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COWZ vs. SYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COWZ vs. SYLD - Performance Comparison

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

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COWZ vs. SYLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COWZ
Pacer US Cash Cows 100 ETF
4.30%8.98%10.64%14.73%0.19%42.57%11.65%23.41%-10.05%20.22%
SYLD
Cambria Shareholder Yield ETF
9.10%3.94%3.37%16.46%-6.14%48.59%13.61%26.98%-13.51%20.03%

Returns By Period

In the year-to-date period, COWZ achieves a 4.30% return, which is significantly lower than SYLD's 9.10% return.


COWZ

1D
1.08%
1M
-3.36%
YTD
4.30%
6M
10.31%
1Y
16.75%
3Y*
12.26%
5Y*
11.01%
10Y*

SYLD

1D
1.44%
1M
-0.36%
YTD
9.10%
6M
10.78%
1Y
20.74%
3Y*
10.94%
5Y*
6.86%
10Y*
12.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COWZ vs. SYLD - Expense Ratio Comparison

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


Return for Risk

COWZ vs. SYLD — Risk / Return Rank

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

COWZ
COWZ Risk / Return Rank: 6060
Overall Rank
COWZ Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
COWZ Sortino Ratio Rank: 6060
Sortino Ratio Rank
COWZ Omega Ratio Rank: 6262
Omega Ratio Rank
COWZ Calmar Ratio Rank: 5757
Calmar Ratio Rank
COWZ Martin Ratio Rank: 6565
Martin Ratio Rank

SYLD
SYLD Risk / Return Rank: 5858
Overall Rank
SYLD Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SYLD Sortino Ratio Rank: 6161
Sortino Ratio Rank
SYLD Omega Ratio Rank: 5656
Omega Ratio Rank
SYLD Calmar Ratio Rank: 5959
Calmar Ratio Rank
SYLD Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COWZ vs. SYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer US Cash Cows 100 ETF (COWZ) and Cambria Shareholder Yield ETF (SYLD). 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.


COWZSYLDDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.97

-0.01

Sortino ratio

Return per unit of downside risk

1.44

1.51

-0.07

Omega ratio

Gain probability vs. loss probability

1.21

1.20

+0.01

Calmar ratio

Return relative to maximum drawdown

1.30

1.42

-0.11

Martin ratio

Return relative to average drawdown

6.06

5.52

+0.55

COWZ vs. SYLD - Sharpe Ratio Comparison

The current COWZ Sharpe Ratio is 0.96, which is comparable to the SYLD Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of COWZ and SYLD, 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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Sharpe Ratios by Period


COWZSYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.97

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.33

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.56

+0.07

Correlation

The correlation between COWZ and SYLD 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.


Dividends

COWZ vs. SYLD - Dividend Comparison

COWZ's dividend yield for the trailing twelve months is around 2.06%, more than SYLD's 1.94% yield.


TTM20252024202320222021202020192018201720162015
COWZ
Pacer US Cash Cows 100 ETF
2.06%2.19%1.82%1.92%1.96%1.48%2.54%1.96%1.67%1.95%0.13%0.00%
SYLD
Cambria Shareholder Yield ETF
1.94%2.25%2.04%1.92%2.20%2.37%1.99%2.08%2.52%1.57%1.92%6.93%

Drawdowns

COWZ vs. SYLD - Drawdown Comparison

The maximum COWZ drawdown since its inception was -38.63%, smaller than the maximum SYLD drawdown of -45.36%. Use the drawdown chart below to compare losses from any high point for COWZ and SYLD.


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Drawdown Indicators


COWZSYLDDifference

Max Drawdown

Largest peak-to-trough decline

-38.63%

-45.36%

+6.73%

Max Drawdown (1Y)

Largest decline over 1 year

-13.55%

-14.90%

+1.35%

Max Drawdown (5Y)

Largest decline over 5 years

-22.00%

-26.62%

+4.62%

Max Drawdown (10Y)

Largest decline over 10 years

-45.36%

Current Drawdown

Current decline from peak

-3.36%

-3.17%

-0.19%

Average Drawdown

Average peak-to-trough decline

-4.85%

-5.72%

+0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

3.83%

-0.92%

Volatility

COWZ vs. SYLD - Volatility Comparison

The current volatility for Pacer US Cash Cows 100 ETF (COWZ) is 3.00%, while Cambria Shareholder Yield ETF (SYLD) has a volatility of 4.04%. This indicates that COWZ experiences smaller price fluctuations and is considered to be less risky than SYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COWZSYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

4.04%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.36%

11.47%

-3.11%

Volatility (1Y)

Calculated over the trailing 1-year period

17.50%

21.53%

-4.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.73%

20.91%

-3.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.08%

22.97%

-2.89%