PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FFC vs. PFFA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFC and PFFA is 0.49, 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.


-0.50.00.51.00.5

Performance

FFC vs. PFFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
6.96%
5.47%
FFC
PFFA

Key characteristics

Sharpe Ratio

FFC:

2.04

PFFA:

1.90

Sortino Ratio

FFC:

2.87

PFFA:

2.65

Omega Ratio

FFC:

1.37

PFFA:

1.36

Calmar Ratio

FFC:

0.80

PFFA:

3.21

Martin Ratio

FFC:

8.11

PFFA:

10.32

Ulcer Index

FFC:

2.73%

PFFA:

1.55%

Daily Std Dev

FFC:

10.89%

PFFA:

8.39%

Max Drawdown

FFC:

-77.73%

PFFA:

-70.52%

Current Drawdown

FFC:

-10.44%

PFFA:

-1.97%

Returns By Period

In the year-to-date period, FFC achieves a 4.34% return, which is significantly higher than PFFA's 1.64% return.


FFC

YTD

4.34%

1M

0.89%

6M

6.96%

1Y

21.80%

5Y*

0.24%

10Y*

5.01%

PFFA

YTD

1.64%

1M

-0.63%

6M

5.47%

1Y

15.91%

5Y*

5.56%

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.


Risk-Adjusted Performance

FFC vs. PFFA — Risk-Adjusted Performance Rank

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

FFC
The Risk-Adjusted Performance Rank of FFC is 8787
Overall Rank
The Sharpe Ratio Rank of FFC is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of FFC is 9090
Sortino Ratio Rank
The Omega Ratio Rank of FFC is 8989
Omega Ratio Rank
The Calmar Ratio Rank of FFC is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FFC is 8888
Martin Ratio Rank

PFFA
The Risk-Adjusted Performance Rank of PFFA is 8080
Overall Rank
The Sharpe Ratio Rank of PFFA is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of PFFA is 7878
Sortino Ratio Rank
The Omega Ratio Rank of PFFA is 8080
Omega Ratio Rank
The Calmar Ratio Rank of PFFA is 8585
Calmar Ratio Rank
The Martin Ratio Rank of PFFA is 7777
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.

FFC vs. PFFA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). 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.


Sharpe ratio
The chart of Sharpe ratio for FFC, currently valued at 2.04, compared to the broader market-2.000.002.002.041.90
The chart of Sortino ratio for FFC, currently valued at 2.87, compared to the broader market-4.00-2.000.002.004.006.002.872.64
The chart of Omega ratio for FFC, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.36
The chart of Calmar ratio for FFC, currently valued at 0.80, compared to the broader market0.002.004.006.000.803.20
The chart of Martin ratio for FFC, currently valued at 8.11, compared to the broader market-10.000.0010.0020.0030.008.1110.25
FFC
PFFA

The current FFC Sharpe Ratio is 2.04, which is comparable to the PFFA Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of FFC and PFFA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
2.04
1.90
FFC
PFFA

Dividends

FFC vs. PFFA - Dividend Comparison

FFC's dividend yield for the trailing twelve months is around 6.85%, less than PFFA's 8.37% yield.


TTM20242023202220212020201920182017201620152014
FFC
Flaherty & Crumrine Preferred Securities Income Fund Inc.
6.85%6.99%7.55%9.11%7.05%6.18%6.27%8.21%7.29%8.62%8.14%8.57%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
8.37%9.21%9.56%10.78%7.64%8.54%10.02%5.15%0.00%0.00%0.00%0.00%

Drawdowns

FFC vs. PFFA - Drawdown Comparison

The maximum FFC drawdown since its inception was -77.73%, which is greater than PFFA's maximum drawdown of -70.52%. Use the drawdown chart below to compare losses from any high point for FFC and PFFA. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-10.44%
-1.97%
FFC
PFFA

Volatility

FFC vs. PFFA - Volatility Comparison

Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC) has a higher volatility of 1.74% compared to Virtus InfraCap U.S. Preferred Stock ETF (PFFA) at 1.65%. This indicates that FFC's price experiences larger fluctuations and is considered to be riskier than PFFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
1.74%
1.65%
FFC
PFFA
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab