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FLS vs. COWZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLS and COWZ is 0.60, 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

FLS vs. COWZ - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FLS:

0.09

COWZ:

-0.06

Sortino Ratio

FLS:

0.38

COWZ:

0.09

Omega Ratio

FLS:

1.05

COWZ:

1.01

Calmar Ratio

FLS:

0.08

COWZ:

-0.03

Martin Ratio

FLS:

0.22

COWZ:

-0.10

Ulcer Index

FLS:

14.36%

COWZ:

7.31%

Daily Std Dev

FLS:

37.28%

COWZ:

19.44%

Max Drawdown

FLS:

-77.36%

COWZ:

-38.63%

Current Drawdown

FLS:

-24.35%

COWZ:

-11.92%

Returns By Period

In the year-to-date period, FLS achieves a -12.87% return, which is significantly lower than COWZ's -4.72% return.


FLS

YTD

-12.87%

1M

8.12%

6M

-17.57%

1Y

2.06%

3Y*

19.11%

5Y*

16.43%

10Y*

0.95%

COWZ

YTD

-4.72%

1M

3.66%

6M

-11.23%

1Y

-2.88%

3Y*

4.19%

5Y*

17.54%

10Y*

N/A

*Annualized

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Flowserve Corporation

Pacer US Cash Cows 100 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FLS vs. COWZ — Risk-Adjusted Performance Rank

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

FLS
The Risk-Adjusted Performance Rank of FLS is 5151
Overall Rank
The Sharpe Ratio Rank of FLS is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of FLS is 4646
Sortino Ratio Rank
The Omega Ratio Rank of FLS is 4747
Omega Ratio Rank
The Calmar Ratio Rank of FLS is 5555
Calmar Ratio Rank
The Martin Ratio Rank of FLS is 5454
Martin Ratio Rank

COWZ
The Risk-Adjusted Performance Rank of COWZ is 1414
Overall Rank
The Sharpe Ratio Rank of COWZ is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of COWZ is 1414
Sortino Ratio Rank
The Omega Ratio Rank of COWZ is 1414
Omega Ratio Rank
The Calmar Ratio Rank of COWZ is 1414
Calmar Ratio Rank
The Martin Ratio Rank of COWZ 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.

FLS vs. COWZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Flowserve Corporation (FLS) 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.


The current FLS Sharpe Ratio is 0.09, which is higher than the COWZ Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of FLS and COWZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FLS vs. COWZ - Dividend Comparison

FLS's dividend yield for the trailing twelve months is around 1.68%, less than COWZ's 1.89% yield.


TTM20242023202220212020201920182017201620152014
FLS
Flowserve Corporation
1.68%1.46%1.94%2.61%2.61%2.17%1.91%2.00%1.35%1.58%1.71%1.07%
COWZ
Pacer US Cash Cows 100 ETF
1.89%1.82%1.92%1.96%1.48%2.54%1.96%1.67%1.95%0.13%0.00%0.00%

Drawdowns

FLS vs. COWZ - Drawdown Comparison

The maximum FLS drawdown since its inception was -77.36%, which is greater than COWZ's maximum drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for FLS and COWZ.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FLS vs. COWZ - Volatility Comparison

Flowserve Corporation (FLS) has a higher volatility of 9.41% compared to Pacer US Cash Cows 100 ETF (COWZ) at 5.41%. This indicates that FLS'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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