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B vs. COWZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between B and COWZ is 0.16, 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

B vs. COWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barnes Group Inc. (B) and Pacer US Cash Cows 100 ETF (COWZ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

B:

0.43

COWZ:

-0.06

Sortino Ratio

B:

0.75

COWZ:

0.09

Omega Ratio

B:

1.09

COWZ:

1.01

Calmar Ratio

B:

0.20

COWZ:

-0.03

Martin Ratio

B:

1.00

COWZ:

-0.10

Ulcer Index

B:

12.88%

COWZ:

7.31%

Daily Std Dev

B:

35.46%

COWZ:

19.44%

Max Drawdown

B:

-88.51%

COWZ:

-38.63%

Current Drawdown

B:

-55.44%

COWZ:

-11.92%

Returns By Period

In the year-to-date period, B achieves a 24.97% return, which is significantly higher than COWZ's -4.72% return.


B

YTD

24.97%

1M

4.62%

6M

10.75%

1Y

14.55%

3Y*

0.47%

5Y*

-1.70%

10Y*

6.79%

COWZ

YTD

-4.72%

1M

1.94%

6M

-11.23%

1Y

-2.88%

3Y*

4.19%

5Y*

17.54%

10Y*

N/A

*Annualized

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Barnes Group Inc.

Pacer US Cash Cows 100 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

B vs. COWZ — Risk-Adjusted Performance Rank

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

B
The Risk-Adjusted Performance Rank of B is 6161
Overall Rank
The Sharpe Ratio Rank of B is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of B is 5858
Sortino Ratio Rank
The Omega Ratio Rank of B is 5656
Omega Ratio Rank
The Calmar Ratio Rank of B is 6161
Calmar Ratio Rank
The Martin Ratio Rank of B is 6464
Martin Ratio Rank

COWZ
The Risk-Adjusted Performance Rank of COWZ is 1414
Overall Rank
The Sharpe Ratio Rank of COWZ is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of COWZ is 1414
Sortino Ratio Rank
The Omega Ratio Rank of COWZ is 1414
Omega Ratio Rank
The Calmar Ratio Rank of COWZ is 1414
Calmar Ratio Rank
The Martin Ratio Rank of COWZ is 1414
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.

B vs. COWZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Barnes Group Inc. (B) and Pacer US Cash Cows 100 ETF (COWZ). 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 B Sharpe Ratio is 0.43, which is higher than the COWZ Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of B and COWZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

B vs. COWZ - Dividend Comparison

B's dividend yield for the trailing twelve months is around 2.09%, more than COWZ's 1.89% yield.


TTM20242023202220212020201920182017201620152014
B
Barnes Group Inc.
2.09%2.58%2.21%3.78%4.11%1.36%0.70%1.40%0.83%0.50%1.90%1.87%
COWZ
Pacer US Cash Cows 100 ETF
1.89%1.82%1.92%1.96%1.48%2.54%1.96%1.67%1.94%0.13%0.00%0.00%

Drawdowns

B vs. COWZ - Drawdown Comparison

The maximum B drawdown since its inception was -88.51%, which is greater than COWZ's maximum drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for B and COWZ.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

B vs. COWZ - Volatility Comparison

Barnes Group Inc. (B) has a higher volatility of 11.10% compared to Pacer US Cash Cows 100 ETF (COWZ) at 5.41%. This indicates that B's price experiences larger fluctuations and is considered to be riskier than COWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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