PortfoliosLab logo
ECOW vs. EYLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ECOW and EYLD is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

ECOW vs. EYLD - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

ECOW:

0.26

EYLD:

-0.11

Sortino Ratio

ECOW:

0.55

EYLD:

0.08

Omega Ratio

ECOW:

1.07

EYLD:

1.01

Calmar Ratio

ECOW:

0.30

EYLD:

-0.04

Martin Ratio

ECOW:

0.74

EYLD:

-0.10

Ulcer Index

ECOW:

7.63%

EYLD:

7.13%

Daily Std Dev

ECOW:

18.91%

EYLD:

18.86%

Max Drawdown

ECOW:

-40.27%

EYLD:

-41.82%

Current Drawdown

ECOW:

-2.68%

EYLD:

-3.12%

Returns By Period

In the year-to-date period, ECOW achieves a 10.61% return, which is significantly higher than EYLD's 8.14% return.


ECOW

YTD

10.61%

1M

9.15%

6M

8.17%

1Y

3.73%

5Y*

8.00%

10Y*

N/A

EYLD

YTD

8.14%

1M

10.20%

6M

6.20%

1Y

-2.00%

5Y*

12.35%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ECOW vs. EYLD - Expense Ratio Comparison

ECOW has a 0.70% expense ratio, which is higher than EYLD's 0.65% expense ratio.


Risk-Adjusted Performance

ECOW vs. EYLD — Risk-Adjusted Performance Rank

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

ECOW
The Risk-Adjusted Performance Rank of ECOW is 3030
Overall Rank
The Sharpe Ratio Rank of ECOW is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of ECOW is 3030
Sortino Ratio Rank
The Omega Ratio Rank of ECOW is 2828
Omega Ratio Rank
The Calmar Ratio Rank of ECOW is 3636
Calmar Ratio Rank
The Martin Ratio Rank of ECOW is 2727
Martin Ratio Rank

EYLD
The Risk-Adjusted Performance Rank of EYLD is 1313
Overall Rank
The Sharpe Ratio Rank of EYLD is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of EYLD is 1313
Sortino Ratio Rank
The Omega Ratio Rank of EYLD is 1313
Omega Ratio Rank
The Calmar Ratio Rank of EYLD is 1313
Calmar Ratio Rank
The Martin Ratio Rank of EYLD is 1414
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ECOW vs. EYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Emerging Markets Cash Cows 100 ETF (ECOW) and Cambria Emerging Shareholder Yield ETF (EYLD). 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.


The current ECOW Sharpe Ratio is 0.26, which is higher than the EYLD Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of ECOW and EYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

ECOW vs. EYLD - Dividend Comparison

ECOW's dividend yield for the trailing twelve months is around 6.51%, more than EYLD's 4.17% yield.


TTM202420232022202120202019201820172016
ECOW
Pacer Emerging Markets Cash Cows 100 ETF
6.51%7.35%5.46%7.50%4.39%3.35%8.08%0.00%0.00%0.00%
EYLD
Cambria Emerging Shareholder Yield ETF
4.17%5.16%5.54%6.97%7.27%3.01%4.21%7.86%2.77%0.75%

Drawdowns

ECOW vs. EYLD - Drawdown Comparison

The maximum ECOW drawdown since its inception was -40.27%, roughly equal to the maximum EYLD drawdown of -41.82%. Use the drawdown chart below to compare losses from any high point for ECOW and EYLD. For additional features, visit the drawdowns tool.


Loading data...

Volatility

ECOW vs. EYLD - Volatility Comparison

The current volatility for Pacer Emerging Markets Cash Cows 100 ETF (ECOW) is 3.35%, while Cambria Emerging Shareholder Yield ETF (EYLD) has a volatility of 5.06%. This indicates that ECOW experiences smaller price fluctuations and is considered to be less risky than EYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...