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ISSC vs. PIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISSC vs. PIT - Performance Comparison

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

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Returns By Period

In the year-to-date period, ISSC achieves a -10.30% return, which is significantly lower than PIT's 25.25% 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%

PIT

1D
2.13%
1M
-10.40%
YTD
25.25%
6M
23.43%
1Y
41.96%
3Y*
18.85%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISSC vs. PIT - Yearly Performance Comparison


2026 (YTD)2025202420232022
ISSC
Innovative Solutions and Support, Inc.
-10.30%121.78%0.12%3.77%-1.56%
PIT
VanEck Commodity Strategy ETF
25.25%21.63%6.77%-4.54%1.67%

Correlation

The correlation between ISSC and PIT is -0.09, 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

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Dec 22, 2022

0.00

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Return for Risk

ISSC vs. PIT — Risk / Return Rank

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

ISSC
ISSC Risk / Return Rank: 5757
Overall Rank
ISSC Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ISSC Sortino Ratio Rank: 5959
Sortino Ratio Rank
ISSC Omega Ratio Rank: 5959
Omega Ratio Rank
ISSC Calmar Ratio Rank: 5555
Calmar Ratio Rank
ISSC Martin Ratio Rank: 5454
Martin Ratio Rank

PIT
PIT Risk / Return Rank: 6464
Overall Rank
PIT Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PIT Sortino Ratio Rank: 6262
Sortino Ratio Rank
PIT Omega Ratio Rank: 6666
Omega Ratio Rank
PIT Calmar Ratio Rank: 5757
Calmar Ratio Rank
PIT Martin Ratio Rank: 6868
Martin Ratio Rank
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. PIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovative Solutions and Support, Inc. (ISSC) and VanEck Commodity Strategy ETF (PIT). 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.


ISSCPITDifference
Sharpe ratioReturn per unit of total volatility

-1.59

Sortino ratioReturn per unit of downside risk

-1.40

Omega ratioGain probability vs. loss probability

1.15

1.34

-0.20

Calmar ratioReturn relative to maximum drawdown

0.52

2.45

-1.93

Martin ratioReturn relative to average drawdown

0.92

10.70

-9.78

ISSC vs. PIT - Sharpe Ratio Comparison

The current ISSC Sharpe Ratio is 0.36, which is lower than the PIT Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of ISSC and PIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ISSC vs. PIT - Drawdown Comparison

The maximum ISSC drawdown since its inception was -89.03%, which is greater than PIT's maximum drawdown of -17.20%. Use the drawdown chart below to compare losses from any high point for ISSC and PIT.


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Drawdown Indicators


ISSCPITDifference

Max Drawdown

Largest peak-to-trough decline

-89.03%

-17.20%

-71.83%

Max Drawdown (1Y)

Largest decline over 1 year

-57.83%

-17.20%

-40.63%

Max Drawdown (3Y)

Largest decline over 3 years

-57.83%

-17.20%

-40.63%

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%

-15.44%

-28.96%

Average Drawdown

Average peak-to-trough decline

-50.58%

-4.11%

-46.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.62%

3.93%

+28.69%

Volatility

ISSC vs. PIT - Volatility Comparison

Innovative Solutions and Support, Inc. (ISSC) has a higher volatility of 19.93% compared to VanEck Commodity Strategy ETF (PIT) at 5.62%. This indicates that ISSC's price experiences larger fluctuations and is considered to be riskier than PIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISSCPITDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.93%

5.62%

+14.31%

Volatility (6M)

Calculated over the trailing 6-month period

57.48%

19.60%

+37.88%

Volatility (1Y)

Calculated over the trailing 1-year period

83.29%

21.65%

+61.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.20%

17.57%

+41.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.19%

17.57%

+39.62%

Dividends

ISSC vs. PIT - Dividend Comparison

ISSC has not paid dividends to shareholders, while PIT's dividend yield for the trailing twelve months is around 7.12%.


PositionTTM202520242023202220212020
ISSC
Innovative Solutions and Support, Inc.
0.00%0.00%0.00%0.00%0.01%0.00%17.64%
PIT
VanEck Commodity Strategy ETF
7.12%8.92%3.59%6.44%0.00%0.00%0.00%

Frequently Asked Questions


ISSC and PIT have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISSC has higher volatility (19.93%) compared to PIT (5.62%). In terms of maximum drawdown, ISSC dropped -89.03% vs PIT's -17.20%.

PIT currently has the higher Sharpe Ratio (1.95 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.

Portfolio Optimizer

Find the right allocation for ISSC and PIT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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