PortfoliosLab logoPortfoliosLab logo
PAA vs. OEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PAA vs. OEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Plains All American Pipeline, L.P. (PAA) and iShares S&P 100 ETF (OEF). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PAA achieves a 32.73% return, which is significantly higher than OEF's 9.51% return. Over the past 10 years, PAA has underperformed OEF with an annualized return of 6.90%, while OEF has yielded a comparatively higher 16.71% annualized return.


PAA

1D
-0.22%
1M
1.15%
YTD
32.73%
6M
34.61%
1Y
45.13%
3Y*
29.04%
5Y*
24.34%
10Y*
6.90%

OEF

1D
-0.87%
1M
5.44%
YTD
9.51%
6M
9.34%
1Y
29.54%
3Y*
24.53%
5Y*
15.70%
10Y*
16.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAA vs. OEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAA
Plains All American Pipeline, L.P.
32.73%14.30%21.38%39.18%35.79%22.24%-50.79%-2.28%2.31%-31.34%
OEF
iShares S&P 100 ETF
9.51%19.80%30.74%32.71%-21.03%29.18%21.21%31.87%-4.16%21.82%

Correlation

The correlation between PAA and OEF is -0.16, 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

-0.16

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

0.14

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

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2000

0.31

The correlation between PAA and OEF shifts across timeframes, from -0.16 (1 year) to 0.35 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PAA vs. OEF — Risk / Return Rank

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

PAA
PAA Risk / Return Rank: 8787
Overall Rank
PAA Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PAA Sortino Ratio Rank: 9090
Sortino Ratio Rank
PAA Omega Ratio Rank: 8787
Omega Ratio Rank
PAA Calmar Ratio Rank: 8383
Calmar Ratio Rank
PAA Martin Ratio Rank: 8585
Martin Ratio Rank

OEF
OEF Risk / Return Rank: 6464
Overall Rank
OEF Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
OEF Sortino Ratio Rank: 6767
Sortino Ratio Rank
OEF Omega Ratio Rank: 6868
Omega Ratio Rank
OEF Calmar Ratio Rank: 5353
Calmar Ratio Rank
OEF Martin Ratio Rank: 6262
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. OEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Plains All American Pipeline, L.P. (PAA) and iShares S&P 100 ETF (OEF). 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.


PAAOEFDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.40

1.42

-0.02

Calmar ratioReturn relative to maximum drawdown

3.12

2.68

+0.44

Martin ratioReturn relative to average drawdown

9.10

11.29

-2.19

PAA vs. OEF - Sharpe Ratio Comparison

The current PAA Sharpe Ratio is 2.44, which is comparable to the OEF Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of PAA and OEF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


PAAOEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

2.33

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.89

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.91

-0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.45

-0.14

Drawdowns

PAA vs. OEF - Drawdown Comparison

The maximum PAA drawdown since its inception was -91.99%, which is greater than OEF's maximum drawdown of -54.11%. Use the drawdown chart below to compare losses from any high point for PAA and OEF.


Loading charts...

Drawdown Indicators


PAAOEFDifference

Max Drawdown

Largest peak-to-trough decline

-91.99%

-54.11%

-37.88%

Max Drawdown (1Y)

Largest decline over 1 year

-14.53%

-11.06%

-3.47%

Max Drawdown (3Y)

Largest decline over 3 years

-22.26%

-19.80%

-2.46%

Max Drawdown (5Y)

Largest decline over 5 years

-26.11%

-26.47%

+0.36%

Max Drawdown (10Y)

Largest decline over 10 years

-87.92%

-31.44%

-56.48%

Current Drawdown

Current decline from peak

-8.14%

-0.94%

-7.20%

Average Drawdown

Average peak-to-trough decline

-25.77%

-11.76%

-14.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.97%

2.62%

+2.35%

Volatility

PAA vs. OEF - Volatility Comparison

Plains All American Pipeline, L.P. (PAA) has a higher volatility of 7.38% compared to iShares S&P 100 ETF (OEF) at 3.14%. This indicates that PAA's price experiences larger fluctuations and is considered to be riskier than OEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PAAOEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.38%

3.14%

+4.24%

Volatility (6M)

Calculated over the trailing 6-month period

14.05%

9.48%

+4.57%

Volatility (1Y)

Calculated over the trailing 1-year period

18.70%

12.73%

+5.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.87%

17.69%

+9.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.87%

18.44%

+23.43%

Dividends

PAA vs. OEF - Dividend Comparison

PAA's dividend yield for the trailing twelve months is around 6.96%, more than OEF's 0.83% yield.


PositionTTM20252024202320222021202020192018201720162015
OEF
iShares S&P 100 ETF
0.83%0.81%1.03%1.19%1.55%1.06%1.43%1.87%2.09%1.81%2.07%2.11%
PAA
Plains All American Pipeline, L.P.
6.96%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 OEF have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PAA has higher volatility (7.38%) compared to OEF (3.14%). In terms of maximum drawdown, PAA dropped -91.99% vs OEF's -54.11%.

PAA currently has the higher Sharpe Ratio (2.44 vs 2.33), 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

Find the right allocation for PAA and OEF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer