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LOGO vs. COMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LOGO vs. COMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Brands Consumption Leaders ETF (LOGO) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LOGO achieves a 0.33% return, which is significantly lower than COMB's 25.39% return.


LOGO

1D
5.13%
1M
2.53%
YTD
0.33%
6M
-0.33%
1Y
4.09%
3Y*
5Y*
10Y*

COMB

1D
-1.12%
1M
-3.57%
YTD
25.39%
6M
24.01%
1Y
37.22%
3Y*
15.83%
5Y*
11.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LOGO vs. COMB - Yearly Performance Comparison


Correlation

The correlation between LOGO and COMB is -0.12, 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

-0.12

Correlation (All Time)
Calculated using the full available price history since May 29, 2025

-0.12

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Return for Risk

LOGO vs. COMB — Risk / Return Rank

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

LOGO
LOGO Risk / Return Rank: 1212
Overall Rank
LOGO Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
LOGO Sortino Ratio Rank: 1313
Sortino Ratio Rank
LOGO Omega Ratio Rank: 1313
Omega Ratio Rank
LOGO Calmar Ratio Rank: 1212
Calmar Ratio Rank
LOGO Martin Ratio Rank: 1212
Martin Ratio Rank

COMB
COMB Risk / Return Rank: 7070
Overall Rank
COMB Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
COMB Sortino Ratio Rank: 6060
Sortino Ratio Rank
COMB Omega Ratio Rank: 6767
Omega Ratio Rank
COMB Calmar Ratio Rank: 8787
Calmar Ratio Rank
COMB Martin Ratio Rank: 6969
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.

LOGO vs. COMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Brands Consumption Leaders ETF (LOGO) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). 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.


LOGOCOMBDifference
Sharpe ratioReturn per unit of total volatility

-1.93

Sortino ratioReturn per unit of downside risk

-2.32

Omega ratioGain probability vs. loss probability

1.06

1.39

-0.34

Calmar ratioReturn relative to maximum drawdown

0.22

4.86

-4.64

Martin ratioReturn relative to average drawdown

0.56

12.60

-12.04

LOGO vs. COMB - Sharpe Ratio Comparison

The current LOGO Sharpe Ratio is 0.26, which is lower than the COMB Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of LOGO and COMB, 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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Sharpe Ratios by Period


LOGOCOMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

2.19

-1.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.51

-0.15

Drawdowns

LOGO vs. COMB - Drawdown Comparison

The maximum LOGO drawdown since its inception was -18.34%, smaller than the maximum COMB drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for LOGO and COMB.


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Drawdown Indicators


LOGOCOMBDifference

Max Drawdown

Largest peak-to-trough decline

-18.34%

-33.50%

+15.16%

Max Drawdown (1Y)

Largest decline over 1 year

-18.34%

-7.69%

-10.65%

Max Drawdown (3Y)

Largest decline over 3 years

-11.35%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

Current Drawdown

Current decline from peak

-6.48%

-5.42%

-1.06%

Average Drawdown

Average peak-to-trough decline

-5.76%

-12.06%

+6.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.37%

2.96%

+4.41%

Volatility

LOGO vs. COMB - Volatility Comparison

Alpha Brands Consumption Leaders ETF (LOGO) has a higher volatility of 8.32% compared to GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) at 5.22%. This indicates that LOGO's price experiences larger fluctuations and is considered to be riskier than COMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LOGOCOMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.32%

5.22%

+3.10%

Volatility (6M)

Calculated over the trailing 6-month period

12.93%

15.04%

-2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

15.77%

17.07%

-1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.68%

16.70%

-1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

15.14%

+0.54%

LOGO vs. COMB - Expense Ratio Comparison

LOGO has a 0.69% expense ratio, which is higher than COMB's 0.25% expense ratio.


Dividends

LOGO vs. COMB - Dividend Comparison

LOGO has not paid dividends to shareholders, while COMB's dividend yield for the trailing twelve months is around 7.22%.


PositionTTM202520242023202220212020201920182017
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
7.22%9.05%2.48%6.57%30.85%15.83%0.07%1.48%0.97%0.20%
LOGO
Alpha Brands Consumption Leaders ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LOGO and COMB have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LOGO has higher volatility (8.32%) compared to COMB (5.22%). In terms of maximum drawdown, LOGO dropped -18.34% vs COMB's -33.50%.

On 1-year performance, COMB leads with 37.22% vs 4.09% for LOGO. On fees, COMB is cheaper at 0.25% per year. On volatility, COMB has been the lower-risk option at 5.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, COMB has performed better with a 37.22% return vs 4.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

COMB is cheaper with a 0.25% expense ratio, compared with 0.69% for LOGO.

COMB has the higher dividend yield at 7.22%, compared with 0.00% for LOGO.

LOGO is categorized as Mid Cap Blend Equities, while COMB is Commodities. They also come from different issuers: Alpha Brands and GraniteShares. Their fees differ too: 0.69% for LOGO and 0.25% for COMB.

COMB currently has the higher Sharpe Ratio (2.19 vs 0.26), 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

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