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PAA vs. FLDR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PAA vs. FLDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Plains All American Pipeline, L.P. (PAA) and Fidelity Low Duration Bond Factor ETF (FLDR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PAA achieves a 24.39% return, which is significantly higher than FLDR's 1.72% return.


PAA

1D
-2.01%
1M
-11.10%
YTD
24.39%
6M
25.93%
1Y
28.73%
3Y*
26.78%
5Y*
23.04%
10Y*
5.39%

FLDR

1D
0.02%
1M
0.49%
YTD
1.72%
6M
1.84%
1Y
4.58%
3Y*
5.34%
5Y*
3.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAA vs. FLDR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PAA
Plains All American Pipeline, L.P.
24.39%14.30%21.38%39.18%35.79%22.24%-50.79%-2.28%-18.20%
FLDR
Fidelity Low Duration Bond Factor ETF
1.72%5.41%5.71%6.32%-0.33%-0.18%2.01%4.52%0.84%

Correlation

The correlation between PAA and FLDR is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.13

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2018

-0.04

The correlation between PAA and FLDR shifts across timeframes, from -0.13 (1 year) to -0.03 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

PAA vs. FLDR — Risk / Return Rank

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

PAA
PAA Risk / Return Rank: 7979
Overall Rank
PAA Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PAA Sortino Ratio Rank: 8080
Sortino Ratio Rank
PAA Omega Ratio Rank: 7777
Omega Ratio Rank
PAA Calmar Ratio Rank: 7676
Calmar Ratio Rank
PAA Martin Ratio Rank: 7878
Martin Ratio Rank

FLDR
FLDR Risk / Return Rank: 9898
Overall Rank
FLDR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLDR Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLDR Omega Ratio Rank: 9999
Omega Ratio Rank
FLDR Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLDR Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PAA vs. FLDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Plains All American Pipeline, L.P. (PAA) and Fidelity Low Duration Bond Factor ETF (FLDR). 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.


PAAFLDRDifference
Sharpe ratioReturn per unit of total volatility

-4.12

Sortino ratioReturn per unit of downside risk

-7.37

Omega ratioGain probability vs. loss probability

1.26

2.63

-1.37

Calmar ratioReturn relative to maximum drawdown

1.99

9.83

-7.85

Martin ratioReturn relative to average drawdown

5.37

67.02

-61.64

PAA vs. FLDR - Sharpe Ratio Comparison

The current PAA Sharpe Ratio is 1.56, which is lower than the FLDR Sharpe Ratio of 5.69. The chart below compares the historical Sharpe Ratios of PAA and FLDR, 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

PAA vs. FLDR - Drawdown Comparison

The maximum PAA drawdown since its inception was -91.99%, which is greater than FLDR's maximum drawdown of -12.23%. Use the drawdown chart below to compare losses from any high point for PAA and FLDR.


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Drawdown Indicators


PAAFLDRDifference

Max Drawdown

Largest peak-to-trough decline

-91.99%

-12.23%

-79.76%

Max Drawdown (1Y)

Largest decline over 1 year

-14.53%

-0.47%

-14.06%

Max Drawdown (3Y)

Largest decline over 3 years

-22.26%

-0.76%

-21.50%

Max Drawdown (5Y)

Largest decline over 5 years

-22.51%

-2.33%

-20.18%

Max Drawdown (10Y)

Largest decline over 10 years

-87.92%

Current Drawdown

Current decline from peak

-13.92%

0.00%

-13.92%

Average Drawdown

Average peak-to-trough decline

-25.74%

-0.35%

-25.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.36%

0.07%

+5.29%

Volatility

PAA vs. FLDR - Volatility Comparison

Plains All American Pipeline, L.P. (PAA) has a higher volatility of 6.30% compared to Fidelity Low Duration Bond Factor ETF (FLDR) at 0.19%. This indicates that PAA's price experiences larger fluctuations and is considered to be riskier than FLDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAAFLDRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

0.19%

+6.11%

Volatility (6M)

Calculated over the trailing 6-month period

14.50%

0.60%

+13.90%

Volatility (1Y)

Calculated over the trailing 1-year period

18.47%

0.81%

+17.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.59%

1.21%

+25.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.78%

5.25%

+36.53%

Dividends

PAA vs. FLDR - Dividend Comparison

PAA's dividend yield for the trailing twelve months is around 7.43%, more than FLDR's 4.41% yield.


PositionTTM20252024202320222021202020192018201720162015
FLDR
Fidelity Low Duration Bond Factor ETF
4.41%4.66%5.50%5.28%2.09%0.51%1.22%2.69%1.38%0.00%0.00%0.00%
PAA
Plains All American Pipeline, L.P.
7.43%8.46%7.44%7.06%7.08%7.71%10.92%7.50%5.99%9.45%8.21%11.93%

Frequently Asked Questions


PAA and FLDR have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PAA has higher volatility (6.30%) compared to FLDR (0.19%). In terms of maximum drawdown, PAA dropped -91.99% vs FLDR's -12.23%.

FLDR currently has the higher Sharpe Ratio (5.69 vs 1.56), 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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