PAMC vs. SMCI

In the year-to-date period, PAMC achieves a -9.35% return, which is significantly lower than SMCI's 4.95% return.

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This table presents a comparison of risk-adjusted performance metrics for Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC) and Super Micro Computer, Inc. (SMCI). 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 current PAMC Sharpe Ratio is -0.32, which is higher than the SMCI Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of PAMC and SMCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PAMC's dividend yield for the trailing twelve months is around 0.97%, while SMCI has not paid dividends to shareholders.

The maximum PAMC drawdown since its inception was -27.03%, smaller than the maximum SMCI drawdown of -84.84%. Use the drawdown chart below to compare losses from any high point for PAMC and SMCI. For additional features, visit the drawdowns tool.

The current volatility for Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC) is 6.24%, while Super Micro Computer, Inc. (SMCI) has a volatility of 22.71%. This indicates that PAMC experiences smaller price fluctuations and is considered to be less risky than SMCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.