MET vs. SDCI

Last updated Jun 5, 2026

MET (MetLife, Inc.) is a stock, while SDCI (USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund) is Commodities fund actively managed by Wainwright, Inc.. Over the past 5 years, MET returned 7.86%/yr vs 19.79%/yr for SDCI. At a 0.18 correlation, their price movements are largely independent.

Performance

MET vs. SDCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MetLife, Inc. (MET) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MET achieves a 7.30% return, which is significantly lower than SDCI's 26.96% return.

MET

• 1D: 3.09%
• 1M: 5.26%
• YTD: 7.30%
• 6M: 8.55%
• 1Y: 9.08%
• 3Y*: 20.19%
• 5Y*: 7.86%
• 10Y*: 12.64%

SDCI

• 1D: -1.51%
• 1M: -2.95%
• YTD: 26.96%
• 6M: 23.85%
• 1Y: 38.59%
• 3Y*: 22.95%
• 5Y*: 19.79%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MET vs. SDCI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
MET MetLife, Inc.	7.30%	-0.80%	27.68%	-5.49%	19.23%	37.43%	-3.42%	28.84%	-5.43%
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund	26.96%	17.60%	17.91%	-0.88%	33.23%	36.52%	-10.61%	-2.36%	-13.91%

Correlation

The correlation between MET and SDCI is -0.10, 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	-0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.04
Correlation (5Y) Calculated over the trailing 5-year period	0.17
Correlation (All Time) Calculated using the full available price history since May 4, 2018	0.18

The correlation between MET and SDCI shifts across timeframes, from -0.10 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

Return for Risk

MET vs. SDCI — Risk / Return Rank

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

MET

MET Risk / Return Rank: 52
MET Sharpe Ratio Rank: 55
MET Sortino Ratio Rank: 47
MET Omega Ratio Rank: 46
MET Calmar Ratio Rank: 54
MET Martin Ratio Rank: 56

SDCI

SDCI Risk / Return Rank: 72
SDCI Sharpe Ratio Rank: 71
SDCI Sortino Ratio Rank: 64
SDCI Omega Ratio Rank: 65
SDCI Calmar Ratio Rank: 82
SDCI Martin Ratio Rank: 79

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.

MET vs. SDCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MetLife, Inc. (MET) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI). 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.

	MET	SDCI	Difference
Sharpe ratio: Return per unit of total volatility	0.40	2.30	-1.90
Sortino ratio: Return per unit of downside risk	0.68	2.93	-2.26
Omega ratio: Gain probability vs. loss probability	1.09	1.38	-0.30
Calmar ratio: Return relative to maximum drawdown	0.52	4.29	-3.77
Martin ratio: Return relative to average drawdown	1.42	15.33	-13.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MET vs. SDCI - Sharpe Ratio Comparison

The current MET Sharpe Ratio is 0.40, which is lower than the SDCI Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of MET and SDCI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MET	SDCI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.40	2.30	-1.90
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	1.08	-0.77
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.41	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.67	-0.41

Drawdowns

MET vs. SDCI - Drawdown Comparison

The maximum MET drawdown since its inception was -82.37%, which is greater than SDCI's maximum drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for MET and SDCI.

Drawdown Indicators

	MET	SDCI	Difference
Max Drawdown Largest peak-to-trough decline	-82.37%	-45.79%	-36.58%
Max Drawdown (1Y) Largest decline over 1 year	-17.46%	-9.04%	-8.42%
Max Drawdown (3Y) Largest decline over 3 years	-21.97%	-11.96%	-10.01%
Max Drawdown (5Y) Largest decline over 5 years	-35.09%	-18.55%	-16.54%
Max Drawdown (10Y) Largest decline over 10 years	-55.16%	—	—
Current Drawdown Current decline from peak	-1.24%	-4.51%	+3.27%
Average Drawdown Average peak-to-trough decline	-17.64%	-11.58%	-6.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.42%	2.52%	+3.90%

Volatility

MET vs. SDCI - Volatility Comparison

MetLife, Inc. (MET) has a higher volatility of 6.57% compared to USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) at 4.82%. This indicates that MET's price experiences larger fluctuations and is considered to be riskier than SDCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MET	SDCI	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.57%	4.82%	+1.75%
Volatility (6M) Calculated over the trailing 6-month period	17.51%	14.25%	+3.26%
Volatility (1Y) Calculated over the trailing 1-year period	23.08%	16.89%	+6.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.73%	18.46%	+7.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.70%	17.08%	+13.62%

Dividends

MET vs. SDCI - Dividend Comparison

MET's dividend yield for the trailing twelve months is around 2.75%, less than SDCI's 2.90% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MET MetLife, Inc.	2.75%	2.85%	2.63%	3.12%	2.74%	3.04%	3.88%	3.41%	4.04%	14.52%	2.92%	3.06%
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund	2.90%	3.68%	5.92%	3.46%	33.49%	19.26%	0.20%	0.93%	0.68%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both MET and SDCI in my portfolio?

MET and SDCI have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MET or SDCI?

MET has higher volatility (6.57%) compared to SDCI (4.82%). In terms of maximum drawdown, MET dropped -82.37% vs SDCI's -45.79%.

Which has better risk-adjusted returns?

SDCI currently has the higher Sharpe Ratio (2.30 vs 0.40), 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.