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YCA.L vs. COMM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YCA.L vs. COMM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Yellow Cake plc (YCA.L) and iShares Diversified Commodity Swap UCITS ETF (COMM.L). The values are adjusted to include any dividend payments, if applicable.

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

YCA.L vs. COMM.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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

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

YCA.L
YCA.L Risk / Return Rank: 5555
Overall Rank
YCA.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
YCA.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
YCA.L Omega Ratio Rank: 5050
Omega Ratio Rank
YCA.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
YCA.L Martin Ratio Rank: 5656
Martin Ratio Rank

COMM.L
COMM.L Risk / Return Rank: 6868
Overall Rank
COMM.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
COMM.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
COMM.L Omega Ratio Rank: 6565
Omega Ratio Rank
COMM.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
COMM.L Martin Ratio Rank: 6767
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.

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.LCOMM.LDifference
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

YCA.L vs. COMM.L - Sharpe Ratio Comparison

The current YCA.L Sharpe Ratio is 0.49, which is lower than the COMM.L Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of YCA.L and COMM.L, 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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Sharpe Ratios by Period


YCA.LCOMM.LDifference

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.LCOMM.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-23.04%

-3.76%

-19.28%

Average Drawdown

Average peak-to-trough decline

-17.56%

-12.16%

-5.40%

Ulcer Index

Depth 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.LCOMM.LDifference

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.


Tickers have no history of dividend payments

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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