DAL vs. GCOW
DAL (Delta Air Lines, Inc.) is a stock, while GCOW (Pacer Global Cash Cows Dividend ETF) is Large Cap Value Equities fund tracking the Pacer Global Cash Cows Dividends Index. Over the past 10 years, DAL returned 10.85%/yr vs 9.79%/yr for GCOW. Their 0.41 correlation means their historical movements had little consistent relationship.
Performance
DAL vs. GCOW - Performance Comparison
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Returns By Period
In the year-to-date period, DAL achieves a 35.26% return, which is significantly higher than GCOW's 14.28% return. Over the past 10 years, DAL has outperformed GCOW with an annualized return of 10.85%, while GCOW has yielded a comparatively lower 9.79% annualized return.
DAL
- 1D
- 0.40%
- 1M
- 1.84%
- 6M
- 32.47%
- YTD
- 35.26%
- 1Y
- 78.09%
- 3Y*
- 29.25%
- 5Y*
- 19.07%
- 10Y*
- 10.85%
- ALL TIME*
- 8.71%
GCOW
- 1D
- -0.22%
- 1M
- 5.16%
- 6M
- 3.37%
- YTD
- 14.28%
- 1Y
- 25.93%
- 3Y*
- 16.41%
- 5Y*
- 13.24%
- 10Y*
- 9.79%
- ALL TIME*
- 10.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $527.13M | $584.30M | $610.96M | |
| $12.61M | $12.64M | $12.26M |
DAL vs. GCOW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DAL Delta Air Lines, Inc. | 35.26% | 16.09% | 52.00% | 23.03% | -15.92% | -2.81% | -30.77% | 20.38% | -8.66% | 16.23% |
GCOW Pacer Global Cash Cows Dividend ETF | 14.28% | 27.34% | 3.52% | 13.95% | 5.49% | 14.58% | -4.33% | 17.81% | -7.99% | 20.71% |
Correlation
The correlation between DAL and GCOW is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.13 |
Correlation (3Y) Balances recent behavior with more history. | 0.26 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2016 | 0.41 |
Over the past year, the correlation between DAL and GCOW has dropped to 0.12 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
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Return for Risk
DAL vs. GCOW — Risk / Return Rank
DAL
GCOW
DAL vs. GCOW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Delta Air Lines, Inc. (DAL) and Pacer Global Cash Cows Dividend ETF (GCOW). 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.
| DAL | GCOW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.43 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.43 | 3.33 | +0.10 |
| Martin ratioReturn relative to average drawdown | 10.80 | 10.27 | +0.53 |
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Drawdowns
DAL vs. GCOW - Drawdown Comparison
The maximum DAL drawdown since its inception was -81.93%, which is greater than GCOW's maximum drawdown of -37.64%. Use the drawdown chart below to compare losses from any high point for DAL and GCOW.
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Drawdown Indicators
| DAL | GCOW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.93% | -37.64% | -44.29% |
Max Drawdown (1Y)Largest decline over 1 year | -22.90% | -7.83% | -15.07% |
Max Drawdown (3Y)Largest decline over 3 years | -47.92% | -12.35% | -35.57% |
Max Drawdown (5Y)Largest decline over 5 years | -47.92% | -21.48% | -26.44% |
Max Drawdown (10Y)Largest decline over 10 years | -69.18% | -37.64% | -31.54% |
Current DrawdownCurrent decline from peak | -0.31% | -1.15% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -28.94% | -5.81% | -23.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.25% | 2.53% | +4.72% |
Volatility
DAL vs. GCOW - Volatility Comparison
Delta Air Lines, Inc. (DAL) has a higher volatility of 10.16% compared to Pacer Global Cash Cows Dividend ETF (GCOW) at 2.98%. This indicates that DAL's price experiences larger fluctuations and is considered to be riskier than GCOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DAL | GCOW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.16% | 2.98% | +7.18% |
Volatility (6M)Calculated over the trailing 6-month period | 30.31% | 8.47% | +21.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.10% | 10.87% | +29.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.92% | 13.54% | +27.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.03% | 16.00% | +26.03% |
Dividends
DAL vs. GCOW - Dividend Comparison
DAL's dividend yield for the trailing twelve months is around 0.83%, less than GCOW's 4.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DAL Delta Air Lines, Inc. | 0.83% | 0.97% | 0.83% | 0.50% | 0.00% | 0.00% | 1.00% | 2.57% | 2.63% | 1.81% | 1.37% | 0.89% |
GCOW Pacer Global Cash Cows Dividend ETF | 4.60% | 4.06% | 5.14% | 5.28% | 4.39% | 4.23% | 4.12% | 4.40% | 3.94% | 2.79% | 1.95% | 0.00% |
Frequently Asked Questions
DAL and GCOW have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DAL has higher volatility (10.16%) compared to GCOW (2.98%). In terms of maximum drawdown, DAL dropped -81.93% vs GCOW's -37.64%.
GCOW currently has the higher Sharpe Ratio (2.40 vs 1.96), 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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