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

Correlation

The correlation between COWZ and PEY is 0.65, 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. PEY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer US Cash Cows 100 ETF (COWZ) and Invesco High Yield Equity Dividend Achievers™ ETF (PEY). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
144.41%
66.85%
COWZ
PEY

Key characteristics

Sharpe Ratio

COWZ:

-0.26

PEY:

0.25

Sortino Ratio

COWZ:

-0.24

PEY:

0.46

Omega Ratio

COWZ:

0.97

PEY:

1.06

Calmar Ratio

COWZ:

-0.22

PEY:

0.24

Martin Ratio

COWZ:

-0.80

PEY:

0.82

Ulcer Index

COWZ:

6.16%

PEY:

5.17%

Daily Std Dev

COWZ:

19.03%

PEY:

17.32%

Max Drawdown

COWZ:

-38.63%

PEY:

-72.82%

Current Drawdown

COWZ:

-15.03%

PEY:

-12.11%

Returns By Period

In the year-to-date period, COWZ achieves a -8.08% return, which is significantly lower than PEY's -4.96% return.


COWZ

YTD

-8.08%

1M

-6.64%

6M

-9.12%

1Y

-5.26%

5Y*

19.28%

10Y*

N/A

PEY

YTD

-4.96%

1M

-6.11%

6M

-6.58%

1Y

3.11%

5Y*

12.75%

10Y*

8.35%

*Annualized

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COWZ vs. PEY - Expense Ratio Comparison

COWZ has a 0.49% expense ratio, which is lower than PEY's 0.53% expense ratio.


Expense ratio chart for PEY: current value is 0.53%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PEY: 0.53%
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. PEY — 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

PEY
The Risk-Adjusted Performance Rank of PEY is 4141
Overall Rank
The Sharpe Ratio Rank of PEY is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of PEY is 4141
Sortino Ratio Rank
The Omega Ratio Rank of PEY is 4040
Omega Ratio Rank
The Calmar Ratio Rank of PEY is 4444
Calmar Ratio Rank
The Martin Ratio Rank of PEY is 4141
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. PEY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer US Cash Cows 100 ETF (COWZ) and Invesco High Yield Equity Dividend Achievers™ ETF (PEY). 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
PEY: 0.25
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
PEY: 0.46
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
PEY: 1.06
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
PEY: 0.24
The chart of Martin ratio for COWZ, currently valued at -0.80, compared to the broader market0.0020.0040.0060.00
COWZ: -0.80
PEY: 0.82

The current COWZ Sharpe Ratio is -0.26, which is lower than the PEY Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of COWZ and PEY, 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
0.25
COWZ
PEY

Dividends

COWZ vs. PEY - Dividend Comparison

COWZ's dividend yield for the trailing twelve months is around 1.96%, less than PEY's 4.67% yield.


TTM20242023202220212020201920182017201620152014
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%0.00%0.00%
PEY
Invesco High Yield Equity Dividend Achievers™ ETF
4.67%4.44%4.58%4.22%3.83%4.30%3.78%4.33%3.21%3.12%3.44%3.24%

Drawdowns

COWZ vs. PEY - Drawdown Comparison

The maximum COWZ drawdown since its inception was -38.63%, smaller than the maximum PEY drawdown of -72.82%. Use the drawdown chart below to compare losses from any high point for COWZ and PEY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.03%
-12.11%
COWZ
PEY

Volatility

COWZ vs. PEY - Volatility Comparison

Pacer US Cash Cows 100 ETF (COWZ) has a higher volatility of 13.14% compared to Invesco High Yield Equity Dividend Achievers™ ETF (PEY) at 11.20%. This indicates that COWZ's price experiences larger fluctuations and is considered to be riskier than PEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.14%
11.20%
COWZ
PEY