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CALF vs. NUSI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CALF and NUSI is 0.47, 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

CALF vs. NUSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer US Small Cap Cash Cows 100 ETF (CALF) and Nationwide Risk-Managed Income ETF (NUSI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
1.92%
7.38%
CALF
NUSI

Key characteristics

Sharpe Ratio

CALF:

-0.34

NUSI:

2.17

Sortino Ratio

CALF:

-0.36

NUSI:

3.10

Omega Ratio

CALF:

0.96

NUSI:

1.43

Calmar Ratio

CALF:

-0.50

NUSI:

2.41

Martin Ratio

CALF:

-1.12

NUSI:

12.05

Ulcer Index

CALF:

6.24%

NUSI:

2.18%

Daily Std Dev

CALF:

20.75%

NUSI:

12.13%

Max Drawdown

CALF:

-47.58%

NUSI:

-31.23%

Current Drawdown

CALF:

-9.08%

NUSI:

-2.24%

Returns By Period

In the year-to-date period, CALF achieves a -6.78% return, which is significantly lower than NUSI's 25.74% return.


CALF

YTD

-6.78%

1M

-3.75%

6M

1.91%

1Y

-5.36%

5Y*

12.09%

10Y*

N/A

NUSI

YTD

25.74%

1M

1.34%

6M

7.38%

1Y

27.10%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


CALF vs. NUSI - Expense Ratio Comparison

CALF has a 0.59% expense ratio, which is lower than NUSI's 0.68% expense ratio.


NUSI
Nationwide Risk-Managed Income ETF
Expense ratio chart for NUSI: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for CALF: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Risk-Adjusted Performance

CALF vs. NUSI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer US Small Cap Cash Cows 100 ETF (CALF) and Nationwide Risk-Managed Income ETF (NUSI). 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 CALF, currently valued at -0.34, compared to the broader market0.002.004.00-0.342.17
The chart of Sortino ratio for CALF, currently valued at -0.36, compared to the broader market-2.000.002.004.006.008.0010.00-0.363.10
The chart of Omega ratio for CALF, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.000.961.43
The chart of Calmar ratio for CALF, currently valued at -0.50, compared to the broader market0.005.0010.0015.00-0.502.41
The chart of Martin ratio for CALF, currently valued at -1.12, compared to the broader market0.0020.0040.0060.0080.00100.00-1.1212.05
CALF
NUSI

The current CALF Sharpe Ratio is -0.34, which is lower than the NUSI Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of CALF and NUSI, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.34
2.17
CALF
NUSI

Dividends

CALF vs. NUSI - Dividend Comparison

CALF's dividend yield for the trailing twelve months is around 1.11%, less than NUSI's 6.76% yield.


TTM2023202220212020201920182017
CALF
Pacer US Small Cap Cash Cows 100 ETF
1.11%1.18%0.85%2.63%0.82%0.99%1.39%0.70%
NUSI
Nationwide Risk-Managed Income ETF
6.76%7.17%9.05%7.77%7.48%0.65%0.00%0.00%

Drawdowns

CALF vs. NUSI - Drawdown Comparison

The maximum CALF drawdown since its inception was -47.58%, which is greater than NUSI's maximum drawdown of -31.23%. Use the drawdown chart below to compare losses from any high point for CALF and NUSI. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.08%
-2.24%
CALF
NUSI

Volatility

CALF vs. NUSI - Volatility Comparison

Pacer US Small Cap Cash Cows 100 ETF (CALF) has a higher volatility of 5.44% compared to Nationwide Risk-Managed Income ETF (NUSI) at 2.81%. This indicates that CALF's price experiences larger fluctuations and is considered to be riskier than NUSI 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%JulyAugustSeptemberOctoberNovemberDecember
5.44%
2.81%
CALF
NUSI
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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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