Invesco DB Commodity Index (DBC): analysis and statistics
Return, volatility, Sharpe ratio and risk for Invesco DB Commodity Index, an S&P 500 component in the Macro sector. Data as of 2026-07-30.
| Last close price | $29.32 |
| Sector (GICS) | Macro |
| Annualized return (3.0 yr) | +10.77% |
| Total return over period | +35.71% |
| Annualized volatility | 16.72% |
| Sharpe ratio | 0.42 |
| Sortino ratio | 0.60 |
| Max drawdown | -16.54% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.43% |
| Correlation with the S&P 500 | 0.12 |
| Period range | $19.30 – $31.69 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Invesco DB Commodity Index (DBC) has posted an annualized return of +10.77% with annual volatility of 16.72%, a Sharpe ratio of 0.42. Its worst stretch (max drawdown from a peak) was -16.54%. Its correlation with the S&P 500 is 0.12, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how DBC would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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