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COLD vs. PTLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, COLD achieves a 13.59% return, which is significantly higher than PTLC's 6.30% return.


COLD

1D
0.14%
1M
-13.12%
6M
16.30%
YTD
13.59%
1Y
-3.61%
3Y*
-20.28%
5Y*
-14.71%
10Y*
ALL TIME*
0.95%

PTLC

1D
1.44%
1M
1.62%
6M
4.27%
YTD
6.30%
1Y
17.02%
3Y*
13.45%
5Y*
9.99%
10Y*
10.89%
ALL TIME*
9.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$57.27M$62.14M$69.74M
$5.24M$5.46M$6.01M

COLD vs. PTLC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
COLD
Americold Realty Trust
13.59%-36.17%-26.72%10.11%-10.89%-9.89%9.03%40.61%50.55%
PTLC
Pacer Trendpilot US Large Cap ETF
6.30%5.10%24.31%16.78%-8.62%27.90%-1.15%17.58%-2.98%

Correlation

The correlation between COLD and PTLC is 0.19, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.19

Correlation (3Y)
Balances recent behavior with more history.

0.28

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.28

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2018

0.29

The correlation between COLD and PTLC shifts across timeframes, from 0.19 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

COLD vs. PTLC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

COLD
COLD Risk / Return Rank: 3939
Overall Rank
COLD Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
COLD Sortino Ratio Rank: 3939
Sortino Ratio Rank
COLD Omega Ratio Rank: 3838
Omega Ratio Rank
COLD Calmar Ratio Rank: 4141
Calmar Ratio Rank
COLD Martin Ratio Rank: 4141
Martin Ratio Rank

PTLC
PTLC Risk / Return Rank: 5555
Overall Rank
PTLC Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
PTLC Sortino Ratio Rank: 5252
Sortino Ratio Rank
PTLC Omega Ratio Rank: 5454
Omega Ratio Rank
PTLC Calmar Ratio Rank: 5353
Calmar Ratio Rank
PTLC Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


COLDPTLCDifference
Sharpe ratioReturn per unit of total volatility

-1.48

Sortino ratioReturn per unit of downside risk

-1.67

Omega ratioGain probability vs. loss probability

1.03

1.25

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.10

1.95

-2.05

Martin ratioReturn relative to average drawdown

-0.19

7.22

-7.41

COLD vs. PTLC - Sharpe Ratio Comparison

The current COLD Sharpe Ratio is -0.08, which is lower than the PTLC Sharpe Ratio of 1.40. 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.


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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.


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Drawdown Indicators


COLDPTLCDifference

Max Drawdown

Largest peak-to-trough decline

-70.76%

-26.63%

-44.13%

Max Drawdown (1Y)

Largest decline over 1 year

-37.29%

-8.77%

-28.52%

Max Drawdown (3Y)

Largest decline over 3 years

-67.06%

-15.17%

-51.89%

Max Drawdown (5Y)

Largest decline over 5 years

-69.52%

-15.17%

-54.35%

Max Drawdown (10Y)

Largest decline over 10 years

-26.63%

Current Drawdown

Current decline from peak

-57.06%

-0.02%

-57.04%

Average Drawdown

Average peak-to-trough decline

-22.90%

-5.59%

-17.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.27%

2.36%

+16.91%

Volatility

COLD vs. PTLC - Volatility Comparison

Americold Realty Trust (COLD) has a higher volatility of 10.50% compared to Pacer Trendpilot US Large Cap ETF (PTLC) at 3.72%. 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.


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Volatility by Period


COLDPTLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.50%

3.72%

+6.78%

Volatility (6M)

Calculated over the trailing 6-month period

34.84%

9.44%

+25.40%

Volatility (1Y)

Calculated over the trailing 1-year period

46.11%

12.25%

+33.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.51%

11.90%

+21.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.32%

13.18%

+19.14%

Dividends

COLD vs. PTLC - Dividend Comparison

COLD's dividend yield for the trailing twelve months is around 6.52%, more than PTLC's 1.00% yield.


PositionTTM20252024202320222021202020192018201720162015
COLD
Americold Realty Trust
6.52%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
1.00%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


COLD and PTLC have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COLD has higher volatility (10.50%) compared to PTLC (3.72%). In terms of maximum drawdown, COLD dropped -70.76% vs PTLC's -26.63%.

PTLC currently has the higher Sharpe Ratio (1.40 vs -0.08), 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.

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