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PACW vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PACWVTI

Correlation

-0.50.00.51.00.5

The correlation between PACW and VTI is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

PACW vs. VTI - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember0
13.01%
PACW
VTI

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Risk-Adjusted Performance

PACW vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PacWest Bancorp (PACW) and Vanguard Total Stock Market ETF (VTI). 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
Sharpe ratio
The chart of Sharpe ratio for PACW, currently valued at -0.98, compared to the broader market-4.00-2.000.002.004.00-0.98
Sortino ratio
The chart of Sortino ratio for PACW, currently valued at -1.16, compared to the broader market-4.00-2.000.002.004.006.00-1.16
Omega ratio
The chart of Omega ratio for PACW, currently valued at 0.47, compared to the broader market0.501.001.502.000.47
Calmar ratio
The chart of Calmar ratio for PACW, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.08
Martin ratio
The chart of Martin ratio for PACW, currently valued at -0.75, compared to the broader market0.0010.0020.0030.00-0.75
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 2.76, compared to the broader market-4.00-2.000.002.004.002.76
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 3.68, compared to the broader market-4.00-2.000.002.004.006.003.68
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.51, compared to the broader market0.501.001.502.001.51
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 4.00, compared to the broader market0.002.004.006.004.00
Martin ratio
The chart of Martin ratio for VTI, currently valued at 17.66, compared to the broader market0.0010.0020.0030.0017.66

PACW vs. VTI - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.98
2.76
PACW
VTI

Dividends

PACW vs. VTI - Dividend Comparison

PACW has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.27%.


TTM20232022202120202019201820172016201520142013
PACW
PacWest Bancorp
0.00%3.71%4.36%2.21%5.31%6.27%6.91%3.97%3.67%4.64%2.75%2.37%
VTI
Vanguard Total Stock Market ETF
1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

PACW vs. VTI - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-84.65%
-1.18%
PACW
VTI

Volatility

PACW vs. VTI - Volatility Comparison

The current volatility for PacWest Bancorp (PACW) is 0.00%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.05%. This indicates that PACW experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember0
4.05%
PACW
VTI