V vs. BCD

Last updated Jul 11, 2026

V (Visa Inc.) is a stock, while BCD (abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF) is Commodities fund actively managed by Aberdeen. Over the past 5 years, V returned 8.72%/yr vs 10.85%/yr for BCD. At a 0.12 correlation, their price movements are largely independent.

Performance

V vs. BCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Visa Inc. (V) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, V achieves a -0.08% return, which is significantly lower than BCD's 13.57% return.

V

• 1D: 0.22%
• 1M: 8.05%
• 6M: 0.18%
• YTD: -0.08%
• 1Y: -1.17%
• 3Y*: 14.07%
• 5Y*: 8.72%
• 10Y*: 17.06%

BCD

• 1D: -0.07%
• 1M: -2.17%
• 6M: 10.98%
• YTD: 13.57%
• 1Y: 22.57%
• 3Y*: 11.12%
• 5Y*: 10.85%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

V vs. BCD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
V Visa Inc.	-0.08%	11.76%	22.32%	26.31%	-3.40%	-0.31%	17.12%	43.33%	16.49%	28.76%
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF	13.57%	15.71%	6.20%	-7.58%	18.38%	31.87%	4.76%	7.34%	-8.65%	3.83%

Correlation

The correlation between V and BCD is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.14
Correlation (3Y) Calculated over the trailing 3-year period	-0.06
Correlation (5Y) Calculated over the trailing 5-year period	0.06
Correlation (All Time) Calculated using the full available price history since Mar 31, 2017	0.13

The correlation between V and BCD shifts across timeframes, from -0.14 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

Return for Risk

V vs. BCD — Risk / Return Rank

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

V

V Risk / Return Rank: 40
V Sharpe Ratio Rank: 43
V Sortino Ratio Rank: 36
V Omega Ratio Rank: 35
V Calmar Ratio Rank: 43
V Martin Ratio Rank: 42

BCD

BCD Risk / Return Rank: 53
BCD Sharpe Ratio Rank: 60
BCD Sortino Ratio Rank: 56
BCD Omega Ratio Rank: 60
BCD Calmar Ratio Rank: 44
BCD Martin Ratio Rank: 47

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.

V vs. BCD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Visa Inc. (V) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). 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.

	V	BCD	Difference
Sharpe ratio: Return per unit of total volatility	-0.05	1.61	-1.67
Sortino ratio: Return per unit of downside risk	0.08	2.18	-2.10
Omega ratio: Gain probability vs. loss probability	1.01	1.29	-0.28
Calmar ratio: Return relative to maximum drawdown	-0.07	1.79	-1.85
Martin ratio: Return relative to average drawdown	-0.15	6.21	-6.35

V vs. BCD - Sharpe Ratio Comparison

The current V Sharpe Ratio is -0.05, which is lower than the BCD Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of V and BCD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

V vs. BCD - Drawdown Comparison

The maximum V drawdown since its inception was -51.90%, which is greater than BCD's maximum drawdown of -29.81%. Use the drawdown chart below to compare losses from any high point for V and BCD.

Drawdown Indicators

	V	BCD	Difference
Max Drawdown Largest peak-to-trough decline	-51.90%	-29.81%	-22.09%
Max Drawdown (1Y) Largest decline over 1 year	-17.18%	-12.70%	-4.48%
Max Drawdown (3Y) Largest decline over 3 years	-20.38%	-12.70%	-7.68%
Max Drawdown (5Y) Largest decline over 5 years	-28.60%	-23.03%	-5.57%
Max Drawdown (10Y) Largest decline over 10 years	-36.36%	—	—
Current Drawdown Current decline from peak	-5.78%	-9.11%	+3.33%
Average Drawdown Average peak-to-trough decline	-8.26%	-9.85%	+1.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.99%	3.64%	+4.35%

Volatility

V vs. BCD - Volatility Comparison

Visa Inc. (V) has a higher volatility of 6.37% compared to abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) at 4.04%. This indicates that V's price experiences larger fluctuations and is considered to be riskier than BCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	V	BCD	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.37%	4.04%	+2.33%
Volatility (6M) Calculated over the trailing 6-month period	17.34%	11.94%	+5.40%
Volatility (1Y) Calculated over the trailing 1-year period	21.68%	14.07%	+7.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.92%	15.38%	+7.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.41%	13.91%	+10.50%

Dividends

V vs. BCD - Dividend Comparison

V's dividend yield for the trailing twelve months is around 0.75%, less than BCD's 15.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF	15.16%	17.21%	3.60%	4.51%	5.21%	8.30%	1.29%	1.55%	1.59%	0.07%	0.00%	0.00%
V Visa Inc.	0.75%	0.70%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%

Frequently Asked Questions

Can I hold both V and BCD in my portfolio?

V and BCD have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, V or BCD?

V has higher volatility (6.37%) compared to BCD (4.04%). In terms of maximum drawdown, V dropped -51.90% vs BCD's -29.81%.

Which has better risk-adjusted returns?

BCD currently has the higher Sharpe Ratio (1.61 vs -0.05), 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.