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

Correlation

The correlation between COWZ and CALF is 0.69, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

COWZ vs. CALF - Performance Comparison

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

40.00%60.00%80.00%100.00%120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
133.62%
59.32%
COWZ
CALF

Key characteristics

Sharpe Ratio

COWZ:

-0.26

CALF:

-0.85

Sortino Ratio

COWZ:

-0.24

CALF:

-1.16

Omega Ratio

COWZ:

0.97

CALF:

0.86

Calmar Ratio

COWZ:

-0.22

CALF:

-0.63

Martin Ratio

COWZ:

-0.80

CALF:

-1.84

Ulcer Index

COWZ:

6.16%

CALF:

11.81%

Daily Std Dev

COWZ:

19.03%

CALF:

25.60%

Max Drawdown

COWZ:

-38.63%

CALF:

-47.58%

Current Drawdown

COWZ:

-15.03%

CALF:

-26.59%

Returns By Period

In the year-to-date period, COWZ achieves a -8.08% return, which is significantly higher than CALF's -18.72% return.


COWZ

YTD

-8.08%

1M

-6.64%

6M

-9.12%

1Y

-5.26%

5Y*

19.28%

10Y*

N/A

CALF

YTD

-18.72%

1M

-7.85%

6M

-20.34%

1Y

-22.79%

5Y*

15.52%

10Y*

N/A

*Annualized

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COWZ vs. CALF - Expense Ratio Comparison

COWZ has a 0.49% expense ratio, which is lower than CALF's 0.59% expense ratio.


Expense ratio chart for CALF: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CALF: 0.59%
Expense ratio chart for COWZ: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
COWZ: 0.49%

Risk-Adjusted Performance

COWZ vs. CALF — Risk-Adjusted Performance Rank

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

COWZ
The Risk-Adjusted Performance Rank of COWZ is 1010
Overall Rank
The Sharpe Ratio Rank of COWZ is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of COWZ is 1010
Sortino Ratio Rank
The Omega Ratio Rank of COWZ is 1010
Omega Ratio Rank
The Calmar Ratio Rank of COWZ is 99
Calmar Ratio Rank
The Martin Ratio Rank of COWZ is 99
Martin Ratio Rank

CALF
The Risk-Adjusted Performance Rank of CALF is 11
Overall Rank
The Sharpe Ratio Rank of CALF is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of CALF is 11
Sortino Ratio Rank
The Omega Ratio Rank of CALF is 11
Omega Ratio Rank
The Calmar Ratio Rank of CALF is 11
Calmar Ratio Rank
The Martin Ratio Rank of CALF is 11
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.

COWZ vs. CALF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer US Cash Cows 100 ETF (COWZ) and Pacer US Small Cap Cash Cows 100 ETF (CALF). 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 chart of Sharpe ratio for COWZ, currently valued at -0.26, compared to the broader market-1.000.001.002.003.004.00
COWZ: -0.26
CALF: -0.85
The chart of Sortino ratio for COWZ, currently valued at -0.24, compared to the broader market-2.000.002.004.006.008.00
COWZ: -0.24
CALF: -1.16
The chart of Omega ratio for COWZ, currently valued at 0.97, compared to the broader market0.501.001.502.002.50
COWZ: 0.97
CALF: 0.86
The chart of Calmar ratio for COWZ, currently valued at -0.22, compared to the broader market0.002.004.006.008.0010.0012.00
COWZ: -0.22
CALF: -0.63
The chart of Martin ratio for COWZ, currently valued at -0.80, compared to the broader market0.0020.0040.0060.00
COWZ: -0.80
CALF: -1.84

The current COWZ Sharpe Ratio is -0.26, which is higher than the CALF Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of COWZ and CALF, 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 Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.26
-0.85
COWZ
CALF

Dividends

COWZ vs. CALF - Dividend Comparison

COWZ's dividend yield for the trailing twelve months is around 1.96%, more than CALF's 1.27% yield.


TTM202420232022202120202019201820172016
COWZ
Pacer US Cash Cows 100 ETF
1.96%1.82%1.92%1.96%1.48%2.54%1.96%1.67%1.94%0.13%
CALF
Pacer US Small Cap Cash Cows 100 ETF
1.27%1.07%1.18%0.85%2.63%0.82%0.99%1.39%0.70%0.00%

Drawdowns

COWZ vs. CALF - Drawdown Comparison

The maximum COWZ drawdown since its inception was -38.63%, smaller than the maximum CALF drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for COWZ and CALF. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.03%
-26.59%
COWZ
CALF

Volatility

COWZ vs. CALF - Volatility Comparison

The current volatility for Pacer US Cash Cows 100 ETF (COWZ) is 13.14%, while Pacer US Small Cap Cash Cows 100 ETF (CALF) has a volatility of 16.46%. This indicates that COWZ experiences smaller price fluctuations and is considered to be less risky than CALF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
13.14%
16.46%
COWZ
CALF