USCI vs. AMSC
USCI (United States Commodity Index Fund) is Commodities fund tracking the SummerHaven Dynamic Commodity Index Total Return, while AMSC (American Superconductor Corporation) is a stock. Over the past 10 years, USCI returned 8.41%/yr vs 14.23%/yr for AMSC. At a 0.15 correlation, their price movements are largely independent.
Performance
USCI vs. AMSC - Performance Comparison
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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%
USCI vs. AMSC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
USCI
AMSC
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.
| USCI | AMSC | Difference | |
|---|---|---|---|
| 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 |
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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
| USCI | AMSC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.52% | -94.81% | +88.29% |
Average DrawdownAverage peak-to-trough decline | -29.37% | -75.80% | +46.43% |
Ulcer IndexDepth 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
| USCI | AMSC | Difference | |
|---|---|---|---|
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.
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.
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