FTXR vs. PCAR
FTXR (First Trust Nasdaq Transportation ETF) is Industrials Equities fund tracking the Nasdaq U.S. Smart Transportation Index, while PCAR (PACCAR Inc) is a stock. Over the past 5 years, FTXR returned 6.66%/yr vs 16.81%/yr for PCAR. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
FTXR vs. PCAR - Performance Comparison
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Returns By Period
In the year-to-date period, FTXR achieves a 14.58% return, which is significantly higher than PCAR's 5.04% return.
FTXR
- 1D
- -0.02%
- 1M
- 11.32%
- YTD
- 14.58%
- 6M
- 18.08%
- 1Y
- 43.09%
- 3Y*
- 19.84%
- 5Y*
- 6.66%
- 10Y*
- —
PCAR
- 1D
- 1.32%
- 1M
- 0.32%
- YTD
- 5.04%
- 6M
- 7.33%
- 1Y
- 25.35%
- 3Y*
- 20.34%
- 5Y*
- 16.81%
- 10Y*
- 16.22%
FTXR vs. PCAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTXR First Trust Nasdaq Transportation ETF | 14.58% | 14.70% | 17.09% | 20.93% | -25.38% | 24.02% | 15.03% | 14.82% | -15.27% | 15.82% |
PCAR PACCAR Inc | 5.04% | 8.03% | 10.81% | 55.01% | 17.00% | 5.63% | 11.74% | 45.05% | -15.32% | 14.82% |
Correlation
The correlation between FTXR and PCAR is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2016 | 0.56 |
The correlation between FTXR and PCAR shifts across timeframes, from 0.56 (all time) to 0.67 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FTXR vs. PCAR — Risk / Return Rank
FTXR
PCAR
FTXR vs. PCAR - Risk-Adjusted Trends 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.
| FTXR | PCAR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.18 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 1.66 | +1.32 |
| Martin ratioReturn relative to average drawdown | 10.08 | 4.30 | +5.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTXR | PCAR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 0.97 | +1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.66 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.45 | -0.05 |
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.
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Drawdown Indicators
| FTXR | PCAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.06% | -66.16% | +14.10% |
Max Drawdown (1Y)Largest decline over 1 year | -14.49% | -15.29% | +0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -29.71% | -27.75% | -1.96% |
Max Drawdown (5Y)Largest decline over 5 years | -33.96% | -27.75% | -6.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.84% | — |
Current DrawdownCurrent decline from peak | -1.09% | -11.39% | +10.30% |
Average DrawdownAverage peak-to-trough decline | -11.06% | -14.42% | +3.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.29% | 5.91% | -1.62% |
Volatility
FTXR vs. PCAR - Volatility Comparison
The current volatility for First Trust Nasdaq Transportation ETF (FTXR) is 6.70%, while PACCAR Inc (PCAR) has a volatility of 7.54%. 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.
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Volatility by Period
| FTXR | PCAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.70% | 7.54% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 16.48% | 18.74% | -2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.79% | 26.21% | -4.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.85% | 25.70% | -1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.75% | 26.20% | -1.45% |
Dividends
FTXR vs. PCAR - Dividend Comparison
FTXR's dividend yield for the trailing twelve months is around 1.14%, less than PCAR's 2.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTXR First Trust Nasdaq Transportation ETF | 1.14% | 1.52% | 2.13% | 1.50% | 2.38% | 0.67% | 0.33% | 1.34% | 1.74% | 1.18% | 0.24% | 0.00% |
PCAR PACCAR Inc | 2.40% | 2.48% | 4.01% | 4.34% | 4.23% | 3.22% | 2.29% | 4.53% | 5.41% | 3.08% | 2.44% | 4.89% |
Frequently Asked Questions
FTXR and PCAR have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PCAR has higher volatility (7.54%) compared to FTXR (6.70%). In terms of maximum drawdown, FTXR dropped -52.06% vs PCAR's -66.16%.
FTXR currently has the higher Sharpe Ratio (1.99 vs 0.97), 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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