ITRN vs. COMT
ITRN (Ituran Location and Control Ltd.) is a stock, while COMT (iShares Commodities Select Strategy ETF) is Commodities fund actively managed by iShares. Over the past 10 years, ITRN returned 15.49%/yr vs 9.09%/yr for COMT. At a 0.13 correlation, their price movements are largely independent.
Performance
ITRN vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, ITRN achieves a 55.87% return, which is significantly higher than COMT's 39.67% return. Over the past 10 years, ITRN has outperformed COMT with an annualized return of 15.49%, while COMT has yielded a comparatively lower 9.09% annualized return.
ITRN
- 1D
- -1.99%
- 1M
- 11.37%
- YTD
- 55.87%
- 6M
- 70.62%
- 1Y
- 77.77%
- 3Y*
- 48.35%
- 5Y*
- 26.56%
- 10Y*
- 15.49%
COMT
- 1D
- 0.78%
- 1M
- -4.35%
- YTD
- 39.67%
- 6M
- 39.06%
- 1Y
- 47.51%
- 3Y*
- 16.86%
- 5Y*
- 13.50%
- 10Y*
- 9.09%
ITRN vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITRN Ituran Location and Control Ltd. | 55.87% | 45.63% | 21.02% | 32.47% | -18.79% | 45.32% | -22.93% | -18.98% | -3.46% | 33.71% |
COMT iShares Commodities Select Strategy ETF | 39.67% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between ITRN and COMT is -0.17, 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 | -0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2014 | 0.13 |
The correlation between ITRN and COMT shifts across timeframes, from -0.17 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ITRN vs. COMT — Risk / Return Rank
ITRN
COMT
ITRN vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ituran Location and Control Ltd. (ITRN) 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.
| ITRN | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.40 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 5.95 | -2.55 |
| Martin ratioReturn relative to average drawdown | 10.01 | 14.11 | -4.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ITRN | COMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.49 | 2.24 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.64 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.48 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.20 | +0.19 |
Drawdowns
ITRN vs. COMT - Drawdown Comparison
The maximum ITRN drawdown since its inception was -68.39%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for ITRN and COMT.
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Drawdown Indicators
| ITRN | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.39% | -51.89% | -16.50% |
Max Drawdown (1Y)Largest decline over 1 year | -22.99% | -8.02% | -14.97% |
Max Drawdown (3Y)Largest decline over 3 years | -26.82% | -13.31% | -13.51% |
Max Drawdown (5Y)Largest decline over 5 years | -30.03% | -29.00% | -1.03% |
Max Drawdown (10Y)Largest decline over 10 years | -68.39% | -39.22% | -29.17% |
Current DrawdownCurrent decline from peak | -1.99% | -4.82% | +2.83% |
Average DrawdownAverage peak-to-trough decline | -19.51% | -24.07% | +4.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.91% | 3.38% | +4.53% |
Volatility
ITRN vs. COMT - Volatility Comparison
Ituran Location and Control Ltd. (ITRN) has a higher volatility of 8.51% compared to iShares Commodities Select Strategy ETF (COMT) at 7.37%. This indicates that ITRN'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
| ITRN | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.51% | 7.37% | +1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 22.68% | 18.80% | +3.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.40% | 21.29% | +10.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.71% | 21.06% | +9.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.47% | 18.89% | +14.58% |
Dividends
ITRN vs. COMT - Dividend Comparison
ITRN's dividend yield for the trailing twelve months is around 4.61%, less than COMT's 5.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares Commodities Select Strategy ETF | 5.54% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
ITRN Ituran Location and Control Ltd. | 4.61% | 4.65% | 5.01% | 2.50% | 2.65% | 3.37% | 1.26% | 3.78% | 2.96% | 3.27% | 3.25% | 4.12% |
Frequently Asked Questions
ITRN and COMT have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITRN has higher volatility (8.51%) compared to COMT (7.37%). In terms of maximum drawdown, ITRN dropped -68.39% vs COMT's -51.89%.
ITRN currently has the higher Sharpe Ratio (2.49 vs 2.24), 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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