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^SPXEW vs. PFGC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.5

Performance

^SPXEW vs. PFGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Equal Weighted Index (^SPXEW) and Performance Food Group Company (PFGC). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
11.49%
30.82%
^SPXEW
PFGC

Key characteristics

Sharpe Ratio

^SPXEW:

1.88

PFGC:

1.50

Sortino Ratio

^SPXEW:

2.66

PFGC:

2.15

Omega Ratio

^SPXEW:

1.33

PFGC:

1.29

Calmar Ratio

^SPXEW:

2.79

PFGC:

1.76

Martin Ratio

^SPXEW:

10.27

PFGC:

4.60

Ulcer Index

^SPXEW:

2.11%

PFGC:

7.85%

Daily Std Dev

^SPXEW:

11.49%

PFGC:

24.02%

Max Drawdown

^SPXEW:

-60.83%

PFGC:

-78.85%

Current Drawdown

^SPXEW:

-2.35%

PFGC:

-1.63%

Returns By Period

In the year-to-date period, ^SPXEW achieves a 15.75% return, which is significantly lower than PFGC's 28.84% return.


^SPXEW

YTD

15.75%

1M

-0.57%

6M

11.49%

1Y

20.56%

5Y (annualized)

9.96%

10Y (annualized)

8.98%

PFGC

YTD

28.84%

1M

3.63%

6M

30.82%

1Y

34.17%

5Y (annualized)

13.89%

10Y (annualized)

N/A

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for ^SPXEW, currently valued at 1.88, compared to the broader market-1.000.001.002.001.881.50
The chart of Sortino ratio for ^SPXEW, currently valued at 2.66, compared to the broader market-1.000.001.002.003.004.002.662.15
The chart of Omega ratio for ^SPXEW, currently valued at 1.33, compared to the broader market1.001.201.401.601.331.29
The chart of Calmar ratio for ^SPXEW, currently valued at 2.79, compared to the broader market0.001.002.003.004.002.791.76
The chart of Martin ratio for ^SPXEW, currently valued at 10.27, compared to the broader market0.005.0010.0015.0020.0010.274.60
^SPXEW
PFGC

The current ^SPXEW Sharpe Ratio is 1.88, which is comparable to the PFGC Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of ^SPXEW and PFGC, 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.88
1.50
^SPXEW
PFGC

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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.35%
-1.63%
^SPXEW
PFGC

Volatility

^SPXEW vs. PFGC - Volatility Comparison

The current volatility for S&P 500 Equal Weighted Index (^SPXEW) is 2.63%, while Performance Food Group Company (PFGC) has a volatility of 6.02%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
2.63%
6.02%
^SPXEW
PFGC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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