PortfoliosLab logo
NUMG vs. COWZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NUMG and COWZ is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

NUMG vs. COWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen ESG Mid-Cap Growth ETF (NUMG) and Pacer US Cash Cows 100 ETF (COWZ). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
115.26%
143.70%
NUMG
COWZ

Key characteristics

Sharpe Ratio

NUMG:

0.08

COWZ:

-0.30

Sortino Ratio

NUMG:

0.28

COWZ:

-0.29

Omega Ratio

NUMG:

1.04

COWZ:

0.96

Calmar Ratio

NUMG:

0.07

COWZ:

-0.26

Martin Ratio

NUMG:

0.24

COWZ:

-0.91

Ulcer Index

NUMG:

8.19%

COWZ:

6.23%

Daily Std Dev

NUMG:

24.02%

COWZ:

19.03%

Max Drawdown

NUMG:

-38.85%

COWZ:

-38.63%

Current Drawdown

NUMG:

-18.64%

COWZ:

-15.27%

Returns By Period

In the year-to-date period, NUMG achieves a -9.93% return, which is significantly lower than COWZ's -8.35% return.


NUMG

YTD

-9.93%

1M

-3.25%

6M

-5.33%

1Y

2.45%

5Y*

8.85%

10Y*

N/A

COWZ

YTD

-8.35%

1M

-6.90%

6M

-9.36%

1Y

-5.23%

5Y*

19.20%

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.


NUMG vs. COWZ - Expense Ratio Comparison

NUMG has a 0.30% expense ratio, which is lower than COWZ's 0.49% expense ratio.


Expense ratio chart for COWZ: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
COWZ: 0.49%
Expense ratio chart for NUMG: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
NUMG: 0.30%

Risk-Adjusted Performance

NUMG vs. COWZ — Risk-Adjusted Performance Rank

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

NUMG
The Risk-Adjusted Performance Rank of NUMG is 2525
Overall Rank
The Sharpe Ratio Rank of NUMG is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of NUMG is 2727
Sortino Ratio Rank
The Omega Ratio Rank of NUMG is 2626
Omega Ratio Rank
The Calmar Ratio Rank of NUMG is 2525
Calmar Ratio Rank
The Martin Ratio Rank of NUMG is 2424
Martin Ratio Rank

COWZ
The Risk-Adjusted Performance Rank of COWZ is 77
Overall Rank
The Sharpe Ratio Rank of COWZ is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of COWZ is 88
Sortino Ratio Rank
The Omega Ratio Rank of COWZ is 88
Omega Ratio Rank
The Calmar Ratio Rank of COWZ is 77
Calmar Ratio Rank
The Martin Ratio Rank of COWZ is 66
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.

NUMG vs. COWZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Mid-Cap Growth ETF (NUMG) 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 chart of Sharpe ratio for NUMG, currently valued at 0.08, compared to the broader market-1.000.001.002.003.004.00
NUMG: 0.08
COWZ: -0.30
The chart of Sortino ratio for NUMG, currently valued at 0.28, compared to the broader market-2.000.002.004.006.008.00
NUMG: 0.28
COWZ: -0.29
The chart of Omega ratio for NUMG, currently valued at 1.04, compared to the broader market0.501.001.502.002.50
NUMG: 1.04
COWZ: 0.96
The chart of Calmar ratio for NUMG, currently valued at 0.07, compared to the broader market0.002.004.006.008.0010.0012.00
NUMG: 0.07
COWZ: -0.26
The chart of Martin ratio for NUMG, currently valued at 0.24, compared to the broader market0.0020.0040.0060.00
NUMG: 0.24
COWZ: -0.91

The current NUMG Sharpe Ratio is 0.08, which is higher than the COWZ Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of NUMG 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
0.08
-0.30
NUMG
COWZ

Dividends

NUMG vs. COWZ - Dividend Comparison

NUMG's dividend yield for the trailing twelve months is around 0.06%, less than COWZ's 1.97% yield.


TTM202420232022202120202019201820172016
NUMG
Nuveen ESG Mid-Cap Growth ETF
0.06%0.06%0.18%0.18%12.76%3.82%0.27%5.14%0.56%0.00%
COWZ
Pacer US Cash Cows 100 ETF
1.97%1.82%1.92%1.96%1.48%2.54%1.96%1.67%1.95%0.13%

Drawdowns

NUMG vs. COWZ - Drawdown Comparison

The maximum NUMG drawdown since its inception was -38.85%, roughly equal to the maximum COWZ drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for NUMG and COWZ. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.64%
-15.27%
NUMG
COWZ

Volatility

NUMG vs. COWZ - Volatility Comparison

Nuveen ESG Mid-Cap Growth ETF (NUMG) has a higher volatility of 16.08% compared to Pacer US Cash Cows 100 ETF (COWZ) at 13.14%. This indicates that NUMG'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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.08%
13.14%
NUMG
COWZ