PortfoliosLab logoPortfoliosLab logo
BUL vs. COWZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BUL vs. COWZ - Performance Comparison

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

Loading graphics...

BUL vs. COWZ - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BUL
Pacer US Cash Cows Growth ETF
-0.64%19.18%27.39%3.68%-16.18%32.48%27.26%4.81%
COWZ
Pacer US Cash Cows 100 ETF
3.91%8.98%10.64%14.73%0.19%42.57%11.65%5.95%

Returns By Period

In the year-to-date period, BUL achieves a -0.64% return, which is significantly lower than COWZ's 3.91% return.


BUL

1D
1.26%
1M
-4.08%
YTD
-0.64%
6M
3.80%
1Y
25.03%
3Y*
17.35%
5Y*
9.31%
10Y*

COWZ

1D
-0.37%
1M
-3.51%
YTD
3.91%
6M
9.24%
1Y
16.64%
3Y*
12.12%
5Y*
10.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


BUL vs. COWZ - Expense Ratio Comparison

BUL has a 0.60% expense ratio, which is higher than COWZ's 0.49% expense ratio.


Return for Risk

BUL vs. COWZ — Risk / Return Rank

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

BUL
BUL Risk / Return Rank: 6565
Overall Rank
BUL Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BUL Sortino Ratio Rank: 6565
Sortino Ratio Rank
BUL Omega Ratio Rank: 6060
Omega Ratio Rank
BUL Calmar Ratio Rank: 6868
Calmar Ratio Rank
BUL Martin Ratio Rank: 7373
Martin Ratio Rank

COWZ
COWZ Risk / Return Rank: 5151
Overall Rank
COWZ Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
COWZ Sortino Ratio Rank: 5252
Sortino Ratio Rank
COWZ Omega Ratio Rank: 5454
Omega Ratio Rank
COWZ Calmar Ratio Rank: 4444
Calmar Ratio Rank
COWZ Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BUL vs. COWZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer US Cash Cows Growth ETF (BUL) 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.


BULCOWZDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.96

+0.13

Sortino ratio

Return per unit of downside risk

1.70

1.43

+0.27

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

1.83

1.20

+0.63

Martin ratio

Return relative to average drawdown

8.06

5.59

+2.47

BUL vs. COWZ - Sharpe Ratio Comparison

The current BUL Sharpe Ratio is 1.08, which is comparable to the COWZ Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of BUL 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.


Loading graphics...

Sharpe Ratios by Period


BULCOWZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.96

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.62

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.63

-0.10

Correlation

The correlation between BUL and COWZ is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BUL vs. COWZ - Dividend Comparison

BUL's dividend yield for the trailing twelve months is around 0.25%, less than COWZ's 2.07% yield.


TTM2025202420232022202120202019201820172016
BUL
Pacer US Cash Cows Growth ETF
0.25%0.28%0.30%2.11%0.67%0.08%0.69%0.81%0.00%0.00%0.00%
COWZ
Pacer US Cash Cows 100 ETF
2.07%2.19%1.82%1.92%1.96%1.48%2.54%1.96%1.67%1.95%0.13%

Drawdowns

BUL vs. COWZ - Drawdown Comparison

The maximum BUL drawdown since its inception was -37.08%, roughly equal to the maximum COWZ drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for BUL and COWZ.


Loading graphics...

Drawdown Indicators


BULCOWZDifference

Max Drawdown

Largest peak-to-trough decline

-37.08%

-38.63%

+1.55%

Max Drawdown (1Y)

Largest decline over 1 year

-13.57%

-13.55%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-27.85%

-22.00%

-5.85%

Current Drawdown

Current decline from peak

-4.90%

-3.72%

-1.18%

Average Drawdown

Average peak-to-trough decline

-7.79%

-4.85%

-2.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

2.92%

+0.17%

Volatility

BUL vs. COWZ - Volatility Comparison

Pacer US Cash Cows Growth ETF (BUL) has a higher volatility of 6.10% compared to Pacer US Cash Cows 100 ETF (COWZ) at 2.96%. This indicates that BUL'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.


Loading graphics...

Volatility by Period


BULCOWZDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

2.96%

+3.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.11%

8.37%

+3.74%

Volatility (1Y)

Calculated over the trailing 1-year period

23.20%

17.50%

+5.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.77%

17.73%

+4.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.39%

20.08%

+4.31%