USCI vs. TALO
USCI (United States Commodity Index Fund) is Commodities fund tracking the SummerHaven Dynamic Commodity Index Total Return, while TALO (Talos Energy Inc.) is a stock. Over the past 5 years, USCI returned 19.25%/yr vs -1.47%/yr for TALO. At a 0.44 correlation, their price movements are largely independent.
Performance
USCI vs. TALO - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with USCI having a 23.68% return and TALO slightly lower at 22.50%.
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%
TALO
- 1D
- -1.68%
- 1M
- -8.78%
- 6M
- 24.54%
- YTD
- 22.50%
- 1Y
- 47.86%
- 3Y*
- -1.99%
- 5Y*
- -1.47%
- 10Y*
- —
USCI vs. TALO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
USCI United States Commodity Index Fund | 23.68% | 17.63% | 17.24% | -0.00% | 29.47% | 33.07% | -11.47% | -1.68% | -15.87% |
TALO Talos Energy Inc. | 22.50% | 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 share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year 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
USCI
TALO
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.
| USCI | TALO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.19 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 2.24 | +0.43 |
| Martin ratioReturn relative to average drawdown | 8.50 | 6.02 | +2.48 |
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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
| USCI | TALO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.52% | -63.97% | +57.45% |
Average DrawdownAverage peak-to-trough decline | -29.37% | -58.61% | +29.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 8.25% | -4.74% |
Volatility
USCI vs. TALO - Volatility Comparison
The current volatility for United States Commodity Index Fund (USCI) is 4.94%, while Talos Energy Inc. (TALO) has a volatility of 14.27%. 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
| USCI | TALO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 14.27% | -9.33% |
Volatility (6M)Calculated over the trailing 6-month period | 14.42% | 38.68% | -24.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.91% | 49.11% | -32.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.40% | 55.73% | -37.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 64.23% | -48.35% |
Dividends
USCI vs. TALO - Dividend Comparison
Neither USCI nor TALO has paid dividends to shareholders.
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 (14.27%) compared to USCI (4.94%). In terms of maximum drawdown, USCI dropped -66.41% vs TALO's -86.34%.
USCI currently has the higher Sharpe Ratio (1.77 vs 1.01), 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.
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