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USCI vs. AYX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


USCIAYX

Correlation

-0.50.00.51.00.1

The correlation between USCI and AYX is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

USCI vs. AYX - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%December2024FebruaryMarchAprilMay
56.12%
211.35%
USCI
AYX

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United States Commodity Index Fund

Alteryx, Inc.

Risk-Adjusted Performance

USCI vs. AYX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Commodity Index Fund (USCI) and Alteryx, Inc. (AYX). 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.


USCI
Sharpe ratio
The chart of Sharpe ratio for USCI, currently valued at 1.17, compared to the broader market0.002.004.001.17
Sortino ratio
The chart of Sortino ratio for USCI, currently valued at 1.66, compared to the broader market-2.000.002.004.006.008.0010.001.66
Omega ratio
The chart of Omega ratio for USCI, currently valued at 1.20, compared to the broader market0.501.001.502.002.501.20
Calmar ratio
The chart of Calmar ratio for USCI, currently valued at 0.91, compared to the broader market0.005.0010.0015.000.91
Martin ratio
The chart of Martin ratio for USCI, currently valued at 3.87, compared to the broader market0.0020.0040.0060.0080.003.87
AYX
Sharpe ratio
The chart of Sharpe ratio for AYX, currently valued at 0.74, compared to the broader market0.002.004.000.74
Sortino ratio
The chart of Sortino ratio for AYX, currently valued at 1.33, compared to the broader market-2.000.002.004.006.008.0010.001.33
Omega ratio
The chart of Omega ratio for AYX, currently valued at 1.23, compared to the broader market0.501.001.502.002.501.23
Calmar ratio
The chart of Calmar ratio for AYX, currently valued at 0.41, compared to the broader market0.005.0010.0015.000.41
Martin ratio
The chart of Martin ratio for AYX, currently valued at 2.23, compared to the broader market0.0020.0040.0060.0080.002.23

USCI vs. AYX - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2024FebruaryMarchAprilMay
1.17
0.74
USCI
AYX

Dividends

USCI vs. AYX - Dividend Comparison

Neither USCI nor AYX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

USCI vs. AYX - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-4.66%
-73.48%
USCI
AYX

Volatility

USCI vs. AYX - Volatility Comparison

United States Commodity Index Fund (USCI) has a higher volatility of 3.97% compared to Alteryx, Inc. (AYX) at 0.00%. This indicates that USCI's price experiences larger fluctuations and is considered to be riskier than AYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%December2024FebruaryMarchAprilMay
3.97%
0
USCI
AYX