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

Correlation

The correlation between USCI and AYX is 0.12, 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.


-0.50.00.51.00.1

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.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
9.71%
0
USCI
AYX

Key characteristics

Returns By Period


USCI

YTD

4.08%

1M

3.17%

6M

9.96%

1Y

20.47%

5Y*

13.78%

10Y*

3.94%

AYX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

USCI vs. AYX — Risk-Adjusted Performance Rank

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

USCI
The Risk-Adjusted Performance Rank of USCI is 6666
Overall Rank
The Sharpe Ratio Rank of USCI is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of USCI is 7474
Sortino Ratio Rank
The Omega Ratio Rank of USCI is 7070
Omega Ratio Rank
The Calmar Ratio Rank of USCI is 4747
Calmar Ratio Rank
The Martin Ratio Rank of USCI is 6464
Martin Ratio Rank

AYX
The Risk-Adjusted Performance Rank of AYX is 3838
Overall Rank
The Sharpe Ratio Rank of AYX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of AYX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of AYX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of AYX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of AYX is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for USCI, currently valued at 1.65, compared to the broader market0.002.004.001.652.42
The chart of Sortino ratio for USCI, currently valued at 2.31, compared to the broader market-2.000.002.004.006.008.0010.002.315.55
The chart of Omega ratio for USCI, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.282.70
The chart of Calmar ratio for USCI, currently valued at 2.18, compared to the broader market0.005.0010.0015.002.180.03
The chart of Martin ratio for USCI, currently valued at 6.65, compared to the broader market0.0020.0040.0060.0080.00100.006.6549.81
USCI
AYX


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.65
2.42
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%AugustSeptemberOctoberNovemberDecember2025
-0.64%
-73.48%
USCI
AYX

Volatility

USCI vs. AYX - Volatility Comparison

United States Commodity Index Fund (USCI) has a higher volatility of 3.64% 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%1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
3.64%
0
USCI
AYX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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