SBUX vs. PDBC
SBUX (Starbucks Corporation) 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, SBUX returned 8.52%/yr vs 8.31%/yr for PDBC. At a 0.11 correlation, their price movements are largely independent.
Performance
SBUX vs. PDBC - Performance Comparison
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Returns By Period
In the year-to-date period, SBUX achieves a 26.36% return, which is significantly lower than PDBC's 29.58% return. Both investments have delivered pretty close results over the past 10 years, with SBUX having a 8.52% annualized return and PDBC not far behind at 8.31%.
SBUX
- 1D
- -1.00%
- 1M
- 3.46%
- 6M
- 16.74%
- YTD
- 26.36%
- 1Y
- 16.66%
- 3Y*
- 3.70%
- 5Y*
- -0.10%
- 10Y*
- 8.52%
PDBC
- 1D
- 0.53%
- 1M
- 1.66%
- 6M
- 23.70%
- YTD
- 29.58%
- 1Y
- 34.21%
- 3Y*
- 11.01%
- 5Y*
- 11.32%
- 10Y*
- 8.31%
SBUX vs. PDBC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBUX Starbucks Corporation | 26.36% | -5.26% | -2.48% | -1.19% | -13.18% | 11.15% | 24.19% | 39.09% | 14.74% | 5.36% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 29.58% | 5.96% | 2.09% | -6.25% | 19.23% | 41.72% | -7.84% | 11.44% | -12.78% | 5.06% |
Correlation
The correlation between SBUX and PDBC 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 | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2014 | 0.11 |
The correlation between SBUX and PDBC shifts across timeframes, from -0.05 (1 year) to 0.11 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
SBUX vs. PDBC — Risk / Return Rank
SBUX
PDBC
SBUX vs. PDBC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Starbucks Corporation (SBUX) 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.
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.
| SBUX | PDBC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.31 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 2.08 | -1.17 |
| Martin ratioReturn relative to average drawdown | 1.98 | 7.21 | -5.22 |
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Drawdowns
SBUX vs. PDBC - Drawdown Comparison
The maximum SBUX drawdown since its inception was -81.91%, which is greater than PDBC's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for SBUX and PDBC.
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Drawdown Indicators
| SBUX | PDBC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.91% | -49.52% | -32.39% |
Max Drawdown (1Y)Largest decline over 1 year | -18.53% | -16.55% | -1.98% |
Max Drawdown (3Y)Largest decline over 3 years | -31.97% | -16.55% | -15.42% |
Max Drawdown (5Y)Largest decline over 5 years | -43.68% | -27.63% | -16.05% |
Max Drawdown (10Y)Largest decline over 10 years | -43.68% | -40.73% | -2.95% |
Current DrawdownCurrent decline from peak | -6.30% | -9.20% | +2.90% |
Average DrawdownAverage peak-to-trough decline | -16.22% | -23.10% | +6.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.42% | 4.76% | +3.66% |
Volatility
SBUX vs. PDBC - Volatility Comparison
Starbucks Corporation (SBUX) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) have volatilities of 6.22% and 6.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBUX | PDBC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.22% | 6.21% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 20.14% | 16.75% | +3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.61% | 18.87% | +9.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.77% | 19.23% | +12.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.48% | 17.76% | +11.72% |
Dividends
SBUX vs. PDBC - Dividend Comparison
SBUX's dividend yield for the trailing twelve months is around 2.35%, less than PDBC's 2.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 2.96% | 3.84% | 4.42% | 4.21% | 13.05% | 50.83% | 0.01% | 1.40% | 1.00% | 3.83% | 6.51% | 0.00% |
SBUX Starbucks Corporation | 2.35% | 2.91% | 2.54% | 2.25% | 2.02% | 1.57% | 1.57% | 1.69% | 2.05% | 1.83% | 1.53% | 1.13% |
Frequently Asked Questions
SBUX and PDBC 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.
SBUX has higher volatility (6.22%) compared to PDBC (6.21%). In terms of maximum drawdown, SBUX dropped -81.91% vs PDBC's -49.52%.
PDBC currently has the higher Sharpe Ratio (1.82 vs 0.59), 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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