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USCI vs. TALO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USCI vs. TALO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Commodity Index Fund (USCI) and Talos Energy Inc. (TALO). 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 30.16% return, which is significantly lower than TALO's 37.75% return.


USCI

1D
0.05%
1M
9.30%
6M
19.52%
YTD
30.16%
1Y
35.83%
3Y*
19.78%
5Y*
19.95%
10Y*
9.20%
ALL TIME*
4.50%

TALO

1D
3.97%
1M
12.69%
6M
27.35%
YTD
37.75%
1Y
77.54%
3Y*
-1.68%
5Y*
5.64%
10Y*
ALL TIME*
-9.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$29.89M$27.79M$28.88M
$1.01M$1.13M$1.88M

USCI vs. TALO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
USCI
United States Commodity Index Fund
30.16%17.63%17.24%0.00%29.47%33.07%-11.47%-1.68%-15.87%
TALO
Talos Energy Inc.
37.75%13.49%-31.76%-24.63%92.65%18.93%-72.67%84.74%-53.37%

Correlation

The correlation between USCI and TALO is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.53

Correlation (3Y)
Balances recent behavior with more history.

0.48

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.49

Correlation (All Time)
Calculated using the full available price history since May 10, 2018

0.44

The correlation between USCI and TALO has been stable across timeframes, ranging from 0.44 to 0.53 - a consistent structural relationship.

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Return for Risk

USCI vs. TALO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

USCI
USCI Risk / Return Rank: 8484
Overall Rank
USCI Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 8484
Sortino Ratio Rank
USCI Omega Ratio Rank: 8484
Omega Ratio Rank
USCI Calmar Ratio Rank: 8585
Calmar Ratio Rank
USCI Martin Ratio Rank: 8080
Martin Ratio Rank

TALO
TALO Risk / Return Rank: 8585
Overall Rank
TALO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TALO Sortino Ratio Rank: 8080
Sortino Ratio Rank
TALO Omega Ratio Rank: 7979
Omega Ratio Rank
TALO Calmar Ratio Rank: 9090
Calmar Ratio Rank
TALO Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

USCI vs. TALO - Risk-Adjusted Trends Comparison

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


USCITALODifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.78

Omega ratioGain probability vs. loss probability

1.36

1.25

+0.10

Calmar ratioReturn relative to maximum drawdown

3.22

3.51

-0.30

Martin ratioReturn relative to average drawdown

10.29

9.46

+0.83

USCI vs. TALO - Sharpe Ratio Comparison

The current USCI Sharpe Ratio is 2.10, which is higher than the TALO Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of USCI and TALO, 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. TALO - Drawdown Comparison

The maximum USCI drawdown since its inception was -66.41%, smaller than the maximum TALO drawdown of -86.34%. Use the drawdown chart below to compare losses from any high point for USCI and TALO.


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Drawdown Indicators


USCITALODifference

Max Drawdown

Largest peak-to-trough decline

-66.41%

-86.34%

+19.93%

Max Drawdown (1Y)

Largest decline over 1 year

-11.19%

-22.18%

+10.99%

Max Drawdown (3Y)

Largest decline over 3 years

-12.01%

-63.16%

+51.15%

Max Drawdown (5Y)

Largest decline over 5 years

-18.84%

-74.63%

+55.79%

Max Drawdown (10Y)

Largest decline over 10 years

-45.82%

Current Drawdown

Current decline from peak

-1.85%

-59.49%

+57.64%

Average Drawdown

Average peak-to-trough decline

-29.27%

-58.62%

+29.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

8.35%

-4.85%

Volatility

USCI vs. TALO - Volatility Comparison

The current volatility for United States Commodity Index Fund (USCI) is 5.30%, while Talos Energy Inc. (TALO) has a volatility of 15.93%. This indicates that USCI experiences smaller price fluctuations and is considered to be less risky than TALO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USCITALODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

15.93%

-10.63%

Volatility (6M)

Calculated over the trailing 6-month period

14.27%

39.84%

-25.57%

Volatility (1Y)

Calculated over the trailing 1-year period

17.21%

49.93%

-32.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.42%

55.62%

-37.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.91%

64.18%

-48.27%

Dividends

USCI vs. TALO - Dividend Comparison

Neither USCI nor TALO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


USCI and TALO have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TALO has higher volatility (15.93%) compared to USCI (5.30%). In terms of maximum drawdown, USCI dropped -66.41% vs TALO's -86.34%.

USCI currently has the higher Sharpe Ratio (2.10 vs 1.57), 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 TALO

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