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PACW.L vs. FWRG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PACW.L vs. FWRG - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Prime All Country World UCITS ETF Income (PACW.L) and First Watch Restaurant Group, Inc. (FWRG). The values are adjusted to include any dividend payments, if applicable.

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PACW.L vs. FWRG - Yearly Performance Comparison


Different Trading Currencies

PACW.L is traded in GBP, while FWRG is traded in USD. To make them comparable, the FWRG values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, PACW.L achieves a -2.55% return, which is significantly higher than FWRG's -29.18% return.


PACW.L

1D
0.52%
1M
-6.00%
YTD
-2.55%
6M
1.48%
1Y
17.78%
3Y*
5Y*
10Y*

FWRG

1D
3.36%
1M
-14.24%
YTD
-29.18%
6M
-31.85%
1Y
-38.50%
3Y*
-15.25%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PACW.L vs. FWRG — Risk / Return Rank

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

PACW.L
PACW.L Risk / Return Rank: 6969
Overall Rank
PACW.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PACW.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
PACW.L Omega Ratio Rank: 7272
Omega Ratio Rank
PACW.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
PACW.L Martin Ratio Rank: 6868
Martin Ratio Rank

FWRG
FWRG Risk / Return Rank: 1313
Overall Rank
FWRG Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FWRG Sortino Ratio Rank: 1616
Sortino Ratio Rank
FWRG Omega Ratio Rank: 1616
Omega Ratio Rank
FWRG Calmar Ratio Rank: 1515
Calmar Ratio Rank
FWRG Martin Ratio Rank: 33
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.

PACW.L vs. FWRG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime All Country World UCITS ETF Income (PACW.L) and First Watch Restaurant Group, Inc. (FWRG). 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.


PACW.LFWRGDifference

Sharpe ratio

Return per unit of total volatility

1.28

-0.67

+1.95

Sortino ratio

Return per unit of downside risk

1.76

-0.76

+2.52

Omega ratio

Gain probability vs. loss probability

1.26

0.90

+0.36

Calmar ratio

Return relative to maximum drawdown

1.61

-0.80

+2.40

Martin ratio

Return relative to average drawdown

6.89

-1.88

+8.77

PACW.L vs. FWRG - Sharpe Ratio Comparison

The current PACW.L Sharpe Ratio is 1.28, which is higher than the FWRG Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of PACW.L and FWRG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PACW.LFWRGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

-0.67

+1.95

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

-0.32

+0.75

Correlation

The correlation between PACW.L and FWRG is 0.16, 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.


Dividends

PACW.L vs. FWRG - Dividend Comparison

PACW.L's dividend yield for the trailing twelve months is around 1.42%, while FWRG has not paid dividends to shareholders.


Drawdowns

PACW.L vs. FWRG - Drawdown Comparison

The maximum PACW.L drawdown since its inception was -17.68%, smaller than the maximum FWRG drawdown of -62.45%. Use the drawdown chart below to compare losses from any high point for PACW.L and FWRG.


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Drawdown Indicators


PACW.LFWRGDifference

Max Drawdown

Largest peak-to-trough decline

-17.68%

-60.38%

+42.70%

Max Drawdown (1Y)

Largest decline over 1 year

-10.23%

-49.68%

+39.45%

Current Drawdown

Current decline from peak

-6.00%

-58.93%

+52.93%

Average Drawdown

Average peak-to-trough decline

-3.37%

-27.93%

+24.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

20.36%

-17.99%

Volatility

PACW.L vs. FWRG - Volatility Comparison

The current volatility for Amundi Prime All Country World UCITS ETF Income (PACW.L) is 4.32%, while First Watch Restaurant Group, Inc. (FWRG) has a volatility of 16.22%. This indicates that PACW.L experiences smaller price fluctuations and is considered to be less risky than FWRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PACW.LFWRGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

16.22%

-11.90%

Volatility (6M)

Calculated over the trailing 6-month period

8.17%

41.83%

-33.66%

Volatility (1Y)

Calculated over the trailing 1-year period

13.91%

57.30%

-43.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.20%

46.92%

-32.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.20%

46.92%

-32.72%