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MJUS vs. COMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MJUS vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFMG U.S. Alternative Harvest ETF (MJUS) and iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MJUS

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

COMT

1D
0.78%
1M
-4.35%
YTD
39.67%
6M
39.06%
1Y
47.51%
3Y*
16.86%
5Y*
13.50%
10Y*
9.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MJUS vs. COMT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MJUS
ETFMG U.S. Alternative Harvest ETF
0.00%0.00%27.88%-17.41%-66.89%-39.41%
COMT
iShares Commodities Select Strategy ETF
39.67%6.07%5.96%-6.56%19.45%11.95%

Correlation

The correlation between MJUS and COMT is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.09

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

0.13

Correlation (All Time)
Calculated using the full available price history since May 14, 2021

0.14

MJUS vs. COMT - Sectors Allocation Comparison


Sectors
MJUS
COMT

Healthcare

14.1%

-

Financial Services

4.7%
100.0%

Technology

3.6%

-

Real Estate

1.6%

-

Consumer Cyclical

0.8%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Defensive

-

-

Energy

-

-

Industrials

-

-

Utilities

-

-

Healthcare

MJUS
14.1%
COMT

-

Financial Services

MJUS
4.7%
COMT
100.0%

Technology

MJUS
3.6%
COMT

-

Real Estate

MJUS
1.6%
COMT

-

Consumer Cyclical

MJUS
0.8%
COMT

-

Basic Materials

MJUS

-

COMT

-

Communication Services

MJUS

-

COMT

-

Consumer Defensive

MJUS

-

COMT

-

Energy

MJUS

-

COMT

-

Industrials

MJUS

-

COMT

-

Utilities

MJUS

-

COMT

-

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Return for Risk

MJUS vs. COMT — Risk / Return Rank

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

MJUS

COMT
COMT Risk / Return Rank: 7171
Overall Rank
COMT Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 6060
Sortino Ratio Rank
COMT Omega Ratio Rank: 6464
Omega Ratio Rank
COMT Calmar Ratio Rank: 9191
Calmar Ratio Rank
COMT Martin Ratio Rank: 7373
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.

MJUS vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG U.S. Alternative Harvest ETF (MJUS) and iShares Commodities Select Strategy ETF (COMT). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MJUS vs. COMT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MJUSCOMTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

Drawdowns

MJUS vs. COMT - Drawdown Comparison


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Drawdown Indicators


MJUSCOMTDifference

Max Drawdown

Largest peak-to-trough decline

-51.89%

Max Drawdown (1Y)

Largest decline over 1 year

-8.02%

Max Drawdown (3Y)

Largest decline over 3 years

-13.31%

Max Drawdown (5Y)

Largest decline over 5 years

-29.00%

Max Drawdown (10Y)

Largest decline over 10 years

-39.22%

Current Drawdown

Current decline from peak

-4.82%

Average Drawdown

Average peak-to-trough decline

-24.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

Volatility

MJUS vs. COMT - Volatility Comparison


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Volatility by Period


MJUSCOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.37%

Volatility (6M)

Calculated over the trailing 6-month period

18.80%

Volatility (1Y)

Calculated over the trailing 1-year period

21.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.89%

MJUS vs. COMT - Expense Ratio Comparison

MJUS has a 0.75% expense ratio, which is higher than COMT's 0.48% expense ratio.


Dividends

MJUS vs. COMT - Dividend Comparison

MJUS has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 5.54%.


PositionTTM20252024202320222021202020192018201720162015
COMT
iShares Commodities Select Strategy ETF
5.54%7.74%4.90%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%
MJUS
ETFMG U.S. Alternative Harvest ETF
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


MJUS and COMT have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, COMT is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.

COMT is cheaper with a 0.48% expense ratio, compared with 0.75% for MJUS.

COMT has the higher dividend yield at 5.54%, compared with 0.00% for MJUS.

MJUS is categorized as Cannabis, while COMT is Commodities. They also come from different issuers: ETFMG and iShares. Their fees differ too: 0.75% for MJUS and 0.48% for COMT.

Portfolio Optimizer

Find the right allocation for MJUS and COMT

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