TDG vs. BCD
TDG (TransDigm Group Incorporated) is a stock, while BCD (abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF) is Commodities fund tracking the Bloomberg Commodity Index 3 Month Forward Total Return. Over the past 5 years, TDG returned 19.69%/yr vs 10.60%/yr for BCD. Their 0.13 correlation means their historical movements had little consistent relationship.
Performance
TDG vs. BCD - Performance Comparison
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Returns By Period
In the year-to-date period, TDG achieves a -4.12% return, which is significantly lower than BCD's 14.94% return.
TDG
- 1D
- -0.82%
- 1M
- -5.45%
- 6M
- -2.06%
- YTD
- -4.12%
- 1Y
- -15.31%
- 3Y*
- 18.51%
- 5Y*
- 19.69%
- 10Y*
- 21.94%
- ALL TIME*
- 27.71%
BCD
- 1D
- -0.85%
- 1M
- 4.17%
- 6M
- 7.51%
- YTD
- 14.94%
- 1Y
- 27.09%
- 3Y*
- 10.53%
- 5Y*
- 10.60%
- 10Y*
- —
- ALL TIME*
- 8.66%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.63M | $1.63M | $2.16M | |
| $530.15M | $463.56M | $492.87M |
TDG vs. BCD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TDG TransDigm Group Incorporated | -4.12% | 12.15% | 32.27% | 66.57% | 1.77% | 2.82% | 10.51% | 84.41% | 23.83% | 35.60% |
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF | 14.94% | 15.71% | 6.20% | -7.58% | 18.38% | 31.87% | 4.76% | 7.34% | -8.65% | 3.83% |
Correlation
The correlation between TDG and BCD is -0.13, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.13 |
Correlation (3Y) Balances recent behavior with more history. | -0.04 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.07 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2017 | 0.13 |
The correlation between TDG and BCD shifts across timeframes, from -0.13 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TDG vs. BCD — Risk / Return Rank
TDG
BCD
TDG vs. BCD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TransDigm Group Incorporated (TDG) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). 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.
| TDG | BCD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.43 | ||
| Sortino ratioReturn per unit of downside risk | -3.06 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.34 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | 2.14 | -2.85 |
| Martin ratioReturn relative to average drawdown | -1.44 | 6.90 | -8.34 |
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Drawdowns
TDG vs. BCD - Drawdown Comparison
The maximum TDG drawdown since its inception was -62.64%, which is greater than BCD's maximum drawdown of -29.81%. Use the drawdown chart below to compare losses from any high point for TDG and BCD.
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Drawdown Indicators
| TDG | BCD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.64% | -29.81% | -32.83% |
Max Drawdown (1Y)Largest decline over 1 year | -21.87% | -12.70% | -9.17% |
Max Drawdown (3Y)Largest decline over 3 years | -25.30% | -12.70% | -12.60% |
Max Drawdown (5Y)Largest decline over 5 years | -25.30% | -23.03% | -2.27% |
Max Drawdown (10Y)Largest decline over 10 years | -62.64% | — | — |
Current DrawdownCurrent decline from peak | -15.92% | -8.01% | -7.91% |
Average DrawdownAverage peak-to-trough decline | -8.01% | -9.82% | +1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.30% | 3.94% | +11.36% |
Volatility
TDG vs. BCD - Volatility Comparison
TransDigm Group Incorporated (TDG) has a higher volatility of 9.06% compared to abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) at 3.67%. This indicates that TDG's price experiences larger fluctuations and is considered to be riskier than BCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TDG | BCD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.06% | 3.67% | +5.39% |
Volatility (6M)Calculated over the trailing 6-month period | 23.39% | 10.70% | +12.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.65% | 14.24% | +15.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.02% | 15.36% | +12.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.95% | 13.91% | +20.04% |
Dividends
TDG vs. BCD - Dividend Comparison
TDG's dividend yield for the trailing twelve months is around 7.06%, less than BCD's 14.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF | 14.98% | 17.21% | 3.60% | 4.51% | 5.21% | 8.30% | 1.29% | 1.55% | 1.59% | 0.07% | 0.00% |
TDG TransDigm Group Incorporated | 7.06% | 6.77% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% |
Frequently Asked Questions
TDG and BCD 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.
TDG has higher volatility (9.06%) compared to BCD (3.67%). In terms of maximum drawdown, TDG dropped -62.64% vs BCD's -29.81%.
BCD currently has the higher Sharpe Ratio (1.91 vs -0.52), 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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