USCI vs. AYX

Last updated Apr 1, 2026

Compare and contrast key facts about United States Commodity Index Fund (USCI) and Alteryx, Inc. (AYX).

USCI is a passively managed fund by Concierge Technologies that tracks the performance of the SummerHaven Dynamic Commodity (TR). It was launched on Aug 10, 2010.

Performance

USCI vs. AYX - Performance Comparison

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

USCI vs. AYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
USCI United States Commodity Index Fund	22.82%	17.63%	17.24%	-0.00%	29.47%	33.07%	-11.47%	-1.68%	-11.76%	8.63%
AYX Alteryx, Inc.	0.00%	0.00%	2.33%	-6.93%	-16.25%	-50.32%	21.70%	68.27%	135.34%	63.03%

Returns By Period

USCI

• 1D: -0.70%
• 1M: 11.64%
• YTD: 22.82%
• 6M: 22.37%
• 1Y: 32.16%
• 3Y*: 20.66%
• 5Y*: 21.59%
• 10Y*: 9.00%

AYX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

USCI vs. AYX — Risk / Return Rank

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

USCI

USCI Risk / Return Rank: 86
USCI Sharpe Ratio Rank: 87
USCI Sortino Ratio Rank: 86
USCI Omega Ratio Rank: 81
USCI Calmar Ratio Rank: 88
USCI Martin Ratio Rank: 85

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. AYX - Risk-Adjusted Trends 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	AYX	Difference
Sharpe ratio Return per unit of total volatility	1.76	—	—
Sortino ratio Return per unit of downside risk	2.28	—	—
Omega ratio Gain probability vs. loss probability	1.30	—	—
Calmar ratio Return relative to maximum drawdown	2.76	—	—
Martin ratio Return relative to average drawdown	9.39	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	USCI	AYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.76	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.18	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	—	—

Correlation

The correlation between USCI and AYX is 0.11, 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.

Dividends

USCI vs. AYX - Dividend Comparison

Neither USCI nor AYX has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	USCI	AYX	Difference
Max Drawdown Largest peak-to-trough decline	-66.41%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-12.01%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-18.84%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-45.82%	—	—
Current Drawdown Current decline from peak	-0.70%	—	—
Average Drawdown Average peak-to-trough decline	-29.82%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.53%	—	—

Volatility

Volatility by Period

	USCI	AYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.98%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.85%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.38%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.42%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.78%	—	—