TALO vs. USCI
TALO (Talos Energy Inc.) is a stock, while USCI (United States Commodity Index Fund) is Commodities fund tracking the SummerHaven Dynamic Commodity Index Total Return. Over the past 5 years, TALO returned -1.47%/yr vs 19.25%/yr for USCI. At a 0.44 correlation, their price movements are largely independent.
Performance
TALO vs. USCI - Performance Comparison
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Returns By Period
In the year-to-date period, TALO achieves a 22.50% return, which is significantly lower than USCI's 23.68% return.
TALO
- 1D
- -1.68%
- 1M
- -8.78%
- 6M
- 24.54%
- YTD
- 22.50%
- 1Y
- 47.86%
- 3Y*
- -1.99%
- 5Y*
- -1.47%
- 10Y*
- —
USCI
- 1D
- -0.50%
- 1M
- -0.05%
- 6M
- 22.70%
- YTD
- 23.68%
- 1Y
- 28.10%
- 3Y*
- 20.39%
- 5Y*
- 19.25%
- 10Y*
- 8.41%
TALO vs. USCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TALO Talos Energy Inc. | 22.50% | 13.49% | -31.76% | -24.63% | 92.65% | 18.93% | -72.67% | 84.74% | -53.37% |
USCI United States Commodity Index Fund | 23.68% | 17.63% | 17.24% | -0.00% | 29.47% | 33.07% | -11.47% | -1.68% | -15.87% |
Correlation
The correlation between TALO and USCI is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since May 10, 2018 | 0.44 |
The correlation between TALO and USCI has been stable across timeframes, ranging from 0.44 to 0.53 - a consistent structural relationship.
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Return for Risk
TALO vs. USCI — Risk / Return Rank
TALO
USCI
TALO vs. USCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Talos Energy Inc. (TALO) and United States Commodity Index Fund (USCI). 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.
| TALO | USCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.30 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 2.67 | -0.43 |
| Martin ratioReturn relative to average drawdown | 6.02 | 8.50 | -2.48 |
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Drawdowns
TALO vs. USCI - Drawdown Comparison
The maximum TALO drawdown since its inception was -86.34%, which is greater than USCI's maximum drawdown of -66.41%. Use the drawdown chart below to compare losses from any high point for TALO and USCI.
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Drawdown Indicators
| TALO | USCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.34% | -66.41% | -19.93% |
Max Drawdown (1Y)Largest decline over 1 year | -22.18% | -11.19% | -10.99% |
Max Drawdown (3Y)Largest decline over 3 years | -63.16% | -12.01% | -51.15% |
Max Drawdown (5Y)Largest decline over 5 years | -74.63% | -18.84% | -55.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.82% | — |
Current DrawdownCurrent decline from peak | -63.97% | -6.52% | -57.45% |
Average DrawdownAverage peak-to-trough decline | -58.61% | -29.37% | -29.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.25% | 3.51% | +4.74% |
Volatility
TALO vs. USCI - Volatility Comparison
Talos Energy Inc. (TALO) has a higher volatility of 14.27% compared to United States Commodity Index Fund (USCI) at 4.94%. This indicates that TALO's price experiences larger fluctuations and is considered to be riskier than USCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TALO | USCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.27% | 4.94% | +9.33% |
Volatility (6M)Calculated over the trailing 6-month period | 38.68% | 14.42% | +24.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.11% | 16.91% | +32.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.73% | 18.40% | +37.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.23% | 15.88% | +48.35% |
Dividends
TALO vs. USCI - Dividend Comparison
Neither TALO nor USCI has paid dividends to shareholders.
Frequently Asked Questions
TALO and USCI have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TALO has higher volatility (14.27%) compared to USCI (4.94%). In terms of maximum drawdown, TALO dropped -86.34% vs USCI's -66.41%.
USCI currently has the higher Sharpe Ratio (1.77 vs 1.01), 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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