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FLO vs. COWZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLO vs. COWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Flowers Foods, Inc. (FLO) and Pacer US Cash Cows 100 ETF (COWZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLO achieves a -32.62% return, which is significantly lower than COWZ's 11.74% return.


FLO

1D
-1.68%
1M
-18.66%
6M
-35.86%
YTD
-32.62%
1Y
-51.82%
3Y*
-30.35%
5Y*
-17.66%
10Y*
-4.87%
ALL TIME*
5.13%

COWZ

1D
0.19%
1M
4.89%
6M
7.97%
YTD
11.74%
1Y
23.82%
3Y*
11.64%
5Y*
10.98%
10Y*
ALL TIME*
12.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$65.11M$58.70M$60.07M
$40.48M$40.44M$62.79M

FLO vs. COWZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLO
Flowers Foods, Inc.
-32.62%-43.63%-4.34%-18.63%7.97%25.63%7.73%21.80%-0.93%0.22%
COWZ
Pacer US Cash Cows 100 ETF
11.74%8.98%10.64%14.73%0.19%42.57%11.65%23.41%-10.05%20.22%

Correlation

The correlation between FLO and COWZ is 0.37, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.37

Correlation (3Y)
Balances recent behavior with more history.

0.37

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.33

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2016

0.29

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Return for Risk

FLO vs. COWZ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FLO
FLO Risk / Return Rank: 44
Overall Rank
FLO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
FLO Sortino Ratio Rank: 22
Sortino Ratio Rank
FLO Omega Ratio Rank: 33
Omega Ratio Rank
FLO Calmar Ratio Rank: 55
Calmar Ratio Rank
FLO Martin Ratio Rank: 88
Martin Ratio Rank

COWZ
COWZ Risk / Return Rank: 8585
Overall Rank
COWZ Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
COWZ Sortino Ratio Rank: 8686
Sortino Ratio Rank
COWZ Omega Ratio Rank: 8282
Omega Ratio Rank
COWZ Calmar Ratio Rank: 9090
Calmar Ratio Rank
COWZ Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FLO vs. COWZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Flowers Foods, Inc. (FLO) and Pacer US Cash Cows 100 ETF (COWZ). 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.


FLOCOWZDifference
Sharpe ratioReturn per unit of total volatility

-3.31

Sortino ratioReturn per unit of downside risk

-5.21

Omega ratioGain probability vs. loss probability

0.73

1.34

-0.61

Calmar ratioReturn relative to maximum drawdown

-0.94

3.83

-4.77

Martin ratioReturn relative to average drawdown

-1.40

11.22

-12.61

FLO vs. COWZ - Sharpe Ratio Comparison

The current FLO Sharpe Ratio is -1.38, which is lower than the COWZ Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of FLO and COWZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FLO vs. COWZ - Drawdown Comparison

The maximum FLO drawdown since its inception was -72.29%, which is greater than COWZ's maximum drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for FLO and COWZ.


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Drawdown Indicators


FLOCOWZDifference

Max Drawdown

Largest peak-to-trough decline

-72.29%

-38.63%

-33.66%

Max Drawdown (1Y)

Largest decline over 1 year

-55.26%

-5.95%

-49.31%

Max Drawdown (3Y)

Largest decline over 3 years

-68.82%

-22.00%

-46.82%

Max Drawdown (5Y)

Largest decline over 5 years

-72.29%

-22.00%

-50.29%

Max Drawdown (10Y)

Largest decline over 10 years

-72.29%

Current Drawdown

Current decline from peak

-71.80%

-1.40%

-70.40%

Average Drawdown

Average peak-to-trough decline

-20.79%

-4.77%

-16.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.14%

2.03%

+35.11%

Volatility

FLO vs. COWZ - Volatility Comparison

Flowers Foods, Inc. (FLO) has a higher volatility of 11.37% compared to Pacer US Cash Cows 100 ETF (COWZ) at 5.04%. This indicates that FLO's price experiences larger fluctuations and is considered to be riskier than COWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLOCOWZDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.37%

5.04%

+6.33%

Volatility (6M)

Calculated over the trailing 6-month period

30.84%

8.74%

+22.10%

Volatility (1Y)

Calculated over the trailing 1-year period

37.61%

11.91%

+25.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.85%

17.69%

+8.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.58%

19.86%

+5.72%

Dividends

FLO vs. COWZ - Dividend Comparison

FLO's dividend yield for the trailing twelve months is around 12.36%, more than COWZ's 1.85% yield.


PositionTTM20252024202320222021202020192018201720162015
COWZ
Pacer US Cash Cows 100 ETF
1.85%2.19%1.82%1.92%1.96%1.48%2.54%1.96%1.67%1.95%0.13%0.00%
FLO
Flowers Foods, Inc.
12.36%9.03%4.60%4.04%3.03%3.02%3.49%3.45%3.84%3.47%3.13%2.64%

Frequently Asked Questions


FLO and COWZ have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLO has higher volatility (11.37%) compared to COWZ (5.04%). In terms of maximum drawdown, FLO dropped -72.29% vs COWZ's -38.63%.

COWZ currently has the higher Sharpe Ratio (1.93 vs -1.38), 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.

Portfolio Optimizer

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