PortfoliosLab logoPortfoliosLab logo
USCI vs. COMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USCI vs. COMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Commodity Index Fund (USCI) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with USCI having a 28.22% return and COMB slightly lower at 26.81%.


USCI

1D
0.11%
1M
-1.22%
YTD
28.22%
6M
26.35%
1Y
40.33%
3Y*
23.15%
5Y*
19.28%
10Y*
8.86%

COMB

1D
0.03%
1M
-2.98%
YTD
26.81%
6M
25.89%
1Y
38.86%
3Y*
16.31%
5Y*
11.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USCI vs. COMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USCI
United States Commodity Index Fund
28.22%17.63%17.24%-0.00%29.47%33.07%-11.47%-1.68%-11.76%9.56%
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
26.81%15.12%5.24%-7.75%14.56%26.34%-2.95%7.02%-11.41%4.98%

Correlation

The correlation between USCI and COMB is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (All Time)
Calculated using the full available price history since May 25, 2017

0.82

The correlation between USCI and COMB has been stable across timeframes, ranging from 0.82 to 0.83 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

USCI vs. COMB — Risk / Return Rank

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

USCI
USCI Risk / Return Rank: 7474
Overall Rank
USCI Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 6666
Sortino Ratio Rank
USCI Omega Ratio Rank: 6666
Omega Ratio Rank
USCI Calmar Ratio Rank: 8484
Calmar Ratio Rank
USCI Martin Ratio Rank: 8181
Martin Ratio Rank

COMB
COMB Risk / Return Rank: 7171
Overall Rank
COMB Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
COMB Sortino Ratio Rank: 6161
Sortino Ratio Rank
COMB Omega Ratio Rank: 6868
Omega Ratio Rank
COMB Calmar Ratio Rank: 8787
Calmar Ratio Rank
COMB Martin Ratio Rank: 7171
Martin Ratio Rank
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. COMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Commodity Index Fund (USCI) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). 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.


USCICOMBDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.41

1.41

-0.01

Calmar ratioReturn relative to maximum drawdown

4.64

5.08

-0.44

Martin ratioReturn relative to average drawdown

16.18

13.24

+2.94

USCI vs. COMB - Sharpe Ratio Comparison

The current USCI Sharpe Ratio is 2.43, which is comparable to the COMB Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of USCI and COMB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


USCICOMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

2.29

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

0.68

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.52

-0.22

Drawdowns

USCI vs. COMB - Drawdown Comparison

The maximum USCI drawdown since its inception was -66.41%, which is greater than COMB's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for USCI and COMB.


Loading charts...

Drawdown Indicators


USCICOMBDifference

Max Drawdown

Largest peak-to-trough decline

-66.41%

-33.50%

-32.91%

Max Drawdown (1Y)

Largest decline over 1 year

-8.73%

-7.69%

-1.04%

Max Drawdown (3Y)

Largest decline over 3 years

-12.01%

-11.35%

-0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-18.84%

-26.63%

+7.79%

Max Drawdown (10Y)

Largest decline over 10 years

-45.82%

Current Drawdown

Current decline from peak

-3.10%

-4.35%

+1.25%

Average Drawdown

Average peak-to-trough decline

-29.51%

-12.06%

-17.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.94%

-0.44%

Volatility

USCI vs. COMB - Volatility Comparison

The current volatility for United States Commodity Index Fund (USCI) is 4.51%, while GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) has a volatility of 5.14%. This indicates that USCI experiences smaller price fluctuations and is considered to be less risky than COMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


USCICOMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.51%

5.14%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

13.93%

14.99%

-1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

16.70%

17.02%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.44%

16.70%

+1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

15.13%

+0.72%

USCI vs. COMB - Expense Ratio Comparison

USCI has a 1.03% expense ratio, which is higher than COMB's 0.25% expense ratio.


Dividends

USCI vs. COMB - Dividend Comparison

USCI has not paid dividends to shareholders, while COMB's dividend yield for the trailing twelve months is around 7.14%.


PositionTTM202520242023202220212020201920182017
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
7.14%9.05%2.48%6.57%30.85%15.83%0.07%1.48%0.97%0.20%
USCI
United States Commodity Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


USCI and COMB have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COMB has higher volatility (5.14%) compared to USCI (4.51%). In terms of maximum drawdown, USCI dropped -66.41% vs COMB's -33.50%.

On 5-year performance, USCI leads with 19.28% vs 11.27% for COMB. On fees, COMB is cheaper at 0.25% per year. On volatility, USCI has been the lower-risk option at 4.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, USCI has performed better with a 19.28% return vs 11.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

COMB is cheaper with a 0.25% expense ratio, compared with 1.03% for USCI.

COMB has the higher dividend yield at 7.14%, compared with 0.00% for USCI.

They also come from different issuers: Concierge Technologies and GraniteShares. Their fees differ too: 1.03% for USCI and 0.25% for COMB.

USCI currently has the higher Sharpe Ratio (2.43 vs 2.29), 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.

Portfolio Optimizer

Find the right allocation for USCI and COMB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer