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PAMC vs. COMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PAMC vs. COMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PAMC achieves a 16.47% return, which is significantly lower than COMB's 17.53% return.


PAMC

1D
-0.00%
1M
-2.05%
6M
9.67%
YTD
16.47%
1Y
23.05%
3Y*
15.85%
5Y*
9.36%
10Y*

COMB

1D
0.00%
1M
-1.59%
6M
14.82%
YTD
17.53%
1Y
25.91%
3Y*
11.95%
5Y*
9.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAMC vs. COMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PAMC
Pacer Lunt MidCap Multi-Factor Alternator ETF
16.47%1.54%26.20%19.30%-12.15%13.15%34.86%
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
17.53%15.12%5.24%-7.75%14.56%26.34%23.20%

Correlation

The correlation between PAMC and COMB is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

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

0.10

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

0.20

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2020

0.22

The correlation between PAMC and COMB shifts across timeframes, from -0.07 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PAMC vs. COMB — Risk / Return Rank

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

PAMC
PAMC Risk / Return Rank: 4747
Overall Rank
PAMC Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PAMC Sortino Ratio Rank: 4242
Sortino Ratio Rank
PAMC Omega Ratio Rank: 4141
Omega Ratio Rank
PAMC Calmar Ratio Rank: 5555
Calmar Ratio Rank
PAMC Martin Ratio Rank: 5858
Martin Ratio Rank

COMB
COMB Risk / Return Rank: 5252
Overall Rank
COMB Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
COMB Sortino Ratio Rank: 5252
Sortino Ratio Rank
COMB Omega Ratio Rank: 5757
Omega Ratio Rank
COMB Calmar Ratio Rank: 4545
Calmar Ratio Rank
COMB Martin Ratio Rank: 4747
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.

PAMC vs. COMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). 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.


PAMCCOMBDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.22

1.28

-0.06

Calmar ratioReturn relative to maximum drawdown

2.18

1.82

+0.36

Martin ratioReturn relative to average drawdown

7.98

6.14

+1.84

PAMC vs. COMB - Sharpe Ratio Comparison

The current PAMC Sharpe Ratio is 1.18, which is comparable to the COMB Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of PAMC and COMB, 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

PAMC vs. COMB - Drawdown Comparison

The maximum PAMC drawdown since its inception was -27.04%, smaller than the maximum COMB drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for PAMC and COMB.


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Drawdown Indicators


PAMCCOMBDifference

Max Drawdown

Largest peak-to-trough decline

-27.04%

-33.50%

+6.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.24%

-14.84%

+4.60%

Max Drawdown (3Y)

Largest decline over 3 years

-26.07%

-14.84%

-11.23%

Max Drawdown (5Y)

Largest decline over 5 years

-26.61%

-26.63%

+0.02%

Current Drawdown

Current decline from peak

-2.60%

-11.35%

+8.75%

Average Drawdown

Average peak-to-trough decline

-7.37%

-12.05%

+4.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

4.40%

-1.60%

Volatility

PAMC vs. COMB - Volatility Comparison

Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC) has a higher volatility of 5.01% compared to GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) at 4.24%. This indicates that PAMC's price experiences larger fluctuations and is considered to be riskier than COMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAMCCOMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

4.24%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

14.14%

15.09%

-0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

18.99%

17.38%

+1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.35%

16.69%

+3.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.68%

15.15%

+5.53%

PAMC vs. COMB - Expense Ratio Comparison

PAMC has a 0.60% expense ratio, which is higher than COMB's 0.25% expense ratio.


Dividends

PAMC vs. COMB - Dividend Comparison

PAMC's dividend yield for the trailing twelve months is around 1.12%, less than COMB's 7.70% yield.


PositionTTM202520242023202220212020201920182017
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
7.70%9.05%2.48%6.57%30.85%15.83%0.07%1.48%0.97%0.20%
PAMC
Pacer Lunt MidCap Multi-Factor Alternator ETF
1.12%1.11%0.97%0.69%1.29%0.36%0.30%0.00%0.00%0.00%

Frequently Asked Questions


PAMC and COMB have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PAMC has higher volatility (5.01%) compared to COMB (4.24%). In terms of maximum drawdown, PAMC dropped -27.04% vs COMB's -33.50%.

On 5-year performance, COMB leads with 9.83% vs 9.36% for PAMC. On fees, COMB is cheaper at 0.25% per year. On volatility, COMB has been the lower-risk option at 4.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, COMB has performed better with a 9.83% return vs 9.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

COMB is cheaper with a 0.25% expense ratio, compared with 0.60% for PAMC.

COMB has the higher dividend yield at 7.70%, compared with 1.12% for PAMC.

PAMC is categorized as Mid Cap Growth Equities, while COMB is Commodities. They also come from different issuers: Pacer and GraniteShares. Their fees differ too: 0.60% for PAMC and 0.25% for COMB.

COMB currently has the higher Sharpe Ratio (1.56 vs 1.18), 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 PAMC and COMB

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