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OWL vs. DBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OWL vs. DBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blue Owl Capital Inc. (OWL) and Invesco DB Commodity Index Tracking Fund (DBC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OWL achieves a -32.79% return, which is significantly lower than DBC's 28.04% return.


OWL

1D
3.55%
1M
-0.62%
6M
-34.37%
YTD
-32.79%
1Y
-46.41%
3Y*
-1.17%
5Y*
-1.37%
10Y*

DBC

1D
1.06%
1M
0.28%
6M
22.51%
YTD
28.04%
1Y
32.59%
3Y*
11.43%
5Y*
11.58%
10Y*
8.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OWL vs. DBC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
OWL
Blue Owl Capital Inc.
-32.79%-32.83%61.76%47.40%-26.29%32.18%5.86%
DBC
Invesco DB Commodity Index Tracking Fund
28.04%8.10%2.18%-6.19%19.34%41.36%3.23%

Correlation

The correlation between OWL and DBC is -0.02, 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

-0.02

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

0.08

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

0.15

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2020

0.14

The correlation between OWL and DBC shifts across timeframes, from -0.02 (1 year) to 0.15 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

OWL vs. DBC — Risk / Return Rank

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

OWL
OWL Risk / Return Rank: 99
Overall Rank
OWL Sharpe Ratio Rank: 55
Sharpe Ratio Rank
OWL Sortino Ratio Rank: 66
Sortino Ratio Rank
OWL Omega Ratio Rank: 88
Omega Ratio Rank
OWL Calmar Ratio Rank: 1313
Calmar Ratio Rank
OWL Martin Ratio Rank: 1313
Martin Ratio Rank

DBC
DBC Risk / Return Rank: 5959
Overall Rank
DBC Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DBC Sortino Ratio Rank: 6565
Sortino Ratio Rank
DBC Omega Ratio Rank: 6262
Omega Ratio Rank
DBC Calmar Ratio Rank: 4949
Calmar Ratio Rank
DBC Martin Ratio Rank: 5151
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.

OWL vs. DBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blue Owl Capital Inc. (OWL) and Invesco DB Commodity Index Tracking Fund (DBC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


OWLDBCDifference
Sharpe ratioReturn per unit of total volatility

-2.77

Sortino ratioReturn per unit of downside risk

-3.96

Omega ratioGain probability vs. loss probability

0.82

1.30

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.79

1.98

-2.77

Martin ratioReturn relative to average drawdown

-1.27

6.89

-8.16

OWL vs. DBC - Sharpe Ratio Comparison

The current OWL Sharpe Ratio is -1.03, which is lower than the DBC Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of OWL and DBC, 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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Drawdowns

OWL vs. DBC - Drawdown Comparison

The maximum OWL drawdown since its inception was -67.10%, smaller than the maximum DBC drawdown of -76.36%. Use the drawdown chart below to compare losses from any high point for OWL and DBC.


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Drawdown Indicators


OWLDBCDifference

Max Drawdown

Largest peak-to-trough decline

-67.10%

-76.36%

+9.26%

Max Drawdown (1Y)

Largest decline over 1 year

-58.59%

-16.54%

-42.05%

Max Drawdown (3Y)

Largest decline over 3 years

-67.10%

-16.54%

-50.56%

Max Drawdown (5Y)

Largest decline over 5 years

-67.10%

-27.34%

-39.76%

Max Drawdown (10Y)

Largest decline over 10 years

-41.71%

Current Drawdown

Current decline from peak

-60.64%

-25.93%

-34.71%

Average Drawdown

Average peak-to-trough decline

-24.68%

-46.13%

+21.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.58%

4.74%

+31.84%

Volatility

OWL vs. DBC - Volatility Comparison

Blue Owl Capital Inc. (OWL) has a higher volatility of 12.10% compared to Invesco DB Commodity Index Tracking Fund (DBC) at 6.10%. This indicates that OWL's price experiences larger fluctuations and is considered to be riskier than DBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OWLDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.10%

6.10%

+6.00%

Volatility (6M)

Calculated over the trailing 6-month period

35.47%

16.70%

+18.77%

Volatility (1Y)

Calculated over the trailing 1-year period

45.06%

18.83%

+26.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.06%

19.28%

+22.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.76%

17.80%

+24.96%

Dividends

OWL vs. DBC - Dividend Comparison

OWL's dividend yield for the trailing twelve months is around 9.41%, more than DBC's 2.60% yield.


PositionTTM20252024202320222021202020192018
DBC
Invesco DB Commodity Index Tracking Fund
2.60%3.33%5.22%4.94%0.59%0.00%0.00%1.59%1.30%
OWL
Blue Owl Capital Inc.
9.41%5.72%2.92%3.69%4.06%0.87%0.00%0.00%0.00%

Frequently Asked Questions


OWL and DBC have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OWL has higher volatility (12.10%) compared to DBC (6.10%). In terms of maximum drawdown, OWL dropped -67.10% vs DBC's -76.36%.

DBC currently has the higher Sharpe Ratio (1.74 vs -1.03), 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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