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NBCM vs. COMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NBCM vs. COMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman Commodity Strategy ETF (NBCM) 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, NBCM achieves a 28.62% return, which is significantly higher than COMB's 25.39% return.


NBCM

1D
-0.95%
1M
-2.98%
YTD
28.62%
6M
28.05%
1Y
43.15%
3Y*
18.06%
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)

NBCM vs. COMB - Yearly Performance Comparison


2026 (YTD)2025202420232022
NBCM
Neuberger Berman Commodity Strategy ETF
28.62%17.45%6.55%-6.41%5.23%
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
25.39%15.12%5.24%-7.75%1.50%

Correlation

The correlation between NBCM and COMB is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

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

0.94

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2022

0.93

The correlation between NBCM and COMB has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

NBCM vs. COMB — Risk / Return Rank

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

NBCM
NBCM Risk / Return Rank: 7777
Overall Rank
NBCM Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
NBCM Sortino Ratio Rank: 6868
Sortino Ratio Rank
NBCM Omega Ratio Rank: 7676
Omega Ratio Rank
NBCM Calmar Ratio Rank: 8484
Calmar Ratio Rank
NBCM Martin Ratio Rank: 8181
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.

NBCM vs. COMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Commodity Strategy ETF (NBCM) 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.


NBCMCOMBDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.44

1.39

+0.05

Calmar ratioReturn relative to maximum drawdown

4.47

4.86

-0.39

Martin ratioReturn relative to average drawdown

15.96

12.60

+3.36

NBCM vs. COMB - Sharpe Ratio Comparison

The current NBCM Sharpe Ratio is 2.49, which is comparable to the COMB Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of NBCM 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


NBCMCOMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

2.19

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.51

+0.40

Drawdowns

NBCM vs. COMB - Drawdown Comparison

The maximum NBCM drawdown since its inception was -12.84%, smaller than the maximum COMB drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for NBCM and COMB.


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Drawdown Indicators


NBCMCOMBDifference

Max Drawdown

Largest peak-to-trough decline

-12.84%

-33.50%

+20.66%

Max Drawdown (1Y)

Largest decline over 1 year

-9.70%

-7.69%

-2.01%

Max Drawdown (3Y)

Largest decline over 3 years

-11.47%

-11.35%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

Current Drawdown

Current decline from peak

-5.39%

-5.42%

+0.03%

Average Drawdown

Average peak-to-trough decline

-4.18%

-12.06%

+7.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

2.96%

-0.25%

Volatility

NBCM vs. COMB - Volatility Comparison

Neuberger Berman Commodity Strategy ETF (NBCM) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) have volatilities of 5.03% and 5.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NBCMCOMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

5.22%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

15.49%

15.04%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

17.43%

17.07%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.94%

16.70%

-1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.94%

15.14%

-0.20%

NBCM vs. COMB - Expense Ratio Comparison

NBCM has a 0.66% expense ratio, which is higher than COMB's 0.25% expense ratio.


Dividends

NBCM vs. COMB - Dividend Comparison

NBCM's dividend yield for the trailing twelve months is around 6.57%, less than COMB's 7.22% yield.


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%
NBCM
Neuberger Berman Commodity Strategy ETF
6.57%8.46%5.22%4.37%0.80%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.95, NBCM and COMB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

COMB has higher volatility (5.22%) compared to NBCM (5.03%). In terms of maximum drawdown, NBCM dropped -12.84% vs COMB's -33.50%.

On 3-year performance, NBCM leads with 18.06% vs 15.83% for COMB. On fees, COMB is cheaper at 0.25% per year. On volatility, NBCM has been the lower-risk option at 5.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, NBCM has performed better with a 18.06% return vs 15.83%. 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 0.66% for NBCM.

COMB has the higher dividend yield at 7.22%, compared with 6.57% for NBCM.

They also come from different issuers: Neuberger Berman and GraniteShares. Their fees differ too: 0.66% for NBCM and 0.25% for COMB.

NBCM currently has the higher Sharpe Ratio (2.49 vs 2.19), 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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