PortfoliosLab logoPortfoliosLab logo
ITRN vs. USCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITRN vs. USCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ituran Location and Control Ltd. (ITRN) and United States Commodity Index Fund (USCI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ITRN achieves a 55.87% return, which is significantly higher than USCI's 28.22% return. Over the past 10 years, ITRN has outperformed USCI with an annualized return of 15.49%, while USCI has yielded a comparatively lower 8.86% 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%

USCI

1D
0.11%
1M
-1.22%
YTD
28.22%
6M
26.35%
1Y
40.33%
3Y*
23.15%
5Y*
19.28%
10Y*
8.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITRN vs. USCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
USCI
United States Commodity Index Fund
28.22%17.63%17.24%-0.00%29.47%33.07%-11.47%-1.68%-11.76%6.32%

Correlation

The correlation between ITRN and USCI is -0.02, 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

-0.02

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

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Aug 11, 2010

0.15

The correlation between ITRN and USCI shifts across timeframes, from -0.02 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ITRN vs. USCI — Risk / Return Rank

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

ITRN
ITRN Risk / Return Rank: 8888
Overall Rank
ITRN Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ITRN Sortino Ratio Rank: 8989
Sortino Ratio Rank
ITRN Omega Ratio Rank: 8888
Omega Ratio Rank
ITRN Calmar Ratio Rank: 8585
Calmar Ratio Rank
ITRN Martin Ratio Rank: 8787
Martin Ratio Rank

USCI
USCI Risk / Return Rank: 7474
Overall Rank
USCI Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 6666
Sortino Ratio Rank
USCI Omega Ratio Rank: 6666
Omega Ratio Rank
USCI Calmar Ratio Rank: 8484
Calmar Ratio Rank
USCI Martin Ratio Rank: 8181
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.

ITRN vs. USCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ituran Location and Control Ltd. (ITRN) and United States Commodity Index Fund (USCI). 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.


ITRNUSCIDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.41

1.41

0.00

Calmar ratioReturn relative to maximum drawdown

3.40

4.64

-1.24

Martin ratioReturn relative to average drawdown

10.01

16.18

-6.17

ITRN vs. USCI - Sharpe Ratio Comparison

The current ITRN Sharpe Ratio is 2.49, which is comparable to the USCI Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of ITRN and USCI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ITRNUSCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

2.43

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

1.05

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.56

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.30

+0.09

Drawdowns

ITRN vs. USCI - Drawdown Comparison

The maximum ITRN drawdown since its inception was -68.39%, roughly equal to the maximum USCI drawdown of -66.41%. Use the drawdown chart below to compare losses from any high point for ITRN and USCI.


Loading charts...

Drawdown Indicators


ITRNUSCIDifference

Max Drawdown

Largest peak-to-trough decline

-68.39%

-66.41%

-1.98%

Max Drawdown (1Y)

Largest decline over 1 year

-22.99%

-8.73%

-14.26%

Max Drawdown (3Y)

Largest decline over 3 years

-26.82%

-12.01%

-14.81%

Max Drawdown (5Y)

Largest decline over 5 years

-30.03%

-18.84%

-11.19%

Max Drawdown (10Y)

Largest decline over 10 years

-68.39%

-45.82%

-22.57%

Current Drawdown

Current decline from peak

-1.99%

-3.10%

+1.11%

Average Drawdown

Average peak-to-trough decline

-19.51%

-29.51%

+10.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.91%

2.50%

+5.41%

Volatility

ITRN vs. USCI - Volatility Comparison

Ituran Location and Control Ltd. (ITRN) has a higher volatility of 8.51% compared to United States Commodity Index Fund (USCI) at 4.51%. This indicates that ITRN's price experiences larger fluctuations and is considered to be riskier than USCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ITRNUSCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.51%

4.51%

+4.00%

Volatility (6M)

Calculated over the trailing 6-month period

22.68%

13.93%

+8.75%

Volatility (1Y)

Calculated over the trailing 1-year period

31.40%

16.70%

+14.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.71%

18.44%

+12.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.47%

15.85%

+17.62%

Dividends

ITRN vs. USCI - Dividend Comparison

ITRN's dividend yield for the trailing twelve months is around 4.61%, while USCI has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
USCI
United States Commodity Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ITRN and USCI have a correlation of -0.02, 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 USCI (4.51%). In terms of maximum drawdown, ITRN dropped -68.39% vs USCI's -66.41%.

ITRN currently has the higher Sharpe Ratio (2.49 vs 2.43), 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 ITRN and USCI

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

Open Portfolio Optimizer