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SCDV vs. COMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCDV vs. COMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bahl & Gaynor Small Cap Dividend ETF (SCDV) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCDV achieves a 10.50% return, which is significantly lower than COMB's 26.81% return.


SCDV

1D
0.31%
1M
0.18%
YTD
10.50%
6M
10.22%
1Y
14.53%
3Y*
5Y*
10Y*

COMB

1D
0.03%
1M
-2.98%
YTD
26.81%
6M
25.89%
1Y
38.86%
3Y*
16.31%
5Y*
11.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCDV vs. COMB - Yearly Performance Comparison


Correlation

The correlation between SCDV and COMB is -0.09, 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

-0.09

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2024

0.03

The correlation between SCDV and COMB shifts across timeframes, from -0.09 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SCDV vs. COMB — Risk / Return Rank

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

SCDV
SCDV Risk / Return Rank: 2727
Overall Rank
SCDV Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SCDV Sortino Ratio Rank: 2727
Sortino Ratio Rank
SCDV Omega Ratio Rank: 2626
Omega Ratio Rank
SCDV Calmar Ratio Rank: 2727
Calmar Ratio Rank
SCDV Martin Ratio Rank: 2828
Martin Ratio Rank

COMB
COMB Risk / Return Rank: 7171
Overall Rank
COMB Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
COMB Sortino Ratio Rank: 6161
Sortino Ratio Rank
COMB Omega Ratio Rank: 6868
Omega Ratio Rank
COMB Calmar Ratio Rank: 8787
Calmar Ratio Rank
COMB Martin Ratio Rank: 7171
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.

SCDV vs. COMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bahl & Gaynor Small Cap Dividend ETF (SCDV) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). 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.


SCDVCOMBDifference
Sharpe ratioReturn per unit of total volatility

-1.36

Sortino ratioReturn per unit of downside risk

-1.45

Omega ratioGain probability vs. loss probability

1.17

1.41

-0.25

Calmar ratioReturn relative to maximum drawdown

1.28

5.08

-3.80

Martin ratioReturn relative to average drawdown

3.92

13.24

-9.32

SCDV vs. COMB - Sharpe Ratio Comparison

The current SCDV Sharpe Ratio is 0.94, which is lower than the COMB Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of SCDV and COMB, 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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Sharpe Ratios by Period


SCDVCOMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

2.29

-1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.52

-0.29

Drawdowns

SCDV vs. COMB - Drawdown Comparison

The maximum SCDV drawdown since its inception was -22.84%, smaller than the maximum COMB drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for SCDV and COMB.


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Drawdown Indicators


SCDVCOMBDifference

Max Drawdown

Largest peak-to-trough decline

-22.84%

-33.50%

+10.66%

Max Drawdown (1Y)

Largest decline over 1 year

-11.38%

-7.69%

-3.69%

Max Drawdown (3Y)

Largest decline over 3 years

-11.35%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

Current Drawdown

Current decline from peak

-3.88%

-4.35%

+0.47%

Average Drawdown

Average peak-to-trough decline

-5.55%

-12.06%

+6.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

2.94%

+0.77%

Volatility

SCDV vs. COMB - Volatility Comparison

Bahl & Gaynor Small Cap Dividend ETF (SCDV) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) have volatilities of 5.16% and 5.14%, 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


SCDVCOMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

5.14%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

11.71%

14.99%

-3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

15.59%

17.02%

-1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.19%

16.70%

+2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.19%

15.13%

+4.06%

SCDV vs. COMB - Expense Ratio Comparison

SCDV has a 0.70% expense ratio, which is higher than COMB's 0.25% expense ratio.


Dividends

SCDV vs. COMB - Dividend Comparison

SCDV's dividend yield for the trailing twelve months is around 0.52%, less than COMB's 7.14% yield.


PositionTTM202520242023202220212020201920182017
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
7.14%9.05%2.48%6.57%30.85%15.83%0.07%1.48%0.97%0.20%
SCDV
Bahl & Gaynor Small Cap Dividend ETF
0.52%0.61%0.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SCDV and COMB have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCDV has higher volatility (5.16%) compared to COMB (5.14%). In terms of maximum drawdown, SCDV dropped -22.84% vs COMB's -33.50%.

On 1-year performance, COMB leads with 38.86% vs 14.53% for SCDV. On fees, COMB is cheaper at 0.25% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, COMB has performed better with a 38.86% return vs 14.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

COMB is cheaper with a 0.25% expense ratio, compared with 0.70% for SCDV.

COMB has the higher dividend yield at 7.14%, compared with 0.52% for SCDV.

SCDV is categorized as Small Cap Blend Equities, while COMB is Commodities. They also come from different issuers: Bahl & Gaynor and GraniteShares. Their fees differ too: 0.70% for SCDV and 0.25% for COMB.

COMB currently has the higher Sharpe Ratio (2.29 vs 0.94), 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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