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COWG vs. TTAC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


COWGTTAC
YTD Return17.82%13.05%
1Y Return27.80%22.18%
Sharpe Ratio1.621.74
Daily Std Dev17.41%12.86%
Max Drawdown-11.11%-34.95%
Current Drawdown-0.18%-0.48%

Correlation

-0.50.00.51.00.9

The correlation between COWG and TTAC is 0.93, 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.

Performance

COWG vs. TTAC - Performance Comparison

In the year-to-date period, COWG achieves a 17.82% return, which is significantly higher than TTAC's 13.05% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
9.77%
7.00%
COWG
TTAC

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COWG vs. TTAC - Expense Ratio Comparison

COWG has a 0.49% expense ratio, which is lower than TTAC's 0.59% expense ratio.


TTAC
TrimTabs US Free Cash Flow Quality ETF
Expense ratio chart for TTAC: 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%
Expense ratio chart for COWG: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

COWG vs. TTAC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG) and TrimTabs US Free Cash Flow Quality ETF (TTAC). 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.


COWG
Sharpe ratio
The chart of Sharpe ratio for COWG, currently valued at 1.62, compared to the broader market0.002.004.001.62
Sortino ratio
The chart of Sortino ratio for COWG, currently valued at 2.22, compared to the broader market-2.000.002.004.006.008.0010.0012.002.22
Omega ratio
The chart of Omega ratio for COWG, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.28
Calmar ratio
The chart of Calmar ratio for COWG, currently valued at 2.54, compared to the broader market0.005.0010.0015.002.54
Martin ratio
The chart of Martin ratio for COWG, currently valued at 9.38, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.38
TTAC
Sharpe ratio
The chart of Sharpe ratio for TTAC, currently valued at 1.74, compared to the broader market0.002.004.001.74
Sortino ratio
The chart of Sortino ratio for TTAC, currently valued at 2.41, compared to the broader market-2.000.002.004.006.008.0010.0012.002.41
Omega ratio
The chart of Omega ratio for TTAC, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.30
Calmar ratio
The chart of Calmar ratio for TTAC, currently valued at 2.56, compared to the broader market0.005.0010.0015.002.56
Martin ratio
The chart of Martin ratio for TTAC, currently valued at 9.99, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.99

COWG vs. TTAC - Sharpe Ratio Comparison

The current COWG Sharpe Ratio is 1.62, which roughly equals the TTAC Sharpe Ratio of 1.74. The chart below compares the 12-month rolling Sharpe Ratio of COWG and TTAC.


Rolling 12-month Sharpe Ratio1.001.502.002.50AprilMayJuneJulyAugustSeptember
1.62
1.74
COWG
TTAC

Dividends

COWG vs. TTAC - Dividend Comparison

COWG's dividend yield for the trailing twelve months is around 0.40%, less than TTAC's 0.48% yield.


TTM20232022202120202019201820172016
COWG
Pacer US Large Cap Cash Cows Growth Leaders ETF
0.40%0.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TTAC
TrimTabs US Free Cash Flow Quality ETF
0.48%0.94%1.36%9.63%0.41%0.72%0.62%0.40%0.19%

Drawdowns

COWG vs. TTAC - Drawdown Comparison

The maximum COWG drawdown since its inception was -11.11%, smaller than the maximum TTAC drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for COWG and TTAC. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.18%
-0.48%
COWG
TTAC

Volatility

COWG vs. TTAC - Volatility Comparison

Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG) has a higher volatility of 5.95% compared to TrimTabs US Free Cash Flow Quality ETF (TTAC) at 3.69%. This indicates that COWG's price experiences larger fluctuations and is considered to be riskier than TTAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
5.95%
3.69%
COWG
TTAC