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OEC vs. PDBC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OEC vs. PDBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Orion Engineered Carbons S.A. (OEC) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC). The values are adjusted to include any dividend payments, if applicable.

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OEC vs. PDBC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OEC
Orion Engineered Carbons S.A.
23.65%-66.26%-42.83%56.24%-2.39%7.12%-9.89%-20.56%1.52%40.95%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
30.72%5.96%2.09%-6.25%19.23%41.72%-7.84%11.44%-12.78%5.06%

Returns By Period

In the year-to-date period, OEC achieves a 23.65% return, which is significantly lower than PDBC's 30.72% return. Over the past 10 years, OEC has underperformed PDBC with an annualized return of -5.68%, while PDBC has yielded a comparatively higher 9.86% annualized return.


OEC

1D
3.50%
1M
14.74%
YTD
23.65%
6M
-13.53%
1Y
-49.13%
3Y*
-36.65%
5Y*
-19.62%
10Y*
-5.68%

PDBC

1D
-1.03%
1M
16.09%
YTD
30.72%
6M
33.97%
1Y
32.00%
3Y*
11.28%
5Y*
14.29%
10Y*
9.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

OEC vs. PDBC — Risk / Return Rank

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

OEC
OEC Risk / Return Rank: 1414
Overall Rank
OEC Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
OEC Sortino Ratio Rank: 1212
Sortino Ratio Rank
OEC Omega Ratio Rank: 1313
Omega Ratio Rank
OEC Calmar Ratio Rank: 1515
Calmar Ratio Rank
OEC Martin Ratio Rank: 1919
Martin Ratio Rank

PDBC
PDBC Risk / Return Rank: 8585
Overall Rank
PDBC Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PDBC Sortino Ratio Rank: 8787
Sortino Ratio Rank
PDBC Omega Ratio Rank: 8383
Omega Ratio Rank
PDBC Calmar Ratio Rank: 9191
Calmar Ratio Rank
PDBC Martin Ratio Rank: 7676
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.

OEC vs. PDBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Orion Engineered Carbons S.A. (OEC) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC). 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.


OECPDBCDifference

Sharpe ratio

Return per unit of total volatility

-0.75

1.72

-2.47

Sortino ratio

Return per unit of downside risk

-0.94

2.31

-3.25

Omega ratio

Gain probability vs. loss probability

0.88

1.31

-0.43

Calmar ratio

Return relative to maximum drawdown

-0.74

3.04

-3.78

Martin ratio

Return relative to average drawdown

-1.18

7.48

-8.66

OEC vs. PDBC - Sharpe Ratio Comparison

The current OEC Sharpe Ratio is -0.75, which is lower than the PDBC Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of OEC and PDBC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OECPDBCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.75

1.72

-2.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

0.76

-1.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.12

0.56

-0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.22

-0.35

Correlation

The correlation between OEC and PDBC is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

OEC vs. PDBC - Dividend Comparison

OEC's dividend yield for the trailing twelve months is around 1.27%, less than PDBC's 2.94% yield.


TTM20252024202320222021202020192018201720162015
OEC
Orion Engineered Carbons S.A.
1.27%1.57%0.52%0.30%0.58%0.00%1.17%4.15%3.16%3.00%3.94%5.96%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
2.94%3.84%4.42%4.21%13.05%50.83%0.01%1.40%1.00%3.83%6.51%0.00%

Drawdowns

OEC vs. PDBC - Drawdown Comparison

The maximum OEC drawdown since its inception was -86.81%, which is greater than PDBC's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for OEC and PDBC.


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Drawdown Indicators


OECPDBCDifference

Max Drawdown

Largest peak-to-trough decline

-86.81%

-49.52%

-37.29%

Max Drawdown (1Y)

Largest decline over 1 year

-65.49%

-11.07%

-54.42%

Max Drawdown (5Y)

Largest decline over 5 years

-84.49%

-27.63%

-56.86%

Max Drawdown (10Y)

Largest decline over 10 years

-86.81%

-40.73%

-46.08%

Current Drawdown

Current decline from peak

-80.13%

-1.03%

-79.10%

Average Drawdown

Average peak-to-trough decline

-35.23%

-23.53%

-11.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.82%

4.50%

+37.32%

Volatility

OEC vs. PDBC - Volatility Comparison

Orion Engineered Carbons S.A. (OEC) has a higher volatility of 19.90% compared to Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) at 8.15%. This indicates that OEC's price experiences larger fluctuations and is considered to be riskier than PDBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OECPDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.90%

8.15%

+11.75%

Volatility (6M)

Calculated over the trailing 6-month period

51.18%

13.88%

+37.30%

Volatility (1Y)

Calculated over the trailing 1-year period

65.78%

18.72%

+47.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.60%

18.92%

+27.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.01%

17.69%

+29.32%