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 -5.90% vs 5.31% for PDX. At a 0.29 correlation, their price movements are largely independent.
Performance
DEC vs. PDX - Performance Comparison
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Returns By Period
In the year-to-date period, DEC achieves a -6.88% return, which is significantly lower than PDX's 15.50% return.
DEC
- 1D
- -1.45%
- 1M
- -14.86%
- YTD
- -6.88%
- 6M
- -6.75%
- 1Y
- -5.90%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PDX
- 1D
- 0.29%
- 1M
- -3.48%
- YTD
- 15.50%
- 6M
- 16.68%
- 1Y
- 5.31%
- 3Y*
- 25.39%
- 5Y*
- 21.69%
- 10Y*
- —
DEC vs. PDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DEC Diversified Energy Company PLC | -6.88% | -6.66% | 27.42% | -16.20% |
PDX PIMCO Dynamic Income Strategy Fund | 15.50% | -10.59% | 36.99% | 2.35% |
Correlation
The correlation between DEC and PDX is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
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 | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.08 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | 0.34 | -0.55 |
| Martin ratioReturn relative to average drawdown | -0.42 | 0.77 | -1.20 |
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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 | -27.94% | -15.65% | -12.29% |
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 | -27.94% | -16.11% | -11.83% |
Average DrawdownAverage peak-to-trough decline | -16.99% | -18.81% | +1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.93% | 6.89% | +7.04% |
Volatility
DEC vs. PDX - Volatility Comparison
Diversified Energy Company PLC (DEC) has a higher volatility of 11.09% compared to PIMCO Dynamic Income Strategy Fund (PDX) at 2.05%. 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 | 11.09% | 2.05% | +9.04% |
Volatility (6M)Calculated over the trailing 6-month period | 29.41% | 10.11% | +19.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.45% | 14.22% | +25.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.54% | 25.50% | +20.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.54% | 36.35% | +9.19% |
Dividends
DEC vs. PDX - Dividend Comparison
DEC's dividend yield for the trailing twelve months is around 8.97%, less than PDX's 21.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DEC Diversified Energy Company PLC | 8.97% | 8.01% | 10.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PDX PIMCO Dynamic Income Strategy Fund | 21.91% | 24.34% | 6.31% | 4.30% | 5.89% | 5.28% | 14.11% | 9.58% |
Frequently Asked Questions
DEC and PDX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DEC has higher volatility (11.09%) compared to PDX (2.05%). In terms of maximum drawdown, DEC dropped -37.95% vs PDX's -80.63%.
PDX currently has the higher Sharpe Ratio (0.38 vs -0.15), 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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