YCA.L vs. COMM.L
YCA.L (Yellow Cake plc) is a stock, while COMM.L (iShares Diversified Commodity Swap UCITS ETF) is Commodities fund tracking the Bloomberg Commodity. Over the past 5 years, YCA.L returned 15.73%/yr vs 12.56%/yr for COMM.L. At a 0.12 correlation, their price movements are largely independent.
Performance
YCA.L vs. COMM.L - Performance Comparison
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Returns By Period
In the year-to-date period, YCA.L achieves a -3.21% return, which is significantly lower than COMM.L's 26.50% return.
YCA.L
- 1D
- -2.88%
- 1M
- -4.90%
- YTD
- -3.21%
- 6M
- 6.51%
- 1Y
- 17.18%
- 3Y*
- 10.18%
- 5Y*
- 15.73%
- 10Y*
- —
COMM.L
- 1D
- 0.70%
- 1M
- -0.33%
- YTD
- 26.50%
- 6M
- 24.77%
- 1Y
- 40.42%
- 3Y*
- 13.56%
- 5Y*
- 12.56%
- 10Y*
- —
YCA.L vs. COMM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
YCA.L Yellow Cake plc | -3.21% | 18.45% | -19.19% | 65.11% | 10.18% | 36.55% | 23.88% | -12.23% | 12.25% |
COMM.L iShares Diversified Commodity Swap UCITS ETF | 26.50% | 8.53% | 6.19% | -12.55% | 28.34% | 29.04% | -7.09% | 2.79% | -5.20% |
Correlation
The correlation between YCA.L and COMM.L is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2018 | 0.12 |
The correlation between YCA.L and COMM.L shifts across timeframes, from 0.03 (1 year) to 0.16 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
YCA.L vs. COMM.L — Risk / Return Rank
YCA.L
COMM.L
YCA.L vs. COMM.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Yellow Cake plc (YCA.L) and iShares Diversified Commodity Swap UCITS ETF (COMM.L). 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.
| YCA.L | COMM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.68 | ||
| Sortino ratioReturn per unit of downside risk | -1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.40 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 5.37 | -4.63 |
| Martin ratioReturn relative to average drawdown | 1.54 | 12.27 | -10.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| YCA.L | COMM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 2.17 | -1.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.76 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.52 | -0.12 |
Drawdowns
YCA.L vs. COMM.L - Drawdown Comparison
The maximum YCA.L drawdown since its inception was -48.15%, which is greater than COMM.L's maximum drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for YCA.L and COMM.L.
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Drawdown Indicators
| YCA.L | COMM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.15% | -28.49% | -19.66% |
Max Drawdown (1Y)Largest decline over 1 year | -23.13% | -7.49% | -15.64% |
Max Drawdown (3Y)Largest decline over 3 years | -48.15% | -14.73% | -33.42% |
Max Drawdown (5Y)Largest decline over 5 years | -48.15% | -28.49% | -19.66% |
Current DrawdownCurrent decline from peak | -23.04% | -3.76% | -19.28% |
Average DrawdownAverage peak-to-trough decline | -17.56% | -12.16% | -5.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.11% | 3.28% | +7.83% |
Volatility
YCA.L vs. COMM.L - Volatility Comparison
Yellow Cake plc (YCA.L) has a higher volatility of 9.21% compared to iShares Diversified Commodity Swap UCITS ETF (COMM.L) at 6.13%. This indicates that YCA.L's price experiences larger fluctuations and is considered to be riskier than COMM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YCA.L | COMM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.21% | 6.13% | +3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 22.02% | 16.37% | +5.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.07% | 18.53% | +16.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.29% | 16.50% | +20.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.88% | 15.37% | +19.51% |
Dividends
YCA.L vs. COMM.L - Dividend Comparison
Neither YCA.L nor COMM.L has paid dividends to shareholders.
Frequently Asked Questions
YCA.L and COMM.L have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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