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USCI vs. AMSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USCI vs. AMSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Commodity Index Fund (USCI) and American Superconductor Corporation (AMSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USCI achieves a 30.16% return, which is significantly higher than AMSC's 2.05% return. Over the past 10 years, USCI has underperformed AMSC with an annualized return of 9.20%, while AMSC has yielded a comparatively higher 12.68% annualized return.


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%

AMSC

1D
-0.27%
1M
-26.43%
6M
-1.84%
YTD
2.05%
1Y
-48.34%
3Y*
22.11%
5Y*
15.89%
10Y*
12.68%
ALL TIME*
-3.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$27.27M$25.36M$48.11M
$1.01M$1.13M$1.88M

USCI vs. AMSC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
AMSC
American Superconductor Corporation
2.05%16.85%121.10%202.72%-66.18%-53.54%198.34%-29.60%207.16%-50.75%

Correlation

The correlation between USCI and AMSC is 0.00, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.00

Correlation (3Y)
Balances recent behavior with more history.

0.03

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.09

Correlation (10Y)
Provides a long-term view across more market conditions.

0.13

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2010

0.14

The correlation between USCI and AMSC shifts across timeframes, from 0.00 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

USCI vs. AMSC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

USCI
USCI Risk / Return Rank: 8484
Overall Rank
USCI Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 8484
Sortino Ratio Rank
USCI Omega Ratio Rank: 8484
Omega Ratio Rank
USCI Calmar Ratio Rank: 8585
Calmar Ratio Rank
USCI Martin Ratio Rank: 8080
Martin Ratio Rank

AMSC
AMSC Risk / Return Rank: 1818
Overall Rank
AMSC Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
AMSC Sortino Ratio Rank: 2222
Sortino Ratio Rank
AMSC Omega Ratio Rank: 2222
Omega Ratio Rank
AMSC Calmar Ratio Rank: 1313
Calmar Ratio Rank
AMSC Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

USCI vs. AMSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Commodity Index Fund (USCI) and American Superconductor Corporation (AMSC). 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.


USCIAMSCDifference
Sharpe ratioReturn per unit of total volatility

+2.69

Sortino ratioReturn per unit of downside risk

+3.26

Omega ratioGain probability vs. loss probability

1.36

0.94

+0.42

Calmar ratioReturn relative to maximum drawdown

3.22

-0.79

+4.01

Martin ratioReturn relative to average drawdown

10.29

-1.21

+11.50

USCI vs. AMSC - Sharpe Ratio Comparison

The current USCI Sharpe Ratio is 2.10, which is higher than the AMSC Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of USCI and AMSC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

USCI vs. AMSC - Drawdown Comparison

The maximum USCI drawdown since its inception was -66.41%, smaller than the maximum AMSC drawdown of -99.57%. Use the drawdown chart below to compare losses from any high point for USCI and AMSC.


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Drawdown Indicators


USCIAMSCDifference

Max Drawdown

Largest peak-to-trough decline

-66.41%

-99.57%

+33.16%

Max Drawdown (1Y)

Largest decline over 1 year

-11.19%

-61.08%

+49.89%

Max Drawdown (3Y)

Largest decline over 3 years

-12.01%

-61.08%

+49.07%

Max Drawdown (5Y)

Largest decline over 5 years

-18.84%

-82.94%

+64.10%

Max Drawdown (10Y)

Largest decline over 10 years

-45.82%

-89.06%

+43.24%

Current Drawdown

Current decline from peak

-1.85%

-95.76%

+93.91%

Average Drawdown

Average peak-to-trough decline

-29.27%

-75.83%

+46.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

40.10%

-36.60%

Volatility

USCI vs. AMSC - Volatility Comparison

The current volatility for United States Commodity Index Fund (USCI) is 5.30%, while American Superconductor Corporation (AMSC) has a volatility of 22.38%. This indicates that USCI experiences smaller price fluctuations and is considered to be less risky than AMSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USCIAMSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

22.38%

-17.08%

Volatility (6M)

Calculated over the trailing 6-month period

14.27%

57.61%

-43.34%

Volatility (1Y)

Calculated over the trailing 1-year period

17.21%

87.44%

-70.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.42%

87.66%

-69.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.91%

79.49%

-63.58%

Dividends

USCI vs. AMSC - Dividend Comparison

Neither USCI nor AMSC has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


USCI and AMSC have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMSC has higher volatility (22.38%) compared to USCI (5.30%). In terms of maximum drawdown, USCI dropped -66.41% vs AMSC's -99.57%.

USCI currently has the higher Sharpe Ratio (2.10 vs -0.59), 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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