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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 23.68% return, which is significantly lower than AMSC's 24.95% return. Over the past 10 years, USCI has underperformed AMSC with an annualized return of 8.41%, while AMSC has yielded a comparatively higher 14.23% annualized return.


USCI

1D
-0.50%
1M
-0.05%
6M
22.70%
YTD
23.68%
1Y
28.10%
3Y*
20.39%
5Y*
19.25%
10Y*
8.41%

AMSC

1D
-3.26%
1M
-8.99%
6M
17.25%
YTD
24.95%
1Y
-8.20%
3Y*
75.08%
5Y*
17.38%
10Y*
14.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USCI vs. AMSC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USCI
United States Commodity Index Fund
23.68%17.63%17.24%-0.00%29.47%33.07%-11.47%-1.68%-11.76%6.32%
AMSC
American Superconductor Corporation
24.95%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 -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

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

0.15

The correlation between USCI and AMSC shifts across timeframes, from -0.01 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

USCI vs. AMSC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USCI
USCI Risk / Return Rank: 6565
Overall Rank
USCI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 6565
Sortino Ratio Rank
USCI Omega Ratio Rank: 6262
Omega Ratio Rank
USCI Calmar Ratio Rank: 6767
Calmar Ratio Rank
USCI Martin Ratio Rank: 6161
Martin Ratio Rank

AMSC
AMSC Risk / Return Rank: 4343
Overall Rank
AMSC Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AMSC Sortino Ratio Rank: 4646
Sortino Ratio Rank
AMSC Omega Ratio Rank: 4646
Omega Ratio Rank
AMSC Calmar Ratio Rank: 4040
Calmar Ratio Rank
AMSC Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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

+1.88

Sortino ratioReturn per unit of downside risk

+1.93

Omega ratioGain probability vs. loss probability

1.30

1.06

+0.24

Calmar ratioReturn relative to maximum drawdown

2.67

-0.16

+2.83

Martin ratioReturn relative to average drawdown

8.50

-0.25

+8.75

USCI vs. AMSC - Sharpe Ratio Comparison

The current USCI Sharpe Ratio is 1.77, which is higher than the AMSC Sharpe Ratio of -0.11. 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%

-63.86%

+51.85%

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

-6.52%

-94.81%

+88.29%

Average Drawdown

Average peak-to-trough decline

-29.37%

-75.80%

+46.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

38.03%

-34.52%

Volatility

USCI vs. AMSC - Volatility Comparison

The current volatility for United States Commodity Index Fund (USCI) is 4.94%, while American Superconductor Corporation (AMSC) has a volatility of 22.33%. 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

4.94%

22.33%

-17.39%

Volatility (6M)

Calculated over the trailing 6-month period

14.42%

54.94%

-40.52%

Volatility (1Y)

Calculated over the trailing 1-year period

16.91%

85.50%

-68.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.40%

87.45%

-69.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.88%

79.28%

-63.40%

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 -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMSC has higher volatility (22.33%) compared to USCI (4.94%). In terms of maximum drawdown, USCI dropped -66.41% vs AMSC's -99.57%.

USCI currently has the higher Sharpe Ratio (1.77 vs -0.11), 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.

Portfolio Optimizer

Find the right allocation for USCI and AMSC

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