.12%	3.77%	17.61%
HGER Harbor Commodity All-Weather Strategy ETF	18.37%	20.08%	9.25%	1.93%	9.66%

Correlation

The correlation between ISSC and HGER is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.01
Correlation (All Time) Calculated using the full available price history since Feb 10, 2022	0.05

The correlation between ISSC and HGER shifts across timeframes, from -0.06 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ISSC vs. HGER — Risk / Return Rank

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

ISSC

ISSC Risk / Return Rank: 57
ISSC Sharpe Ratio Rank: 56
ISSC Sortino Ratio Rank: 59
ISSC Omega Ratio Rank: 59
ISSC Calmar Ratio Rank: 55
ISSC Martin Ratio Rank: 54

HGER

HGER Risk / Return Rank: 58
HGER Sharpe Ratio Rank: 62
HGER Sortino Ratio Rank: 58
HGER Omega Ratio Rank: 62
HGER Calmar Ratio Rank: 49
HGER Martin Ratio Rank: 61

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. HGER - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovative Solutions and Support, Inc. (ISSC) and Harbor Commodity All-Weather Strategy ETF (HGER). 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	HGER	Difference
Sharpe ratio: Return per unit of total volatility	0.36	1.77	-1.41
Sortino ratio: Return per unit of downside risk	1.11	2.39	-1.28
Omega ratio: Gain probability vs. loss probability	1.15	1.33	-0.18
Calmar ratio: Return relative to maximum drawdown	0.52	2.14	-1.62
Martin ratio: Return relative to average drawdown	0.92	9.38	-8.47

ISSC vs. HGER - Sharpe Ratio Comparison

The current ISSC Sharpe Ratio is 0.36, which is lower than the HGER Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of ISSC and HGER, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ISSC vs. HGER - Drawdown Comparison

The maximum ISSC drawdown since its inception was -89.03%, which is greater than HGER's maximum drawdown of -23.31%. Use the drawdown chart below to compare losses from any high point for ISSC and HGER.

Drawdown Indicators

	ISSC	HGER	Difference
Max Drawdown Largest peak-to-trough decline	-89.03%	-23.31%	-65.72%
Max Drawdown (1Y) Largest decline over 1 year	-57.83%	-14.04%	-43.79%
Max Drawdown (3Y) Largest decline over 3 years	-57.83%	-14.04%	-43.79%
Max Drawdown (5Y) Largest decline over 5 years	-57.83%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-62.41%	—	—
Current Drawdown Current decline from peak	-44.40%	-12.22%	-32.18%
Average Drawdown Average peak-to-trough decline	-50.58%	-7.68%	-42.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	32.62%	3.20%	+29.42%

Volatility

ISSC vs. HGER - Volatility Comparison

Innovative Solutions and Support, Inc. (ISSC) has a higher volatility of 19.93% compared to Harbor Commodity All-Weather Strategy ETF (HGER) at 4.77%. This indicates that ISSC's price experiences larger fluctuations and is considered to be riskier than HGER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ISSC	HGER	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.93%	4.77%	+15.16%
Volatility (6M) Calculated over the trailing 6-month period	57.48%	15.08%	+42.40%
Volatility (1Y) Calculated over the trailing 1-year period	83.29%	16.96%	+66.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	59.20%	17.63%	+41.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	57.19%	17.63%	+39.56%

Dividends

ISSC vs. HGER - Dividend Comparison

ISSC has not paid dividends to shareholders, while HGER's dividend yield for the trailing twelve months is around 5.99%.

Position	TTM	2025	2024	2023	2022	2021	2020
HGER Harbor Commodity All-Weather Strategy ETF	5.99%	7.09%	3.28%	7.24%	0.64%	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

Can I hold both ISSC and HGER in my portfolio?

ISSC and HGER have a correlation of -0.06, 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 HGER?

ISSC has higher volatility (19.93%) compared to HGER (4.77%). In terms of maximum drawdown, ISSC dropped -89.03% vs HGER's -23.31%.

Which has better risk-adjusted returns?

HGER currently has the higher Sharpe Ratio (1.77 vs 0.36), 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.