^SPXEW vs. PFGC
Compare and contrast key facts about S&P 500 Equal Weighted Index (^SPXEW) and Performance Food Group Company (PFGC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SPXEW or PFGC.
Key characteristics
| ^SPXEW | PFGC | |
|---|---|---|
| YTD Return | 14.97% | 20.14% |
| 1Y Return | 27.00% | 48.07% |
| 3Y Return (Ann) | 5.23% | 20.66% |
| 5Y Return (Ann) | 11.04% | 14.14% |
| Sharpe Ratio | 2.27 | 2.16 |
| Sortino Ratio | 3.16 | 2.87 |
| Omega Ratio | 1.40 | 1.39 |
| Calmar Ratio | 1.49 | 2.49 |
| Martin Ratio | 12.19 | 6.52 |
| Ulcer Index | 2.27% | 7.82% |
| Daily Std Dev | 12.18% | 23.59% |
| Max Drawdown | -60.83% | -78.85% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between ^SPXEW and PFGC is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
^SPXEW vs. PFGC - Performance Comparison
In the year-to-date period, ^SPXEW achieves a 14.97% return, which is significantly lower than PFGC's 20.14% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^SPXEW vs. PFGC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 500 Equal Weighted Index (^SPXEW) and Performance Food Group Company (PFGC). 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.
Drawdowns
^SPXEW vs. PFGC - Drawdown Comparison
The maximum ^SPXEW drawdown since its inception was -60.83%, smaller than the maximum PFGC drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for ^SPXEW and PFGC. For additional features, visit the drawdowns tool.
Volatility
^SPXEW vs. PFGC - Volatility Comparison
The current volatility for S&P 500 Equal Weighted Index (^SPXEW) is 2.72%, while Performance Food Group Company (PFGC) has a volatility of 4.29%. This indicates that ^SPXEW experiences smaller price fluctuations and is considered to be less risky than PFGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.