ITRN vs. USCI
ITRN (Ituran Location and Control Ltd.) is a stock, while USCI (United States Commodity Index Fund) is Commodities fund tracking the SummerHaven Dynamic Commodity (TR). Over the past 10 years, ITRN returned 15.49%/yr vs 8.86%/yr for USCI. At a 0.15 correlation, their price movements are largely independent.
Performance
ITRN vs. USCI - 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 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%
ITRN vs. USCI - 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% |
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.
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Return for Risk
ITRN vs. USCI — Risk / Return Rank
ITRN
USCI
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.
| ITRN | USCI | Difference | |
|---|---|---|---|
| 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 |
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 | USCI | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| ITRN | USCI | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.99% | -3.10% | +1.11% |
Average DrawdownAverage peak-to-trough decline | -19.51% | -29.51% | +10.00% |
Ulcer IndexDepth 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.
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Volatility by Period
| ITRN | USCI | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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