FTXR vs. PCAR
Compare and contrast key facts about First Trust Nasdaq Transportation ETF (FTXR) and PACCAR Inc (PCAR).
FTXR is a passively managed fund by First Trust that tracks the performance of the Nasdaq U.S. Smart Transportation Index. It was launched on Sep 20, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTXR or PCAR.
Key characteristics
| FTXR | PCAR | |
|---|---|---|
| YTD Return | 20.03% | 18.14% |
| 1Y Return | 41.88% | 39.12% |
| 3Y Return (Ann) | 1.88% | 30.01% |
| 5Y Return (Ann) | 8.74% | 20.80% |
| Sharpe Ratio | 1.97 | 1.50 |
| Sortino Ratio | 2.77 | 1.98 |
| Omega Ratio | 1.34 | 1.30 |
| Calmar Ratio | 1.48 | 1.46 |
| Martin Ratio | 8.37 | 2.85 |
| Ulcer Index | 4.69% | 13.36% |
| Daily Std Dev | 19.91% | 25.36% |
| Max Drawdown | -52.06% | -66.16% |
| Current Drawdown | 0.00% | -7.54% |
Correlation
The correlation between FTXR and PCAR is 0.53, 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
FTXR vs. PCAR - Performance Comparison
In the year-to-date period, FTXR achieves a 20.03% return, which is significantly higher than PCAR's 18.14% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FTXR vs. PCAR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Transportation ETF (FTXR) and PACCAR Inc (PCAR). 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.
Dividends
FTXR vs. PCAR - Dividend Comparison
FTXR's dividend yield for the trailing twelve months is around 1.27%, less than PCAR's 3.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTXR First Trust Nasdaq Transportation ETF | 1.27% | 1.50% | 2.38% | 0.67% | 0.33% | 1.34% | 1.74% | 1.18% | 0.24% | 0.00% | 0.00% | 0.00% |
PCAR PACCAR Inc | 3.79% | 4.34% | 4.23% | 3.22% | 2.29% | 4.53% | 5.41% | 3.08% | 2.44% | 4.89% | 2.73% | 2.87% |
Drawdowns
FTXR vs. PCAR - Drawdown Comparison
The maximum FTXR drawdown since its inception was -52.06%, smaller than the maximum PCAR drawdown of -66.16%. Use the drawdown chart below to compare losses from any high point for FTXR and PCAR. For additional features, visit the drawdowns tool.
Volatility
FTXR vs. PCAR - Volatility Comparison
The current volatility for First Trust Nasdaq Transportation ETF (FTXR) is 7.86%, while PACCAR Inc (PCAR) has a volatility of 11.02%. This indicates that FTXR experiences smaller price fluctuations and is considered to be less risky than PCAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.