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KEEL vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KEEL vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Keel Infrastructure Corporation (KEEL) and iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KEEL achieves a 85.53% return, which is significantly higher than GSG's 32.35% return.


KEEL

1D
-6.24%
1M
-22.00%
6M
43.89%
YTD
85.53%
1Y
307.48%
3Y*
30.32%
5Y*
4.55%
10Y*

GSG

1D
3.60%
1M
-0.20%
6M
28.24%
YTD
32.35%
1Y
34.57%
3Y*
14.41%
5Y*
13.83%
10Y*
7.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KEEL vs. GSG - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
KEEL
Keel Infrastructure Corporation
85.53%57.72%-48.80%561.36%-91.29%165.79%397.66%-27.96%-64.19%
GSG
iShares S&P GSCI Commodity-Indexed Trust
32.35%5.93%8.52%-5.51%24.08%38.77%-23.94%15.62%-19.05%

Correlation

The correlation between KEEL and GSG is -0.03, 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

-0.03

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

0.04

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

0.10

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2018

0.08

The correlation between KEEL and GSG shifts across timeframes, from -0.03 (1 year) to 0.10 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

KEEL vs. GSG — Risk / Return Rank

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

KEEL
KEEL Risk / Return Rank: 9191
Overall Rank
KEEL Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
KEEL Sortino Ratio Rank: 9393
Sortino Ratio Rank
KEEL Omega Ratio Rank: 9090
Omega Ratio Rank
KEEL Calmar Ratio Rank: 9292
Calmar Ratio Rank
KEEL Martin Ratio Rank: 8585
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 5151
Overall Rank
GSG Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 5353
Sortino Ratio Rank
GSG Omega Ratio Rank: 5353
Omega Ratio Rank
GSG Calmar Ratio Rank: 4646
Calmar Ratio Rank
GSG Martin Ratio Rank: 4747
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.

KEEL vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Keel Infrastructure Corporation (KEEL) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.


KEELGSGDifference
Sharpe ratioReturn per unit of total volatility

+1.33

Sortino ratioReturn per unit of downside risk

+1.06

Omega ratioGain probability vs. loss probability

1.37

1.27

+0.10

Calmar ratioReturn relative to maximum drawdown

4.21

1.85

+2.36

Martin ratioReturn relative to average drawdown

6.95

6.29

+0.66

KEEL vs. GSG - Sharpe Ratio Comparison

The current KEEL Sharpe Ratio is 2.81, which is higher than the GSG Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of KEEL and GSG, 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

KEEL vs. GSG - Drawdown Comparison

The maximum KEEL drawdown since its inception was -95.72%, which is greater than GSG's maximum drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for KEEL and GSG.


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Drawdown Indicators


KEELGSGDifference

Max Drawdown

Largest peak-to-trough decline

-95.72%

-89.62%

-6.10%

Max Drawdown (1Y)

Largest decline over 1 year

-73.65%

-18.81%

-54.84%

Max Drawdown (3Y)

Largest decline over 3 years

-81.04%

-18.81%

-62.23%

Max Drawdown (5Y)

Largest decline over 5 years

-95.72%

-29.12%

-66.60%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

-50.85%

-60.04%

+9.19%

Average Drawdown

Average peak-to-trough decline

-67.21%

-63.69%

-3.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.45%

5.51%

+38.94%

Volatility

KEEL vs. GSG - Volatility Comparison

Keel Infrastructure Corporation (KEEL) has a higher volatility of 27.04% compared to iShares S&P GSCI Commodity-Indexed Trust (GSG) at 7.35%. This indicates that KEEL's price experiences larger fluctuations and is considered to be riskier than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KEELGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.04%

7.35%

+19.69%

Volatility (6M)

Calculated over the trailing 6-month period

71.14%

21.50%

+49.64%

Volatility (1Y)

Calculated over the trailing 1-year period

110.50%

23.48%

+87.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

105.18%

22.80%

+82.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

289.75%

22.00%

+267.75%

Dividends

KEEL vs. GSG - Dividend Comparison

Neither KEEL nor GSG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


KEEL and GSG have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KEEL has higher volatility (27.04%) compared to GSG (7.35%). In terms of maximum drawdown, KEEL dropped -95.72% vs GSG's -89.62%.

KEEL currently has the higher Sharpe Ratio (2.81 vs 1.48), 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 KEEL and GSG

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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