EGP vs. PDBC
EGP (EastGroup Properties, Inc.) is a stock, while PDBC (Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF) is Commodities fund actively managed by Invesco. Over the past 10 years, EGP returned 14.36%/yr vs 8.78%/yr for PDBC. Their 0.09 correlation means their historical movements had little consistent relationship.
Performance
EGP vs. PDBC - Performance Comparison
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Returns By Period
In the year-to-date period, EGP achieves a 18.92% return, which is significantly lower than PDBC's 30.19% return. Over the past 10 years, EGP has outperformed PDBC with an annualized return of 14.36%, while PDBC has yielded a comparatively lower 8.78% annualized return.
EGP
- 1D
- -0.25%
- 1M
- -1.35%
- 6M
- 17.40%
- YTD
- 18.92%
- 1Y
- 33.14%
- 3Y*
- 9.56%
- 5Y*
- 6.89%
- 10Y*
- 14.36%
- ALL TIME*
- 15.31%
PDBC
- 1D
- -1.77%
- 1M
- 8.70%
- 6M
- 23.48%
- YTD
- 30.19%
- 1Y
- 36.16%
- 3Y*
- 9.99%
- 5Y*
- 11.53%
- 10Y*
- 8.78%
- ALL TIME*
- 3.73%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $137.11M | $109.60M | $85.76M | |
| $116.66M | $151.96M | $123.92M |
EGP vs. PDBC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGP EastGroup Properties, Inc. | 18.92% | 14.85% | -9.81% | 27.69% | -33.07% | 68.44% | 6.76% | 48.23% | 6.95% | 23.34% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 30.19% | 5.96% | 2.09% | -6.25% | 19.23% | 41.72% | -7.84% | 11.44% | -12.78% | 5.06% |
Correlation
The correlation between EGP and PDBC is -0.17, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.17 |
Correlation (3Y) Balances recent behavior with more history. | -0.04 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.04 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.07 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2014 | 0.09 |
The correlation between EGP and PDBC shifts across timeframes, from -0.17 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EGP vs. PDBC — Risk / Return Rank
EGP
PDBC
EGP vs. PDBC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EastGroup Properties, Inc. (EGP) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC). 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.
| EGP | PDBC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.31 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.87 | 2.20 | +2.68 |
| Martin ratioReturn relative to average drawdown | 12.80 | 7.30 | +5.50 |
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Drawdowns
EGP vs. PDBC - Drawdown Comparison
The maximum EGP drawdown since its inception was -59.55%, which is greater than PDBC's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for EGP and PDBC.
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Drawdown Indicators
| EGP | PDBC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.55% | -49.52% | -10.03% |
Max Drawdown (1Y)Largest decline over 1 year | -6.83% | -16.55% | +9.72% |
Max Drawdown (3Y)Largest decline over 3 years | -22.37% | -16.55% | -5.82% |
Max Drawdown (5Y)Largest decline over 5 years | -38.08% | -27.63% | -10.45% |
Max Drawdown (10Y)Largest decline over 10 years | -38.10% | -40.73% | +2.63% |
Current DrawdownCurrent decline from peak | -6.67% | -8.78% | +2.11% |
Average DrawdownAverage peak-to-trough decline | -9.49% | -23.03% | +13.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 4.97% | -2.37% |
Volatility
EGP vs. PDBC - Volatility Comparison
The current volatility for EastGroup Properties, Inc. (EGP) is 6.39%, while Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a volatility of 7.36%. This indicates that EGP experiences smaller price fluctuations and is considered to be less risky than PDBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EGP | PDBC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.39% | 7.36% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 13.40% | 17.16% | -3.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.65% | 19.65% | -1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.50% | 19.28% | +4.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.39% | 17.84% | +8.55% |
Dividends
EGP vs. PDBC - Dividend Comparison
EGP's dividend yield for the trailing twelve months is around 2.97%, which matches PDBC's 2.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGP EastGroup Properties, Inc. | 2.97% | 3.31% | 3.33% | 2.75% | 3.17% | 1.57% | 2.23% | 2.22% | 2.97% | 2.85% | 3.30% | 4.21% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 2.95% | 3.84% | 4.42% | 4.21% | 13.05% | 50.83% | 0.01% | 1.40% | 1.00% | 3.83% | 6.51% | 0.00% |
Frequently Asked Questions
EGP and PDBC have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PDBC has higher volatility (7.36%) compared to EGP (6.39%). In terms of maximum drawdown, EGP dropped -59.55% vs PDBC's -49.52%.
PDBC currently has the higher Sharpe Ratio (1.85 vs 1.79), 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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