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USCI vs. SNOW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USCI vs. SNOW - Performance Comparison

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

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Returns By Period

In the year-to-date period, USCI achieves a 23.68% return, which is significantly higher than SNOW's 19.19% return.


USCI

1D
-0.50%
1M
-0.05%
6M
22.70%
YTD
23.68%
1Y
28.10%
3Y*
20.39%
5Y*
19.25%
10Y*
8.41%

SNOW

1D
-2.26%
1M
8.76%
6M
19.33%
YTD
19.19%
1Y
24.00%
3Y*
14.97%
5Y*
-0.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USCI vs. SNOW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
USCI
United States Commodity Index Fund
23.68%17.63%17.24%-0.00%29.47%33.07%8.07%
SNOW
Snowflake Inc.
19.19%42.06%-22.41%38.64%-57.63%20.38%14.86%

Correlation

The correlation between USCI and SNOW is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.07

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

0.09

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2020

0.10

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Return for Risk

USCI vs. SNOW — Risk / Return Rank

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

USCI
USCI Risk / Return Rank: 6565
Overall Rank
USCI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 6565
Sortino Ratio Rank
USCI Omega Ratio Rank: 6262
Omega Ratio Rank
USCI Calmar Ratio Rank: 6767
Calmar Ratio Rank
USCI Martin Ratio Rank: 6161
Martin Ratio Rank

SNOW
SNOW Risk / Return Rank: 5858
Overall Rank
SNOW Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SNOW Sortino Ratio Rank: 6161
Sortino Ratio Rank
SNOW Omega Ratio Rank: 6060
Omega Ratio Rank
SNOW Calmar Ratio Rank: 5555
Calmar Ratio Rank
SNOW Martin Ratio Rank: 5555
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. SNOW - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


USCISNOWDifference
Sharpe ratioReturn per unit of total volatility

+1.43

Sortino ratioReturn per unit of downside risk

+1.33

Omega ratioGain probability vs. loss probability

1.30

1.14

+0.17

Calmar ratioReturn relative to maximum drawdown

2.67

0.39

+2.28

Martin ratioReturn relative to average drawdown

8.50

0.84

+7.65

USCI vs. SNOW - Sharpe Ratio Comparison

The current USCI Sharpe Ratio is 1.77, which is higher than the SNOW Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of USCI and SNOW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

USCI vs. SNOW - Drawdown Comparison

The maximum USCI drawdown since its inception was -66.41%, smaller than the maximum SNOW drawdown of -72.99%. Use the drawdown chart below to compare losses from any high point for USCI and SNOW.


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Drawdown Indicators


USCISNOWDifference

Max Drawdown

Largest peak-to-trough decline

-66.41%

-72.99%

+6.58%

Max Drawdown (1Y)

Largest decline over 1 year

-11.19%

-56.30%

+45.11%

Max Drawdown (3Y)

Largest decline over 3 years

-12.01%

-56.30%

+44.29%

Max Drawdown (5Y)

Largest decline over 5 years

-18.84%

-72.99%

+54.15%

Max Drawdown (10Y)

Largest decline over 10 years

-45.82%

Current Drawdown

Current decline from peak

-6.52%

-34.94%

+28.42%

Average Drawdown

Average peak-to-trough decline

-29.37%

-48.89%

+19.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

26.10%

-22.59%

Volatility

USCI vs. SNOW - Volatility Comparison

The current volatility for United States Commodity Index Fund (USCI) is 4.94%, while Snowflake Inc. (SNOW) has a volatility of 12.19%. This indicates that USCI experiences smaller price fluctuations and is considered to be less risky than SNOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USCISNOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

12.19%

-7.25%

Volatility (6M)

Calculated over the trailing 6-month period

14.42%

53.30%

-38.88%

Volatility (1Y)

Calculated over the trailing 1-year period

16.91%

66.06%

-49.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.40%

61.97%

-43.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.88%

62.49%

-46.61%

Dividends

USCI vs. SNOW - Dividend Comparison

Neither USCI nor SNOW has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


USCI and SNOW have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNOW has higher volatility (12.19%) compared to USCI (4.94%). In terms of maximum drawdown, USCI dropped -66.41% vs SNOW's -72.99%.

USCI currently has the higher Sharpe Ratio (1.77 vs 0.33), 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 SNOW

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

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