STLA vs. PDBC
STLA (Stellantis N.V.) 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 5 years, STLA returned -15.37%/yr vs 10.81%/yr for PDBC. At a 0.11 correlation, their price movements are largely independent.
Performance
STLA vs. PDBC - Performance Comparison
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Returns By Period
In the year-to-date period, STLA achieves a -48.85% return, which is significantly lower than PDBC's 27.55% return.
STLA
- 1D
- 1.27%
- 1M
- -18.92%
- 6M
- -46.70%
- YTD
- -48.85%
- 1Y
- -44.69%
- 3Y*
- -27.75%
- 5Y*
- -15.37%
- 10Y*
- —
PDBC
- 1D
- 2.80%
- 1M
- -0.94%
- 6M
- 22.82%
- YTD
- 27.55%
- 1Y
- 30.72%
- 3Y*
- 10.42%
- 5Y*
- 10.81%
- 10Y*
- 8.14%
STLA vs. PDBC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
STLA Stellantis N.V. | -48.85% | -0.80% | -40.21% | 79.15% | -18.23% | 12.88% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 27.55% | 5.96% | 2.09% | -6.25% | 19.23% | 35.93% |
Correlation
The correlation between STLA and PDBC is -0.16, 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 | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jan 20, 2021 | 0.11 |
The correlation between STLA and PDBC shifts across timeframes, from -0.16 (1 year) to 0.11 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
STLA vs. PDBC — Risk / Return Rank
STLA
PDBC
STLA vs. PDBC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stellantis N.V. (STLA) 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.
| STLA | PDBC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.49 | ||
| Sortino ratioReturn per unit of downside risk | -3.37 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.28 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 1.86 | -2.66 |
| Martin ratioReturn relative to average drawdown | -1.61 | 6.57 | -8.18 |
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Drawdowns
STLA vs. PDBC - Drawdown Comparison
The maximum STLA drawdown since its inception was -76.97%, which is greater than PDBC's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for STLA and PDBC.
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Drawdown Indicators
| STLA | PDBC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.97% | -49.52% | -27.45% |
Max Drawdown (1Y)Largest decline over 1 year | -56.02% | -16.55% | -39.47% |
Max Drawdown (3Y)Largest decline over 3 years | -76.97% | -16.55% | -60.42% |
Max Drawdown (5Y)Largest decline over 5 years | -76.97% | -27.63% | -49.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.73% | — |
Current DrawdownCurrent decline from peak | -75.94% | -10.63% | -65.31% |
Average DrawdownAverage peak-to-trough decline | -29.75% | -23.11% | -6.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.85% | 4.69% | +23.16% |
Volatility
STLA vs. PDBC - Volatility Comparison
Stellantis N.V. (STLA) has a higher volatility of 13.38% compared to Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) at 6.25%. This indicates that STLA'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.
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Volatility by Period
| STLA | PDBC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.38% | 6.25% | +7.13% |
Volatility (6M)Calculated over the trailing 6-month period | 41.10% | 16.77% | +24.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.29% | 18.90% | +33.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.27% | 19.24% | +23.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.49% | 17.76% | +23.73% |
Dividends
STLA vs. PDBC - Dividend Comparison
STLA has not paid dividends to shareholders, while PDBC's dividend yield for the trailing twelve months is around 3.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 3.01% | 3.84% | 4.42% | 4.21% | 13.05% | 50.83% | 0.01% | 1.40% | 1.00% | 3.83% | 6.51% |
STLA Stellantis N.V. | 0.00% | 14.26% | 12.66% | 6.32% | 7.90% | 2.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
STLA and PDBC have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STLA has higher volatility (13.38%) compared to PDBC (6.25%). In terms of maximum drawdown, STLA dropped -76.97% vs PDBC's -49.52%.
PDBC currently has the higher Sharpe Ratio (1.64 vs -0.86), 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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