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CVKD vs. COWZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CVKD vs. COWZ - Performance Comparison

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

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Returns By Period

In the year-to-date period, CVKD achieves a -65.34% return, which is significantly lower than COWZ's 6.88% return.


CVKD

1D
-2.89%
1M
-29.43%
6M
-72.02%
YTD
-65.34%
1Y
-80.83%
3Y*
-50.48%
5Y*
10Y*

COWZ

1D
0.27%
1M
0.17%
6M
3.26%
YTD
6.88%
1Y
17.71%
3Y*
11.70%
5Y*
10.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CVKD vs. COWZ - Yearly Performance Comparison


2026 (YTD)202520242023
CVKD
Cadrenal Therapeutics Inc. Common Stock
-65.34%-53.21%30.56%-87.04%
COWZ
Pacer US Cash Cows 100 ETF
6.88%8.98%10.64%10.53%

Correlation

The correlation between CVKD and COWZ is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Jan 20, 2023

0.13

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Return for Risk

CVKD vs. COWZ — Risk / Return Rank

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

CVKD
CVKD Risk / Return Rank: 66
Overall Rank
CVKD Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
CVKD Sortino Ratio Rank: 66
Sortino Ratio Rank
CVKD Omega Ratio Rank: 88
Omega Ratio Rank
CVKD Calmar Ratio Rank: 33
Calmar Ratio Rank
CVKD Martin Ratio Rank: 33
Martin Ratio Rank

COWZ
COWZ Risk / Return Rank: 6262
Overall Rank
COWZ Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
COWZ Sortino Ratio Rank: 6262
Sortino Ratio Rank
COWZ Omega Ratio Rank: 5555
Omega Ratio Rank
COWZ Calmar Ratio Rank: 7474
Calmar Ratio Rank
COWZ Martin Ratio Rank: 6060
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.

CVKD vs. COWZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cadrenal Therapeutics Inc. Common Stock (CVKD) and Pacer US Cash Cows 100 ETF (COWZ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CVKDCOWZDifference
Sharpe ratioReturn per unit of total volatility

-2.37

Sortino ratioReturn per unit of downside risk

-3.91

Omega ratioGain probability vs. loss probability

0.82

1.28

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.97

2.99

-3.96

Martin ratioReturn relative to average drawdown

-1.73

8.39

-10.12

CVKD vs. COWZ - Sharpe Ratio Comparison

The current CVKD Sharpe Ratio is -0.80, which is lower than the COWZ Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of CVKD and COWZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CVKD vs. COWZ - Drawdown Comparison

The maximum CVKD drawdown since its inception was -97.26%, which is greater than COWZ's maximum drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for CVKD and COWZ.


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Drawdown Indicators


CVKDCOWZDifference

Max Drawdown

Largest peak-to-trough decline

-97.26%

-38.63%

-58.63%

Max Drawdown (1Y)

Largest decline over 1 year

-83.45%

-5.95%

-77.50%

Max Drawdown (3Y)

Largest decline over 3 years

-91.39%

-22.00%

-69.39%

Max Drawdown (5Y)

Largest decline over 5 years

-22.00%

Current Drawdown

Current decline from peak

-97.26%

-2.10%

-95.16%

Average Drawdown

Average peak-to-trough decline

-84.99%

-4.79%

-80.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.68%

2.12%

+44.56%

Volatility

CVKD vs. COWZ - Volatility Comparison

Cadrenal Therapeutics Inc. Common Stock (CVKD) has a higher volatility of 34.72% compared to Pacer US Cash Cows 100 ETF (COWZ) at 4.20%. This indicates that CVKD's price experiences larger fluctuations and is considered to be riskier than COWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CVKDCOWZDifference

Volatility (1M)

Calculated over the trailing 1-month period

34.72%

4.20%

+30.52%

Volatility (6M)

Calculated over the trailing 6-month period

71.04%

7.88%

+63.16%

Volatility (1Y)

Calculated over the trailing 1-year period

101.57%

11.48%

+90.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

102.44%

17.64%

+84.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

102.44%

19.86%

+82.58%

Dividends

CVKD vs. COWZ - Dividend Comparison

CVKD has not paid dividends to shareholders, while COWZ's dividend yield for the trailing twelve months is around 1.94%.


PositionTTM2025202420232022202120202019201820172016
COWZ
Pacer US Cash Cows 100 ETF
1.94%2.19%1.82%1.92%1.96%1.48%2.54%1.96%1.67%1.95%0.13%
CVKD
Cadrenal Therapeutics Inc. Common Stock
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CVKD and COWZ have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CVKD has higher volatility (34.72%) compared to COWZ (4.20%). In terms of maximum drawdown, CVKD dropped -97.26% vs COWZ's -38.63%.

COWZ currently has the higher Sharpe Ratio (1.57 vs -0.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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