TRMD vs. USCI
TRMD (TORM plc) 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, TRMD returned 45.54%/yr vs 19.95%/yr for USCI. Their 0.21 correlation means their historical movements had little consistent relationship.
Performance
TRMD vs. USCI - Performance Comparison
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Returns By Period
In the year-to-date period, TRMD achieves a 62.58% return, which is significantly higher than USCI's 30.16% return.
TRMD
- 1D
- 0.23%
- 1M
- 15.47%
- 6M
- 30.79%
- YTD
- 62.58%
- 1Y
- 81.24%
- 3Y*
- 23.55%
- 5Y*
- 45.54%
- 10Y*
- —
- ALL TIME*
- 29.15%
USCI
- 1D
- 0.05%
- 1M
- 9.30%
- 6M
- 19.52%
- YTD
- 30.16%
- 1Y
- 35.83%
- 3Y*
- 19.78%
- 5Y*
- 19.95%
- 10Y*
- 9.20%
- ALL TIME*
- 4.50%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
TRMD TORM plc | $12.60M | $14.18M | $25.44M |
| $1.01M | $1.13M | $1.88M |
TRMD vs. USCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TRMD TORM plc | 62.58% | 11.21% | -23.37% | 31.64% | 297.66% | 12.91% | -25.94% | 84.18% | -22.59% |
USCI United States Commodity Index Fund | 30.16% | 17.63% | 17.24% | 0.00% | 29.47% | 33.07% | -11.47% | -1.68% | -12.09% |
Correlation
The correlation between TRMD and USCI is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.25 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2018 | 0.21 |
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Return for Risk
TRMD vs. USCI — Risk / Return Rank
TRMD
USCI
TRMD vs. USCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TORM plc (TRMD) 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.
| TRMD | USCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.36 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 3.22 | +0.25 |
| Martin ratioReturn relative to average drawdown | 8.61 | 10.29 | -1.69 |
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Drawdowns
TRMD vs. USCI - Drawdown Comparison
The maximum TRMD drawdown since its inception was -60.59%, smaller than the maximum USCI drawdown of -66.41%. Use the drawdown chart below to compare losses from any high point for TRMD and USCI.
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Drawdown Indicators
| TRMD | USCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.59% | -66.41% | +5.82% |
Max Drawdown (1Y)Largest decline over 1 year | -23.53% | -11.19% | -12.34% |
Max Drawdown (3Y)Largest decline over 3 years | -60.59% | -12.01% | -48.58% |
Max Drawdown (5Y)Largest decline over 5 years | -60.59% | -18.84% | -41.75% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.82% | — |
Current DrawdownCurrent decline from peak | -11.05% | -1.85% | -9.20% |
Average DrawdownAverage peak-to-trough decline | -22.43% | -29.27% | +6.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.47% | 3.50% | +5.97% |
Volatility
TRMD vs. USCI - Volatility Comparison
TORM plc (TRMD) has a higher volatility of 10.69% compared to United States Commodity Index Fund (USCI) at 5.30%. This indicates that TRMD'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
| TRMD | USCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.69% | 5.30% | +5.39% |
Volatility (6M)Calculated over the trailing 6-month period | 28.46% | 14.27% | +14.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.65% | 17.21% | +20.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.24% | 18.42% | +27.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.53% | 15.91% | +43.62% |
Dividends
TRMD vs. USCI - Dividend Comparison
TRMD's dividend yield for the trailing twelve months is around 7.98%, while USCI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
TRMD TORM plc | 7.98% | 10.32% | 30.13% | 23.05% | 6.99% | 0.00% | 14.89% |
USCI United States Commodity Index Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TRMD and USCI have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRMD has higher volatility (10.69%) compared to USCI (5.30%). In terms of maximum drawdown, TRMD dropped -60.59% vs USCI's -66.41%.
TRMD currently has the higher Sharpe Ratio (2.18 vs 2.10), 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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