PRYMY vs. PDBC

Last updated Jun 5, 2026

PRYMY (Prysmian SPA ADR) is a stock, while PDBC (Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF) is Commodities fund actively managed by Invesco. Over the past 10 years, PRYMY returned 25.03%/yr vs 8.55%/yr for PDBC. At a 0.12 correlation, their price movements are largely independent.

Performance

PRYMY vs. PDBC - Performance Comparison

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

Returns By Period

In the year-to-date period, PRYMY achieves a 76.00% return, which is significantly higher than PDBC's 34.72% return. Over the past 10 years, PRYMY has outperformed PDBC with an annualized return of 25.03%, while PDBC has yielded a comparatively lower 8.55% annualized return.

PRYMY

• 1D: -1.86%
• 1M: 7.40%
• YTD: 76.00%
• 6M: 79.76%
• 1Y: 163.30%
• 3Y*: 68.73%
• 5Y*: 39.47%
• 10Y*: 25.03%

PDBC

• 1D: -1.11%
• 1M: -3.98%
• YTD: 34.72%
• 6M: 34.37%
• 1Y: 44.52%
• 3Y*: 14.06%
• 5Y*: 12.14%
• 10Y*: 8.55%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRYMY vs. PDBC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PRYMY Prysmian SPA ADR	76.00%	60.15%	42.14%	24.72%	0.47%	7.10%	46.21%	29.95%	-38.15%	29.80%
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF	34.72%	5.96%	2.09%	-6.25%	19.23%	41.72%	-7.84%	11.44%	-12.78%	5.06%

Correlation

The correlation between PRYMY and PDBC is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.11
Correlation (3Y) Calculated over the trailing 3-year period	0.05
Correlation (5Y) Calculated over the trailing 5-year period	0.12
Correlation (10Y) Calculated over the trailing 10-year period	0.13
Correlation (All Time) Calculated using the full available price history since Nov 10, 2014	0.12

The correlation between PRYMY and PDBC shifts across timeframes, from -0.11 (1 year) to 0.13 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

PRYMY vs. PDBC — Risk / Return Rank

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

PRYMY

PRYMY Risk / Return Rank: 97
PRYMY Sharpe Ratio Rank: 98
PRYMY Sortino Ratio Rank: 97
PRYMY Omega Ratio Rank: 95
PRYMY Calmar Ratio Rank: 97
PRYMY Martin Ratio Rank: 98

PDBC

PDBC Risk / Return Rank: 76
PDBC Sharpe Ratio Rank: 75
PDBC Sortino Ratio Rank: 69
PDBC Omega Ratio Rank: 71
PDBC Calmar Ratio Rank: 92
PDBC Martin Ratio Rank: 71

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.

PRYMY vs. PDBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Prysmian SPA ADR (PRYMY) 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.

	PRYMY	PDBC	Difference
Sharpe ratio: Return per unit of total volatility	4.36	2.40	+1.96
Sortino ratio: Return per unit of downside risk	4.89	3.08	+1.81
Omega ratio: Gain probability vs. loss probability	1.59	1.42	+0.17
Calmar ratio: Return relative to maximum drawdown	10.73	6.22	+4.52
Martin ratio: Return relative to average drawdown	32.38	13.04	+19.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRYMY vs. PDBC - Sharpe Ratio Comparison

The current PRYMY Sharpe Ratio is 4.36, which is higher than the PDBC Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of PRYMY and PDBC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PRYMY	PDBC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.36	2.40	+1.96
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.14	0.64	+0.51
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.70	0.48	+0.22
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.23	+0.25

Drawdowns

PRYMY vs. PDBC - Drawdown Comparison

The maximum PRYMY drawdown since its inception was -58.18%, which is greater than PDBC's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for PRYMY and PDBC.

Drawdown Indicators

	PRYMY	PDBC	Difference
Max Drawdown Largest peak-to-trough decline	-58.18%	-49.52%	-8.66%
Max Drawdown (1Y) Largest decline over 1 year	-15.31%	-7.19%	-8.12%
Max Drawdown (3Y) Largest decline over 3 years	-42.01%	-13.95%	-28.06%
Max Drawdown (5Y) Largest decline over 5 years	-42.01%	-27.63%	-14.38%
Max Drawdown (10Y) Largest decline over 10 years	-54.97%	-40.73%	-14.24%
Current Drawdown Current decline from peak	-4.71%	-5.61%	+0.90%
Average Drawdown Average peak-to-trough decline	-21.06%	-23.20%	+2.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.08%	3.42%	+1.66%

Volatility

PRYMY vs. PDBC - Volatility Comparison

Prysmian SPA ADR (PRYMY) has a higher volatility of 16.11% compared to Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) at 6.27%. This indicates that PRYMY'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.

Volatility by Period

	PRYMY	PDBC	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.11%	6.27%	+9.84%
Volatility (6M) Calculated over the trailing 6-month period	30.76%	15.82%	+14.94%
Volatility (1Y) Calculated over the trailing 1-year period	37.76%	18.64%	+19.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.66%	19.12%	+15.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.73%	17.78%	+17.95%

Dividends

PRYMY vs. PDBC - Dividend Comparison

PRYMY's dividend yield for the trailing twelve months is around 0.59%, less than PDBC's 2.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF	2.85%	3.84%	4.42%	4.21%	13.05%	50.83%	0.01%	1.40%	1.00%	3.83%	6.51%
PRYMY Prysmian SPA ADR	0.59%	0.88%	1.16%	1.46%	1.56%	1.04%	0.49%	2.57%	5.65%	2.45%	3.61%

Frequently Asked Questions

Can I hold both PRYMY and PDBC in my portfolio?

PRYMY and PDBC have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PRYMY or PDBC?

PRYMY has higher volatility (16.11%) compared to PDBC (6.27%). In terms of maximum drawdown, PRYMY dropped -58.18% vs PDBC's -49.52%.

Which has better risk-adjusted returns?

PRYMY currently has the higher Sharpe Ratio (4.36 vs 2.40), 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.