TARK vs. COMT
TARK (Tradr 2X Long Innovation ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - TARK is a Leveraged Equities fund actively managed by AXS, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. TARK is actively managed, while COMT is passively managed. Over the past 3 years, TARK returned 5.85%/yr vs 12.71%/yr for COMT. At a 0.07 correlation, their price movements are largely independent. TARK charges 1.15%/yr vs 0.48%/yr for COMT.
Performance
TARK vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, TARK achieves a -11.81% return, which is significantly lower than COMT's 30.19% return.
TARK
- 1D
- -7.48%
- 1M
- -7.16%
- 6M
- -21.21%
- YTD
- -11.81%
- 1Y
- -15.48%
- 3Y*
- 5.85%
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- -0.49%
- 1M
- 2.53%
- 6M
- 26.18%
- YTD
- 30.19%
- 1Y
- 33.20%
- 3Y*
- 12.71%
- 5Y*
- 11.75%
- 10Y*
- 8.33%
TARK vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TARK Tradr 2X Long Innovation ETF | -11.81% | 41.00% | -4.85% | 121.37% | -71.31% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | 5.96% | -6.56% | -11.22% |
Correlation
The correlation between TARK and COMT is -0.14, 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 | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since May 2, 2022 | 0.07 |
The correlation between TARK and COMT shifts across timeframes, from -0.14 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TARK vs. COMT — Risk / Return Rank
TARK
COMT
TARK vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long Innovation ETF (TARK) 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.
| TARK | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.77 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.27 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 1.90 | -2.17 |
| Martin ratioReturn relative to average drawdown | -0.48 | 6.35 | -6.83 |
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Drawdowns
TARK vs. COMT - Drawdown Comparison
The maximum TARK drawdown since its inception was -77.82%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for TARK and COMT.
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Drawdown Indicators
| TARK | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.82% | -51.89% | -25.93% |
Max Drawdown (1Y)Largest decline over 1 year | -57.57% | -17.57% | -40.00% |
Max Drawdown (3Y)Largest decline over 3 years | -65.55% | -17.57% | -47.98% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -41.97% | -11.28% | -30.69% |
Average DrawdownAverage peak-to-trough decline | -50.59% | -23.95% | -26.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.08% | 5.24% | +26.84% |
Volatility
TARK vs. COMT - Volatility Comparison
Tradr 2X Long Innovation ETF (TARK) has a higher volatility of 18.21% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.91%. This indicates that TARK'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.
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Volatility by Period
| TARK | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.21% | 5.91% | +12.30% |
Volatility (6M)Calculated over the trailing 6-month period | 54.07% | 19.67% | +34.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 72.01% | 21.54% | +50.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 90.31% | 21.20% | +69.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.31% | 18.85% | +71.46% |
TARK vs. COMT - Expense Ratio Comparison
TARK has a 1.15% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
TARK vs. COMT - Dividend Comparison
TARK's dividend yield for the trailing twelve months is around 34.01%, more than COMT's 5.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.95% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
TARK Tradr 2X Long Innovation ETF | 34.01% | 30.00% | 0.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TARK and COMT have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TARK has higher volatility (18.21%) compared to COMT (5.91%). In terms of maximum drawdown, TARK dropped -77.82% vs COMT's -51.89%.
On 3-year performance, COMT leads with 12.71% vs 5.85% for TARK. On fees, COMT is cheaper at 0.48% per year. On volatility, COMT has been the lower-risk option at 5.91%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, COMT has performed better with a 12.71% return vs 5.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COMT is cheaper with a 0.48% expense ratio, compared with 1.15% for TARK.
TARK has the higher dividend yield at 34.01%, compared with 5.95% for COMT.
TARK is categorized as Leveraged Equities, while COMT is Commodities. They also come from different issuers: AXS and iShares. Their fees differ too: 1.15% for TARK and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.55 vs -0.22), 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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