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CAG vs. PSCC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CAG and PSCC is 0.43, 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.


-0.50.00.51.00.4

Performance

CAG vs. PSCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Conagra Brands, Inc. (CAG) and Invesco S&P SmallCap Consumer Staples ETF (PSCC). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
124.46%
446.63%
CAG
PSCC

Key characteristics

Sharpe Ratio

CAG:

0.01

PSCC:

0.19

Sortino Ratio

CAG:

0.16

PSCC:

0.37

Omega Ratio

CAG:

1.02

PSCC:

1.04

Calmar Ratio

CAG:

0.01

PSCC:

0.30

Martin Ratio

CAG:

0.02

PSCC:

0.62

Ulcer Index

CAG:

7.33%

PSCC:

4.83%

Daily Std Dev

CAG:

21.84%

PSCC:

16.21%

Max Drawdown

CAG:

-56.94%

PSCC:

-33.61%

Current Drawdown

CAG:

-27.72%

PSCC:

-6.15%

Returns By Period

In the year-to-date period, CAG achieves a -0.88% return, which is significantly lower than PSCC's 1.39% return. Over the past 10 years, CAG has underperformed PSCC with an annualized return of 2.56%, while PSCC has yielded a comparatively higher 9.24% annualized return.


CAG

YTD

-0.88%

1M

-0.04%

6M

-3.69%

1Y

-0.22%

5Y*

-1.45%

10Y*

2.56%

PSCC

YTD

1.39%

1M

-0.62%

6M

9.52%

1Y

2.39%

5Y*

9.27%

10Y*

9.24%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CAG vs. PSCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Conagra Brands, Inc. (CAG) and Invesco S&P SmallCap Consumer Staples ETF (PSCC). 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 CAG, currently valued at 0.01, compared to the broader market-4.00-2.000.002.000.010.19
The chart of Sortino ratio for CAG, currently valued at 0.16, compared to the broader market-4.00-2.000.002.004.000.160.37
The chart of Omega ratio for CAG, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.04
The chart of Calmar ratio for CAG, currently valued at 0.01, compared to the broader market0.002.004.006.000.010.30
The chart of Martin ratio for CAG, currently valued at 0.02, compared to the broader market-5.000.005.0010.0015.0020.0025.000.020.62
CAG
PSCC

The current CAG Sharpe Ratio is 0.01, which is lower than the PSCC Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of CAG and PSCC, 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 Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.01
0.19
CAG
PSCC

Dividends

CAG vs. PSCC - Dividend Comparison

CAG's dividend yield for the trailing twelve months is around 5.16%, more than PSCC's 1.51% yield.


TTM20232022202120202019201820172016201520142013
CAG
Conagra Brands, Inc.
5.16%4.75%3.32%3.44%2.52%2.49%3.99%2.19%1.97%2.37%2.76%2.97%
PSCC
Invesco S&P SmallCap Consumer Staples ETF
1.51%1.49%1.29%1.21%1.59%1.77%0.94%1.25%1.48%1.34%1.60%0.42%

Drawdowns

CAG vs. PSCC - Drawdown Comparison

The maximum CAG drawdown since its inception was -56.94%, which is greater than PSCC's maximum drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for CAG and PSCC. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-27.72%
-6.15%
CAG
PSCC

Volatility

CAG vs. PSCC - Volatility Comparison

Conagra Brands, Inc. (CAG) and Invesco S&P SmallCap Consumer Staples ETF (PSCC) have volatilities of 5.35% and 5.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.35%
5.24%
CAG
PSCC
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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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