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^BCOM vs. DBC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^BCOM and DBC is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

^BCOM vs. DBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bloomberg Commodity Index (^BCOM) and Invesco DB Commodity Index Tracking Fund (DBC). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%December2025FebruaryMarchAprilMay
-41.11%
4.40%
^BCOM
DBC

Key characteristics

Sharpe Ratio

^BCOM:

-0.03

DBC:

-0.31

Sortino Ratio

^BCOM:

-0.32

DBC:

-0.38

Omega Ratio

^BCOM:

0.96

DBC:

0.96

Calmar Ratio

^BCOM:

-0.06

DBC:

-0.11

Martin Ratio

^BCOM:

-0.55

DBC:

-0.92

Ulcer Index

^BCOM:

7.05%

DBC:

5.97%

Daily Std Dev

^BCOM:

12.90%

DBC:

16.04%

Max Drawdown

^BCOM:

-75.00%

DBC:

-76.36%

Current Drawdown

^BCOM:

-57.29%

DBC:

-47.54%

Returns By Period

In the year-to-date period, ^BCOM achieves a 2.90% return, which is significantly higher than DBC's -1.96% return. Over the past 10 years, ^BCOM has underperformed DBC with an annualized return of -0.17%, while DBC has yielded a comparatively higher 2.84% annualized return.


^BCOM

YTD

2.90%

1M

4.43%

6M

2.32%

1Y

-0.43%

5Y*

10.23%

10Y*

-0.17%

DBC

YTD

-1.96%

1M

3.97%

6M

-3.37%

1Y

-4.95%

5Y*

15.73%

10Y*

2.84%

*Annualized

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Risk-Adjusted Performance

^BCOM vs. DBC — Risk-Adjusted Performance Rank

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

^BCOM
The Risk-Adjusted Performance Rank of ^BCOM is 2020
Overall Rank
The Sharpe Ratio Rank of ^BCOM is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of ^BCOM is 1717
Sortino Ratio Rank
The Omega Ratio Rank of ^BCOM is 1717
Omega Ratio Rank
The Calmar Ratio Rank of ^BCOM is 2323
Calmar Ratio Rank
The Martin Ratio Rank of ^BCOM is 1919
Martin Ratio Rank

DBC
The Risk-Adjusted Performance Rank of DBC is 99
Overall Rank
The Sharpe Ratio Rank of DBC is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of DBC is 88
Sortino Ratio Rank
The Omega Ratio Rank of DBC is 88
Omega Ratio Rank
The Calmar Ratio Rank of DBC is 1414
Calmar Ratio Rank
The Martin Ratio Rank of DBC is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^BCOM vs. DBC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bloomberg Commodity Index (^BCOM) and Invesco DB Commodity Index Tracking Fund (DBC). 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.


The current ^BCOM Sharpe Ratio is -0.03, which is higher than the DBC Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of ^BCOM and DBC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2025FebruaryMarchAprilMay
-0.03
-0.31
^BCOM
DBC

Drawdowns

^BCOM vs. DBC - Drawdown Comparison

The maximum ^BCOM drawdown since its inception was -75.00%, roughly equal to the maximum DBC drawdown of -76.36%. Use the drawdown chart below to compare losses from any high point for ^BCOM and DBC. For additional features, visit the drawdowns tool.


-60.00%-55.00%-50.00%-45.00%December2025FebruaryMarchAprilMay
-57.29%
-47.54%
^BCOM
DBC

Volatility

^BCOM vs. DBC - Volatility Comparison

The current volatility for Bloomberg Commodity Index (^BCOM) is 4.19%, while Invesco DB Commodity Index Tracking Fund (DBC) has a volatility of 5.82%. This indicates that ^BCOM experiences smaller price fluctuations and is considered to be less risky than DBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2025FebruaryMarchAprilMay
4.19%
5.82%
^BCOM
DBC