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

Correlation

The correlation between COWG and VOO is 0.90, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

COWG:

1.32

VOO:

0.70

Sortino Ratio

COWG:

1.92

VOO:

1.15

Omega Ratio

COWG:

1.27

VOO:

1.17

Calmar Ratio

COWG:

1.49

VOO:

0.76

Martin Ratio

COWG:

5.10

VOO:

2.93

Ulcer Index

COWG:

6.89%

VOO:

4.86%

Daily Std Dev

COWG:

25.42%

VOO:

19.43%

Max Drawdown

COWG:

-23.60%

VOO:

-33.99%

Current Drawdown

COWG:

-4.78%

VOO:

-4.59%

Returns By Period

In the year-to-date period, COWG achieves a 6.60% return, which is significantly higher than VOO's -0.19% return.


COWG

YTD

6.60%

1M

16.39%

6M

4.04%

1Y

33.35%

5Y*

N/A

10Y*

N/A

VOO

YTD

-0.19%

1M

9.25%

6M

-1.98%

1Y

13.44%

5Y*

17.53%

10Y*

12.67%

*Annualized

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COWG vs. VOO - Expense Ratio Comparison

COWG has a 0.49% expense ratio, which is higher than VOO's 0.03% expense ratio.


Risk-Adjusted Performance

COWG vs. VOO — Risk-Adjusted Performance Rank

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

COWG
The Risk-Adjusted Performance Rank of COWG is 8888
Overall Rank
The Sharpe Ratio Rank of COWG is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of COWG is 8989
Sortino Ratio Rank
The Omega Ratio Rank of COWG is 8989
Omega Ratio Rank
The Calmar Ratio Rank of COWG is 8989
Calmar Ratio Rank
The Martin Ratio Rank of COWG is 8585
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7070
Overall Rank
The Sharpe Ratio Rank of VOO is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

COWG vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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.


The current COWG Sharpe Ratio is 1.32, which is higher than the VOO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of COWG and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

COWG vs. VOO - Dividend Comparison

COWG's dividend yield for the trailing twelve months is around 0.32%, less than VOO's 1.30% yield.


TTM20242023202220212020201920182017201620152014
COWG
Pacer US Large Cap Cash Cows Growth Leaders ETF
0.32%0.40%0.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.30%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

COWG vs. VOO - Drawdown Comparison

The maximum COWG drawdown since its inception was -23.60%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for COWG and VOO. For additional features, visit the drawdowns tool.


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Volatility

COWG vs. VOO - Volatility Comparison

Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG) has a higher volatility of 7.37% compared to Vanguard S&P 500 ETF (VOO) at 6.36%. This indicates that COWG's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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