SBLK vs. COMT
SBLK (Star Bulk Carriers Corp.) is a stock, while COMT (iShares Commodities Select Strategy ETF) is Commodities fund actively managed by iShares. Over the past 10 years, SBLK returned 29.02%/yr vs 9.09%/yr for COMT. At a 0.28 correlation, their price movements are largely independent.
Performance
SBLK vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, SBLK achieves a 43.61% return, which is significantly higher than COMT's 39.67% return. Over the past 10 years, SBLK has outperformed COMT with an annualized return of 29.02%, while COMT has yielded a comparatively lower 9.09% annualized return.
SBLK
- 1D
- -0.84%
- 1M
- 7.39%
- YTD
- 43.61%
- 6M
- 35.97%
- 1Y
- 72.28%
- 3Y*
- 21.18%
- 5Y*
- 20.30%
- 10Y*
- 29.02%
COMT
- 1D
- 0.78%
- 1M
- -4.35%
- YTD
- 39.67%
- 6M
- 39.06%
- 1Y
- 47.51%
- 3Y*
- 16.86%
- 5Y*
- 13.50%
- 10Y*
- 9.09%
SBLK vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBLK Star Bulk Carriers Corp. | 43.61% | 30.76% | -21.04% | 19.24% | 8.50% | 185.15% | -24.77% | 29.82% | -18.83% | 120.35% |
COMT iShares Commodities Select Strategy ETF | 39.67% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between SBLK and COMT is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2014 | 0.28 |
Over the past year, the correlation between SBLK and COMT has dropped to 0.05 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.
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Return for Risk
SBLK vs. COMT — Risk / Return Rank
SBLK
COMT
SBLK vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Star Bulk Carriers Corp. (SBLK) and iShares Commodities Select Strategy ETF (COMT). 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.
| SBLK | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.40 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.15 | 5.95 | -1.80 |
| Martin ratioReturn relative to average drawdown | 11.58 | 14.11 | -2.53 |
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
| SBLK | COMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 2.24 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.64 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.48 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.18 | 0.20 | -0.39 |
Drawdowns
SBLK vs. COMT - Drawdown Comparison
The maximum SBLK drawdown since its inception was -99.76%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for SBLK and COMT.
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Drawdown Indicators
| SBLK | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.76% | -51.89% | -47.87% |
Max Drawdown (1Y)Largest decline over 1 year | -17.49% | -8.02% | -9.47% |
Max Drawdown (3Y)Largest decline over 3 years | -48.44% | -13.31% | -35.13% |
Max Drawdown (5Y)Largest decline over 5 years | -48.44% | -29.00% | -19.44% |
Max Drawdown (10Y)Largest decline over 10 years | -73.77% | -39.22% | -34.55% |
Current DrawdownCurrent decline from peak | -93.52% | -4.82% | -88.70% |
Average DrawdownAverage peak-to-trough decline | -82.69% | -24.07% | -58.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.26% | 3.38% | +2.88% |
Volatility
SBLK vs. COMT - Volatility Comparison
Star Bulk Carriers Corp. (SBLK) has a higher volatility of 9.70% compared to iShares Commodities Select Strategy ETF (COMT) at 7.37%. This indicates that SBLK's price experiences larger fluctuations and is considered to be riskier than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBLK | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.70% | 7.37% | +2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 23.24% | 18.80% | +4.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.47% | 21.29% | +8.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.48% | 21.06% | +22.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.73% | 18.89% | +33.84% |
Dividends
SBLK vs. COMT - Dividend Comparison
SBLK's dividend yield for the trailing twelve months is around 2.13%, less than COMT's 5.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares Commodities Select Strategy ETF | 5.54% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
SBLK Star Bulk Carriers Corp. | 2.13% | 1.56% | 16.72% | 7.38% | 33.80% | 9.93% | 0.57% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SBLK and COMT have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBLK has higher volatility (9.70%) compared to COMT (7.37%). In terms of maximum drawdown, SBLK dropped -99.76% vs COMT's -51.89%.
SBLK currently has the higher Sharpe Ratio (2.47 vs 2.24), 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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