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SUZ vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUZ vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Suzano S.A. (SUZ) and iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SUZ achieves a -13.91% return, which is significantly lower than GSG's 42.58% return. Over the past 10 years, SUZ has outperformed GSG with an annualized return of 9.63%, while GSG has yielded a comparatively lower 7.69% annualized return.


SUZ

1D
-0.25%
1M
-5.96%
YTD
-13.91%
6M
-10.87%
1Y
-7.98%
3Y*
-2.33%
5Y*
-4.58%
10Y*
9.63%

GSG

1D
0.77%
1M
-4.83%
YTD
42.58%
6M
41.06%
1Y
51.52%
3Y*
19.31%
5Y*
15.74%
10Y*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUZ vs. GSG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SUZ
Suzano S.A.
-13.91%-5.68%-7.94%25.85%-9.16%-3.40%13.62%0.50%65.71%48.72%
GSG
iShares S&P GSCI Commodity-Indexed Trust
42.58%5.93%8.52%-5.51%24.08%38.77%-23.94%15.62%-13.88%3.89%

Correlation

The correlation between SUZ and GSG is -0.17, 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

-0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Aug 17, 2007

0.12

The correlation between SUZ and GSG shifts across timeframes, from -0.17 (1 year) to 0.16 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SUZ vs. GSG — Risk / Return Rank

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

SUZ
SUZ Risk / Return Rank: 2828
Overall Rank
SUZ Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SUZ Sortino Ratio Rank: 2525
Sortino Ratio Rank
SUZ Omega Ratio Rank: 2525
Omega Ratio Rank
SUZ Calmar Ratio Rank: 3232
Calmar Ratio Rank
SUZ Martin Ratio Rank: 2929
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 7171
Overall Rank
GSG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 6060
Sortino Ratio Rank
GSG Omega Ratio Rank: 6565
Omega Ratio Rank
GSG Calmar Ratio Rank: 8989
Calmar Ratio Rank
GSG Martin Ratio Rank: 7575
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.

SUZ vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Suzano S.A. (SUZ) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.


SUZGSGDifference
Sharpe ratioReturn per unit of total volatility

-2.53

Sortino ratioReturn per unit of downside risk

-3.12

Omega ratioGain probability vs. loss probability

0.97

1.40

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.27

5.47

-5.74

Martin ratioReturn relative to average drawdown

-0.67

14.39

-15.07

SUZ vs. GSG - Sharpe Ratio Comparison

The current SUZ Sharpe Ratio is -0.28, which is lower than the GSG Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of SUZ and GSG, 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


SUZGSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.28

2.26

-2.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.70

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.35

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

-0.09

+0.09

Drawdowns

SUZ vs. GSG - Drawdown Comparison

The maximum SUZ drawdown since its inception was -85.59%, roughly equal to the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for SUZ and GSG.


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Drawdown Indicators


SUZGSGDifference

Max Drawdown

Largest peak-to-trough decline

-85.59%

-89.62%

+4.03%

Max Drawdown (1Y)

Largest decline over 1 year

-29.84%

-9.46%

-20.38%

Max Drawdown (3Y)

Largest decline over 3 years

-34.07%

-14.94%

-19.13%

Max Drawdown (5Y)

Largest decline over 5 years

-38.20%

-29.12%

-9.08%

Max Drawdown (10Y)

Largest decline over 10 years

-65.05%

-57.64%

-7.41%

Current Drawdown

Current decline from peak

-46.76%

-56.95%

+10.19%

Average Drawdown

Average peak-to-trough decline

-50.83%

-63.71%

+12.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.86%

3.59%

+8.27%

Volatility

SUZ vs. GSG - Volatility Comparison

Suzano S.A. (SUZ) and iShares S&P GSCI Commodity-Indexed Trust (GSG) have volatilities of 7.72% and 7.65%, 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


SUZGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.72%

7.65%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

23.69%

20.42%

+3.27%

Volatility (1Y)

Calculated over the trailing 1-year period

29.15%

22.95%

+6.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.45%

22.61%

+8.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.27%

22.03%

+20.24%

Dividends

SUZ vs. GSG - Dividend Comparison

SUZ's dividend yield for the trailing twelve months is around 2.54%, while GSG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SUZ
Suzano S.A.
2.54%2.18%3.33%2.10%6.49%0.00%0.00%1.17%0.50%4.30%1.64%1.44%

Frequently Asked Questions


SUZ and GSG have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SUZ has higher volatility (7.72%) compared to GSG (7.65%). In terms of maximum drawdown, SUZ dropped -85.59% vs GSG's -89.62%.

GSG currently has the higher Sharpe Ratio (2.26 vs -0.28), 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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