DEC vs. PDX
DEC (Diversified Energy Company PLC) is a stock, while PDX (PIMCO Dynamic Income Strategy Fund) is Tactical Allocation fund actively managed by PIMCO. Over the past year, DEC returned 1.86% vs 9.12% for PDX. Their 0.29 correlation means their historical movements had little consistent relationship.
Performance
DEC vs. PDX - Performance Comparison
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Returns By Period
In the year-to-date period, DEC achieves a -3.06% return, which is significantly lower than PDX's 19.01% return.
DEC
- 1D
- 3.06%
- 1M
- -5.87%
- 6M
- 4.83%
- YTD
- -3.06%
- 1Y
- 1.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -1.31%
PDX
- 1D
- 1.04%
- 1M
- 2.79%
- 6M
- 10.11%
- YTD
- 19.01%
- 1Y
- 9.12%
- 3Y*
- 22.38%
- 5Y*
- 24.46%
- 10Y*
- —
- ALL TIME*
- 11.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $10.25M | $11.43M | $13.66M | |
| $1.81M | $1.96M | $1.82M |
DEC vs. PDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DEC Diversified Energy Company PLC | -3.06% | -6.66% | 27.42% | -16.20% |
PDX PIMCO Dynamic Income Strategy Fund | 19.01% | -10.59% | 36.99% | 2.35% |
Correlation
The correlation between DEC and PDX is 0.23, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2023 | 0.29 |
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Return for Risk
DEC vs. PDX — Risk / Return Rank
DEC
PDX
DEC vs. PDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diversified Energy Company PLC (DEC) and PIMCO Dynamic Income Strategy Fund (PDX). 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.
| DEC | PDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.11 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 0.49 | -0.60 |
| Martin ratioReturn relative to average drawdown | -0.20 | 1.11 | -1.31 |
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Drawdowns
DEC vs. PDX - Drawdown Comparison
The maximum DEC drawdown since its inception was -37.95%, smaller than the maximum PDX drawdown of -80.63%. Use the drawdown chart below to compare losses from any high point for DEC and PDX.
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Drawdown Indicators
| DEC | PDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.95% | -80.63% | +42.68% |
Max Drawdown (1Y)Largest decline over 1 year | -30.33% | -15.65% | -14.68% |
Max Drawdown (3Y)Largest decline over 3 years | — | -37.24% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.24% | — |
Current DrawdownCurrent decline from peak | -24.98% | -13.56% | -11.42% |
Average DrawdownAverage peak-to-trough decline | -17.35% | -18.75% | +1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.21% | 6.91% | +9.30% |
Volatility
DEC vs. PDX - Volatility Comparison
Diversified Energy Company PLC (DEC) has a higher volatility of 12.76% compared to PIMCO Dynamic Income Strategy Fund (PDX) at 3.26%. This indicates that DEC's price experiences larger fluctuations and is considered to be riskier than PDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEC | PDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.76% | 3.26% | +9.50% |
Volatility (6M)Calculated over the trailing 6-month period | 29.69% | 9.52% | +20.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.83% | 13.94% | +26.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.45% | 25.22% | +20.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.45% | 36.12% | +9.33% |
Dividends
DEC vs. PDX - Dividend Comparison
DEC's dividend yield for the trailing twelve months is around 8.62%, less than PDX's 21.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DEC Diversified Energy Company PLC | 8.62% | 8.01% | 10.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PDX PIMCO Dynamic Income Strategy Fund | 21.40% | 24.34% | 6.31% | 4.30% | 5.89% | 5.28% | 14.11% | 9.58% |
Frequently Asked Questions
DEC and PDX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DEC has higher volatility (12.76%) compared to PDX (3.26%). In terms of maximum drawdown, DEC dropped -37.95% vs PDX's -80.63%.
PDX currently has the higher Sharpe Ratio (0.55 vs -0.08), 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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