USCI vs. ADM
USCI (United States Commodity Index Fund) is Commodities fund tracking the SummerHaven Dynamic Commodity Index Total Return, while ADM (Archer-Daniels-Midland Company) is a stock. Over the past 10 years, USCI returned 9.20%/yr vs 9.38%/yr for ADM. Their 0.27 correlation means their historical movements had little consistent relationship.
Performance
USCI vs. ADM - Performance Comparison
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Returns By Period
In the year-to-date period, USCI achieves a 30.16% return, which is significantly lower than ADM's 39.84% return. Both investments have delivered pretty close results over the past 10 years, with USCI having a 9.20% annualized return and ADM not far ahead at 9.38%.
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%
ADM
- 1D
- -1.66%
- 1M
- 3.47%
- 6M
- 19.44%
- YTD
- 39.84%
- 1Y
- 50.92%
- 3Y*
- 1.00%
- 5Y*
- 8.85%
- 10Y*
- 9.38%
- ALL TIME*
- 7.84%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $327.88M | $285.87M | $300.91M | |
| $1.01M | $1.13M | $1.88M |
USCI vs. ADM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USCI United States Commodity Index Fund | 30.16% | 17.63% | 17.24% | 0.00% | 29.47% | 33.07% | -11.47% | -1.68% | -11.76% | 6.32% |
ADM Archer-Daniels-Midland Company | 39.84% | 18.24% | -27.52% | -20.42% | 39.98% | 37.33% | 12.44% | 17.10% | 5.28% | -9.48% |
Correlation
The correlation between USCI and ADM is 0.31, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.31 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.29 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.26 |
Correlation (All Time) Calculated using the full available price history since Aug 10, 2010 | 0.27 |
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Return for Risk
USCI vs. ADM — Risk / Return Rank
USCI
ADM
USCI vs. ADM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for United States Commodity Index Fund (USCI) and Archer-Daniels-Midland Company (ADM). 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.
| USCI | ADM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.31 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.22 | 4.00 | -0.78 |
| Martin ratioReturn relative to average drawdown | 10.29 | 9.92 | +0.38 |
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Drawdowns
USCI vs. ADM - Drawdown Comparison
The maximum USCI drawdown since its inception was -66.41%, roughly equal to the maximum ADM drawdown of -68.01%. Use the drawdown chart below to compare losses from any high point for USCI and ADM.
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Drawdown Indicators
| USCI | ADM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.41% | -68.01% | +1.60% |
Max Drawdown (1Y)Largest decline over 1 year | -11.19% | -12.79% | +1.60% |
Max Drawdown (3Y)Largest decline over 3 years | -12.01% | -49.22% | +37.21% |
Max Drawdown (5Y)Largest decline over 5 years | -18.84% | -54.14% | +35.30% |
Max Drawdown (10Y)Largest decline over 10 years | -45.82% | -54.14% | +8.32% |
Current DrawdownCurrent decline from peak | -1.85% | -9.34% | +7.49% |
Average DrawdownAverage peak-to-trough decline | -29.27% | -21.55% | -7.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 5.15% | -1.65% |
Volatility
USCI vs. ADM - Volatility Comparison
The current volatility for United States Commodity Index Fund (USCI) is 5.30%, while Archer-Daniels-Midland Company (ADM) has a volatility of 7.93%. This indicates that USCI experiences smaller price fluctuations and is considered to be less risky than ADM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USCI | ADM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.30% | 7.93% | -2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 14.27% | 19.11% | -4.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.21% | 26.98% | -9.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.42% | 28.38% | -9.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.91% | 26.92% | -11.01% |
Dividends
USCI vs. ADM - Dividend Comparison
USCI has not paid dividends to shareholders, while ADM's dividend yield for the trailing twelve months is around 2.60%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADM Archer-Daniels-Midland Company | 2.60% | 3.55% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% |
USCI United States Commodity Index Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
USCI and ADM have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADM has higher volatility (7.93%) compared to USCI (5.30%). In terms of maximum drawdown, USCI dropped -66.41% vs ADM's -68.01%.
USCI currently has the higher Sharpe Ratio (2.10 vs 1.90), 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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