PortfoliosLab logo
ACO-X.TO vs. PDI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ACO-X.TO and PDI is 0.37, 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

ACO-X.TO vs. PDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ATCO Ltd (ACO-X.TO) and PIMCO Dynamic Income Fund (PDI). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

ACO-X.TO:

2.12

PDI:

0.75

Sortino Ratio

ACO-X.TO:

2.95

PDI:

0.96

Omega Ratio

ACO-X.TO:

1.36

PDI:

1.24

Calmar Ratio

ACO-X.TO:

2.30

PDI:

0.87

Martin Ratio

ACO-X.TO:

9.96

PDI:

3.06

Ulcer Index

ACO-X.TO:

3.31%

PDI:

4.11%

Daily Std Dev

ACO-X.TO:

15.40%

PDI:

17.37%

Max Drawdown

ACO-X.TO:

-84.73%

PDI:

-46.47%

Current Drawdown

ACO-X.TO:

-2.20%

PDI:

-2.98%

Fundamentals

Returns By Period

In the year-to-date period, ACO-X.TO achieves a 7.64% return, which is significantly lower than PDI's 8.88% return. Over the past 10 years, ACO-X.TO has underperformed PDI with an annualized return of 5.35%, while PDI has yielded a comparatively higher 8.06% annualized return.


ACO-X.TO

YTD

7.64%

1M

6.29%

6M

8.43%

1Y

30.78%

5Y*

10.76%

10Y*

5.35%

PDI

YTD

8.88%

1M

7.27%

6M

3.01%

1Y

13.22%

5Y*

9.26%

10Y*

8.06%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ACO-X.TO vs. PDI — Risk-Adjusted Performance Rank

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

ACO-X.TO
The Risk-Adjusted Performance Rank of ACO-X.TO is 9494
Overall Rank
The Sharpe Ratio Rank of ACO-X.TO is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of ACO-X.TO is 9494
Sortino Ratio Rank
The Omega Ratio Rank of ACO-X.TO is 9292
Omega Ratio Rank
The Calmar Ratio Rank of ACO-X.TO is 9595
Calmar Ratio Rank
The Martin Ratio Rank of ACO-X.TO is 9595
Martin Ratio Rank

PDI
The Risk-Adjusted Performance Rank of PDI is 7777
Overall Rank
The Sharpe Ratio Rank of PDI is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of PDI is 6565
Sortino Ratio Rank
The Omega Ratio Rank of PDI is 8181
Omega Ratio Rank
The Calmar Ratio Rank of PDI is 8282
Calmar Ratio Rank
The Martin Ratio Rank of PDI is 8080
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.

ACO-X.TO vs. PDI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ATCO Ltd (ACO-X.TO) and PIMCO Dynamic Income Fund (PDI). 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 ACO-X.TO Sharpe Ratio is 2.12, which is higher than the PDI Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of ACO-X.TO and PDI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

ACO-X.TO vs. PDI - Dividend Comparison

ACO-X.TO's dividend yield for the trailing twelve months is around 3.89%, less than PDI's 12.75% yield.


TTM20242023202220212020201920182017201620152014
ACO-X.TO
ATCO Ltd
3.89%4.12%4.97%4.34%4.22%4.80%3.25%3.90%2.91%2.55%2.77%1.80%
PDI
PIMCO Dynamic Income Fund
12.75%14.45%14.74%17.84%10.21%10.01%9.45%10.78%8.81%14.79%15.08%13.43%

Drawdowns

ACO-X.TO vs. PDI - Drawdown Comparison

The maximum ACO-X.TO drawdown since its inception was -84.73%, which is greater than PDI's maximum drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for ACO-X.TO and PDI. For additional features, visit the drawdowns tool.


Loading data...

Volatility

ACO-X.TO vs. PDI - Volatility Comparison

The current volatility for ATCO Ltd (ACO-X.TO) is 4.39%, while PIMCO Dynamic Income Fund (PDI) has a volatility of 6.68%. This indicates that ACO-X.TO experiences smaller price fluctuations and is considered to be less risky than PDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

ACO-X.TO vs. PDI - Financials Comparison

This section allows you to compare key financial metrics between ATCO Ltd and PIMCO Dynamic Income Fund. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


900.00M1.00B1.10B1.20B1.30B1.40B20212022202320242025
1.41B
(ACO-X.TO) Total Revenue
(PDI) Total Revenue
Please note, different currencies. ACO-X.TO values in CAD, PDI values in USD