USCI vs. BTC-USD
Compare and contrast key facts about United States Commodity Index Fund (USCI) and Bitcoin (BTC-USD).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USCI or BTC-USD.
Key characteristics
| USCI | BTC-USD | |
|---|---|---|
| YTD Return | 11.37% | 114.32% |
| 1Y Return | 6.74% | 154.90% |
| 3Y Return (Ann) | 12.62% | 11.43% |
| 5Y Return (Ann) | 11.78% | 60.55% |
| 10Y Return (Ann) | 1.48% | 72.52% |
| Sharpe Ratio | 0.52 | 1.07 |
| Sortino Ratio | 0.79 | 1.78 |
| Omega Ratio | 1.09 | 1.17 |
| Calmar Ratio | 0.28 | 0.91 |
| Martin Ratio | 1.88 | 4.39 |
| Ulcer Index | 3.66% | 13.18% |
| Daily Std Dev | 13.31% | 44.55% |
| Max Drawdown | -66.41% | -93.07% |
| Current Drawdown | -14.14% | 0.00% |
Correlation
The correlation between USCI and BTC-USD is 0.04, 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. BTC-USD - Performance Comparison
In the year-to-date period, USCI achieves a 11.37% return, which is significantly lower than BTC-USD's 114.32% return. Over the past 10 years, USCI has underperformed BTC-USD with an annualized return of 1.48%, while BTC-USD has yielded a comparatively higher 72.52% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
USCI vs. BTC-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for United States Commodity Index Fund (USCI) and Bitcoin (BTC-USD). 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.
Drawdowns
USCI vs. BTC-USD - Drawdown Comparison
The maximum USCI drawdown since its inception was -66.41%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for USCI and BTC-USD. For additional features, visit the drawdowns tool.
Volatility
USCI vs. BTC-USD - Volatility Comparison
The current volatility for United States Commodity Index Fund (USCI) is 4.31%, while Bitcoin (BTC-USD) has a volatility of 15.70%. This indicates that USCI experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.