STNG vs. COMT
STNG (Scorpio Tankers Inc.) is a stock, while COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) is Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Over the past 10 years, STNG returned 8.38%/yr vs 7.87%/yr for COMT. At a 0.30 correlation, their price movements are largely independent.
Performance
STNG vs. COMT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, STNG achieves a 57.90% return, which is significantly higher than COMT's 26.00% return. Over the past 10 years, STNG has outperformed COMT with an annualized return of 8.38%, while COMT has yielded a comparatively lower 7.87% annualized return.
STNG
- 1D
- 4.03%
- 1M
- 4.14%
- 6M
- 46.43%
- YTD
- 57.90%
- 1Y
- 79.55%
- 3Y*
- 24.33%
- 5Y*
- 34.53%
- 10Y*
- 8.38%
COMT
- 1D
- -0.17%
- 1M
- -4.70%
- 6M
- 23.49%
- YTD
- 26.00%
- 1Y
- 27.75%
- 3Y*
- 11.57%
- 5Y*
- 11.09%
- 10Y*
- 7.87%
STNG vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STNG Scorpio Tankers Inc. | 57.90% | 6.03% | -16.29% | 15.40% | 325.48% | 17.40% | -70.74% | 127.09% | -41.26% | -31.93% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 26.00% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between STNG and COMT is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | 0.30 |
The correlation between STNG and COMT shifts across timeframes, from 0.13 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
STNG vs. COMT — Risk / Return Rank
STNG
COMT
STNG vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Scorpio Tankers Inc. (STNG) and iShares GSCI Commodity Dynamic Roll 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.
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.
| STNG | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.24 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.49 | 1.66 | +1.83 |
| Martin ratioReturn relative to average drawdown | 8.91 | 5.78 | +3.12 |
Loading charts...
Drawdowns
STNG vs. COMT - Drawdown Comparison
The maximum STNG drawdown since its inception was -91.13%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for STNG and COMT.
Loading charts...
Drawdown Indicators
| STNG | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.13% | -51.89% | -39.24% |
Max Drawdown (1Y)Largest decline over 1 year | -22.74% | -17.57% | -5.17% |
Max Drawdown (3Y)Largest decline over 3 years | -60.97% | -17.57% | -43.40% |
Max Drawdown (5Y)Largest decline over 5 years | -60.97% | -29.00% | -31.97% |
Max Drawdown (10Y)Largest decline over 10 years | -81.67% | -39.22% | -42.45% |
Current DrawdownCurrent decline from peak | -8.12% | -14.13% | +6.01% |
Average DrawdownAverage peak-to-trough decline | -49.15% | -23.97% | -25.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.90% | 5.05% | +3.85% |
Volatility
STNG vs. COMT - Volatility Comparison
Scorpio Tankers Inc. (STNG) has a higher volatility of 12.53% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.68%. This indicates that STNG'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.
Loading charts...
Volatility by Period
| STNG | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.53% | 5.68% | +6.85% |
Volatility (6M)Calculated over the trailing 6-month period | 28.31% | 19.60% | +8.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.59% | 21.45% | +17.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.01% | 21.17% | +23.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.21% | 18.84% | +35.37% |
Dividends
STNG vs. COMT - Dividend Comparison
STNG's dividend yield for the trailing twelve months is around 2.17%, less than COMT's 6.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.14% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
STNG Scorpio Tankers Inc. | 2.17% | 3.19% | 3.22% | 1.73% | 0.74% | 3.12% | 3.57% | 1.02% | 2.27% | 1.31% | 11.04% | 6.17% |
Frequently Asked Questions
STNG and COMT have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STNG has higher volatility (12.53%) compared to COMT (5.68%). In terms of maximum drawdown, STNG dropped -91.13% vs COMT's -51.89%.
STNG currently has the higher Sharpe Ratio (2.12 vs 1.36), 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.
Find the right allocation for STNG and COMT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer