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PAMC vs. COWZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PAMC and COWZ is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

PAMC vs. COWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC) and Pacer US Cash Cows 100 ETF (COWZ). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%160.00%December2025FebruaryMarchAprilMay
81.06%
120.16%
PAMC
COWZ

Key characteristics

Sharpe Ratio

PAMC:

-0.08

COWZ:

-0.13

Sortino Ratio

PAMC:

0.03

COWZ:

-0.05

Omega Ratio

PAMC:

1.00

COWZ:

0.99

Calmar Ratio

PAMC:

-0.06

COWZ:

-0.11

Martin Ratio

PAMC:

-0.19

COWZ:

-0.36

Ulcer Index

PAMC:

8.62%

COWZ:

6.55%

Daily Std Dev

PAMC:

20.41%

COWZ:

18.93%

Max Drawdown

PAMC:

-27.03%

COWZ:

-38.63%

Current Drawdown

PAMC:

-16.99%

COWZ:

-13.60%

Returns By Period

In the year-to-date period, PAMC achieves a -9.73% return, which is significantly lower than COWZ's -6.54% return.


PAMC

YTD

-9.73%

1M

-2.99%

6M

-8.74%

1Y

-2.71%

5Y*

N/A

10Y*

N/A

COWZ

YTD

-6.54%

1M

-4.24%

6M

-7.34%

1Y

-1.93%

5Y*

19.17%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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PAMC vs. COWZ - Expense Ratio Comparison

PAMC has a 0.60% expense ratio, which is higher than COWZ's 0.49% expense ratio.


Expense ratio chart for PAMC: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PAMC: 0.60%
Expense ratio chart for COWZ: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
COWZ: 0.49%

Risk-Adjusted Performance

PAMC vs. COWZ — Risk-Adjusted Performance Rank

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

PAMC
The Risk-Adjusted Performance Rank of PAMC is 1414
Overall Rank
The Sharpe Ratio Rank of PAMC is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of PAMC is 1414
Sortino Ratio Rank
The Omega Ratio Rank of PAMC is 1414
Omega Ratio Rank
The Calmar Ratio Rank of PAMC is 1414
Calmar Ratio Rank
The Martin Ratio Rank of PAMC is 1515
Martin Ratio Rank

COWZ
The Risk-Adjusted Performance Rank of COWZ is 1313
Overall Rank
The Sharpe Ratio Rank of COWZ is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of COWZ is 1313
Sortino Ratio Rank
The Omega Ratio Rank of COWZ is 1313
Omega Ratio Rank
The Calmar Ratio Rank of COWZ is 1313
Calmar Ratio Rank
The Martin Ratio Rank of COWZ is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PAMC vs. COWZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC) and Pacer US Cash Cows 100 ETF (COWZ). 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.


The chart of Sharpe ratio for PAMC, currently valued at -0.08, compared to the broader market-1.000.001.002.003.004.00
PAMC: -0.08
COWZ: -0.13
The chart of Sortino ratio for PAMC, currently valued at 0.03, compared to the broader market-2.000.002.004.006.008.00
PAMC: 0.03
COWZ: -0.05
The chart of Omega ratio for PAMC, currently valued at 1.00, compared to the broader market0.501.001.502.002.50
PAMC: 1.00
COWZ: 0.99
The chart of Calmar ratio for PAMC, currently valued at -0.06, compared to the broader market0.002.004.006.008.0010.0012.00
PAMC: -0.06
COWZ: -0.11
The chart of Martin ratio for PAMC, currently valued at -0.19, compared to the broader market0.0020.0040.0060.00
PAMC: -0.19
COWZ: -0.36

The current PAMC Sharpe Ratio is -0.08, which is higher than the COWZ Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of PAMC and COWZ, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.08
-0.13
PAMC
COWZ

Dividends

PAMC vs. COWZ - Dividend Comparison

PAMC's dividend yield for the trailing twelve months is around 0.97%, less than COWZ's 1.93% yield.


TTM202420232022202120202019201820172016
PAMC
Pacer Lunt MidCap Multi-Factor Alternator ETF
0.97%0.97%0.69%1.29%0.36%0.30%0.00%0.00%0.00%0.00%
COWZ
Pacer US Cash Cows 100 ETF
1.93%1.82%1.92%1.96%1.48%2.54%1.96%1.67%1.94%0.13%

Drawdowns

PAMC vs. COWZ - Drawdown Comparison

The maximum PAMC drawdown since its inception was -27.03%, smaller than the maximum COWZ drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for PAMC and COWZ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-16.99%
-13.60%
PAMC
COWZ

Volatility

PAMC vs. COWZ - Volatility Comparison

Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC) and Pacer US Cash Cows 100 ETF (COWZ) have volatilities of 12.99% and 13.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
12.99%
13.20%
PAMC
COWZ