PFE vs. GSG
PFE (Pfizer Inc.) is a stock, while GSG (iShares S&P GSCI Commodity-Indexed Trust) is Commodities fund tracking the S&P GSCI Total Return Index. Over the past 10 years, PFE returned 1.92%/yr vs 7.42%/yr for GSG. At a 0.12 correlation, their price movements are largely independent.
Performance
PFE vs. GSG - Performance Comparison
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Returns By Period
In the year-to-date period, PFE achieves a 6.63% return, which is significantly lower than GSG's 40.46% return. Over the past 10 years, PFE has underperformed GSG with an annualized return of 1.92%, while GSG has yielded a comparatively higher 7.42% annualized return.
PFE
- 1D
- 1.38%
- 1M
- -1.27%
- YTD
- 6.63%
- 6M
- 3.31%
- 1Y
- 17.51%
- 3Y*
- -7.13%
- 5Y*
- -3.25%
- 10Y*
- 1.92%
GSG
- 1D
- -1.49%
- 1M
- -5.32%
- YTD
- 40.46%
- 6M
- 38.18%
- 1Y
- 49.68%
- 3Y*
- 18.78%
- 5Y*
- 15.39%
- 10Y*
- 7.42%
PFE vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFE Pfizer Inc. | 6.63% | 0.65% | -2.22% | -41.26% | -10.41% | 66.70% | 3.07% | -6.91% | 24.82% | 15.90% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 40.46% | 5.93% | 8.52% | -5.51% | 24.08% | 38.77% | -23.94% | 15.62% | -13.88% | 3.89% |
Correlation
The correlation between PFE and GSG is -0.08, 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 | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2006 | 0.12 |
The correlation between PFE and GSG shifts across timeframes, from -0.08 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PFE vs. GSG — Risk / Return Rank
PFE
GSG
PFE vs. GSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pfizer Inc. (PFE) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.
| PFE | GSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.39 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | 5.28 | -3.75 |
| Martin ratioReturn relative to average drawdown | 3.15 | 13.78 | -10.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PFE | GSG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 2.17 | -1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.68 | -0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.34 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | -0.09 | +0.42 |
Drawdowns
PFE vs. GSG - Drawdown Comparison
The maximum PFE drawdown since its inception was -69.24%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for PFE and GSG.
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Drawdown Indicators
| PFE | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.24% | -89.62% | +20.38% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -9.46% | -2.01% |
Max Drawdown (3Y)Largest decline over 3 years | -40.75% | -14.94% | -25.81% |
Max Drawdown (5Y)Largest decline over 5 years | -58.96% | -29.12% | -29.84% |
Max Drawdown (10Y)Largest decline over 10 years | -58.96% | -57.64% | -1.32% |
Current DrawdownCurrent decline from peak | -46.76% | -57.59% | +10.83% |
Average DrawdownAverage peak-to-trough decline | -22.89% | -63.71% | +40.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.57% | 3.62% | +1.95% |
Volatility
PFE vs. GSG - Volatility Comparison
The current volatility for Pfizer Inc. (PFE) is 4.28%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.72%. This indicates that PFE experiences smaller price fluctuations and is considered to be less risky than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFE | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 7.72% | -3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 14.69% | 20.48% | -5.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.88% | 23.01% | +0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.50% | 22.61% | +2.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.88% | 22.03% | +1.85% |
Dividends
PFE vs. GSG - Dividend Comparison
PFE's dividend yield for the trailing twelve months is around 6.70%, while GSG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PFE Pfizer Inc. | 6.70% | 6.91% | 6.33% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% |
Frequently Asked Questions
PFE and GSG have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSG has higher volatility (7.72%) compared to PFE (4.28%). In terms of maximum drawdown, PFE dropped -69.24% vs GSG's -89.62%.
GSG currently has the higher Sharpe Ratio (2.17 vs 0.74), 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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