COLD vs. PTLC

Last updated Jun 4, 2026

COLD (Americold Realty Trust) is a stock, while PTLC (Pacer Trendpilot US Large Cap ETF) is Large Cap Blend Equities fund tracking the Pacer Trendpilot U.S. Large Cap Index. Over the past 5 years, COLD returned -14.39%/yr vs 10.72%/yr for PTLC. At a 0.30 correlation, their price movements are largely independent.

Performance

COLD vs. PTLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Americold Realty Trust (COLD) and Pacer Trendpilot US Large Cap ETF (PTLC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, COLD achieves a 15.93% return, which is significantly higher than PTLC's 5.53% return.

COLD

• 1D: -2.47%
• 1M: 22.67%
• YTD: 15.93%
• 6M: 36.92%
• 1Y: -4.87%
• 3Y*: -17.44%
• 5Y*: -14.39%
• 10Y*: —

PTLC

• 1D: -0.74%
• 1M: 4.98%
• YTD: 5.53%
• 6M: 5.49%
• 1Y: 21.41%
• 3Y*: 14.93%
• 5Y*: 10.72%
• 10Y*: 11.26%

*Multi-year figures are annualized to reflect compound growth (CAGR)

COLD vs. PTLC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
COLD Americold Realty Trust	15.93%	-36.17%	-26.72%	10.11%	-10.89%	-9.89%	9.03%	40.61%	48.27%
PTLC Pacer Trendpilot US Large Cap ETF	5.53%	5.10%	24.31%	16.78%	-8.62%	27.90%	-1.15%	17.58%	-3.37%

Correlation

The correlation between COLD and PTLC is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (All Time) Calculated using the full available price history since Jan 22, 2018	0.30

Return for Risk

COLD vs. PTLC — Risk / Return Rank

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

COLD

COLD Risk / Return Rank: 35
COLD Sharpe Ratio Rank: 36
COLD Sortino Ratio Rank: 34
COLD Omega Ratio Rank: 34
COLD Calmar Ratio Rank: 36
COLD Martin Ratio Rank: 36

PTLC

PTLC Risk / Return Rank: 53
PTLC Sharpe Ratio Rank: 55
PTLC Sortino Ratio Rank: 52
PTLC Omega Ratio Rank: 54
PTLC Calmar Ratio Rank: 49
PTLC Martin Ratio Rank: 56

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.

COLD vs. PTLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Americold Realty Trust (COLD) and Pacer Trendpilot US Large Cap ETF (PTLC). 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.

	COLD	PTLC	Difference
Sharpe ratio: Return per unit of total volatility	-0.11	1.91	-2.02
Sortino ratio: Return per unit of downside risk	0.17	2.55	-2.38
Omega ratio: Gain probability vs. loss probability	1.02	1.34	-0.32
Calmar ratio: Return relative to maximum drawdown	-0.12	2.45	-2.57
Martin ratio: Return relative to average drawdown	-0.21	9.71	-9.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COLD vs. PTLC - Sharpe Ratio Comparison

The current COLD Sharpe Ratio is -0.11, which is lower than the PTLC Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of COLD and PTLC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	COLD	PTLC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.11	1.91	-2.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.44	0.92	-1.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.86	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.03	0.70	-0.67

Drawdowns

COLD vs. PTLC - Drawdown Comparison

The maximum COLD drawdown since its inception was -70.76%, which is greater than PTLC's maximum drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for COLD and PTLC.

Drawdown Indicators

	COLD	PTLC	Difference
Max Drawdown Largest peak-to-trough decline	-70.76%	-26.63%	-44.13%
Max Drawdown (1Y) Largest decline over 1 year	-41.15%	-8.77%	-32.38%
Max Drawdown (3Y) Largest decline over 3 years	-67.06%	-15.17%	-51.89%
Max Drawdown (5Y) Largest decline over 5 years	-70.76%	-15.17%	-55.59%
Max Drawdown (10Y) Largest decline over 10 years	—	-26.63%	—
Current Drawdown Current decline from peak	-56.17%	-0.74%	-55.43%
Average Drawdown Average peak-to-trough decline	-22.29%	-5.64%	-16.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.24%	2.21%	+21.03%

Volatility

COLD vs. PTLC - Volatility Comparison

Americold Realty Trust (COLD) has a higher volatility of 19.62% compared to Pacer Trendpilot US Large Cap ETF (PTLC) at 2.88%. This indicates that COLD's price experiences larger fluctuations and is considered to be riskier than PTLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COLD	PTLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.62%	2.88%	+16.74%
Volatility (6M) Calculated over the trailing 6-month period	35.05%	8.15%	+26.90%
Volatility (1Y) Calculated over the trailing 1-year period	44.71%	11.27%	+33.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.92%	11.73%	+21.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.18%	13.17%	+19.01%

Dividends

COLD vs. PTLC - Dividend Comparison

COLD's dividend yield for the trailing twelve months is around 6.30%, more than PTLC's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COLD Americold Realty Trust	6.30%	7.15%	4.11%	2.91%	3.11%	2.68%	2.25%	2.28%	2.75%	0.00%	0.00%	0.00%
PTLC Pacer Trendpilot US Large Cap ETF	1.01%	1.06%	0.67%	1.18%	1.26%	0.73%	1.08%	1.10%	1.00%	0.97%	1.08%	0.42%

Frequently Asked Questions

Can I hold both COLD and PTLC in my portfolio?

COLD and PTLC have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, COLD or PTLC?

COLD has higher volatility (19.62%) compared to PTLC (2.88%). In terms of maximum drawdown, COLD dropped -70.76% vs PTLC's -26.63%.

Which has better risk-adjusted returns?

PTLC currently has the higher Sharpe Ratio (1.91 vs -0.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.