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PAC vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PAC and VOO is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

PAC vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grupo Aeroportuario del Pacífico, S.A.B. de C.V. (PAC) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
15.50%
9.64%
PAC
VOO

Key characteristics

Sharpe Ratio

PAC:

0.22

VOO:

2.25

Sortino Ratio

PAC:

0.56

VOO:

2.98

Omega Ratio

PAC:

1.07

VOO:

1.42

Calmar Ratio

PAC:

0.32

VOO:

3.31

Martin Ratio

PAC:

0.66

VOO:

14.77

Ulcer Index

PAC:

11.98%

VOO:

1.90%

Daily Std Dev

PAC:

36.06%

VOO:

12.46%

Max Drawdown

PAC:

-73.13%

VOO:

-33.99%

Current Drawdown

PAC:

-8.46%

VOO:

-2.47%

Returns By Period

In the year-to-date period, PAC achieves a 7.82% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, PAC has outperformed VOO with an annualized return of 16.10%, while VOO has yielded a comparatively lower 13.08% annualized return.


PAC

YTD

7.82%

1M

-0.02%

6M

16.38%

1Y

7.54%

5Y*

13.20%

10Y*

16.10%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

PAC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Grupo Aeroportuario del Pacífico, S.A.B. de C.V. (PAC) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for PAC, currently valued at 0.22, compared to the broader market-4.00-2.000.002.000.222.25
The chart of Sortino ratio for PAC, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.000.562.98
The chart of Omega ratio for PAC, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.42
The chart of Calmar ratio for PAC, currently valued at 0.32, compared to the broader market0.002.004.006.000.323.31
The chart of Martin ratio for PAC, currently valued at 0.66, compared to the broader market-5.000.005.0010.0015.0020.0025.000.6614.77
PAC
VOO

The current PAC Sharpe Ratio is 0.22, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of PAC and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.22
2.25
PAC
VOO

Dividends

PAC vs. VOO - Dividend Comparison

PAC's dividend yield for the trailing twelve months is around 3.99%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
PAC
Grupo Aeroportuario del Pacífico, S.A.B. de C.V.
3.99%4.88%5.01%4.15%0.00%4.98%6.27%4.73%4.86%4.28%7.16%3.45%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

PAC vs. VOO - Drawdown Comparison

The maximum PAC drawdown since its inception was -73.13%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PAC and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.46%
-2.47%
PAC
VOO

Volatility

PAC vs. VOO - Volatility Comparison

Grupo Aeroportuario del Pacífico, S.A.B. de C.V. (PAC) has a higher volatility of 9.59% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that PAC's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
9.59%
3.75%
PAC
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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