PAMC vs. SMCI

Last updated Apr 2, 2026

Compare and contrast key facts about Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC) and Super Micro Computer, Inc. (SMCI).

PAMC is a passively managed fund by Pacer that tracks the performance of the Lunt Capital U.S. MidCap Multi-Factor Rotation Index. It was launched on Jun 24, 2020.

Performance

PAMC vs. SMCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC) and Super Micro Computer, Inc. (SMCI). The values are adjusted to include any dividend payments, if applicable.

PAMC vs. SMCI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PAMC Pacer Lunt MidCap Multi-Factor Alternator ETF	4.43%	1.54%	26.20%	19.30%	-12.15%	13.15%	34.03%
SMCI Super Micro Computer, Inc.	-23.10%	-3.97%	7.23%	246.24%	86.80%	38.82%	2.03%

Returns By Period

In the year-to-date period, PAMC achieves a 4.43% return, which is significantly higher than SMCI's -23.10% return.

PAMC

• 1D: 1.51%
• 1M: -4.41%
• YTD: 4.43%
• 6M: 4.06%
• 1Y: 15.41%
• 3Y*: 14.52%
• 5Y*: 7.43%
• 10Y*: —

SMCI

• 1D: -1.14%
• 1M: -29.28%
• YTD: -23.10%
• 6M: -57.03%
• 1Y: -35.78%
• 3Y*: 28.31%
• 5Y*: 41.56%
• 10Y*: 20.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

PAMC vs. SMCI — Risk / Return Rank

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

PAMC

PAMC Risk / Return Rank: 39
PAMC Sharpe Ratio Rank: 36
PAMC Sortino Ratio Rank: 38
PAMC Omega Ratio Rank: 36
PAMC Calmar Ratio Rank: 42
PAMC Martin Ratio Rank: 45

SMCI

SMCI Risk / Return Rank: 23
SMCI Sharpe Ratio Rank: 21
SMCI Sortino Ratio Rank: 24
SMCI Omega Ratio Rank: 24
SMCI Calmar Ratio Rank: 24
SMCI Martin Ratio Rank: 22

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. SMCI - Risk-Adjusted Trends Comparison

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.

	PAMC	SMCI	Difference
Sharpe ratio Return per unit of total volatility	0.71	-0.45	+1.17
Sortino ratio Return per unit of downside risk	1.14	-0.20	+1.34
Omega ratio Gain probability vs. loss probability	1.15	0.97	+0.18
Calmar ratio Return relative to maximum drawdown	1.18	-0.52	+1.70
Martin ratio Return relative to average drawdown	4.56	-1.03	+5.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PAMC vs. SMCI - Sharpe Ratio Comparison

The current PAMC Sharpe Ratio is 0.71, which is higher than the SMCI Sharpe Ratio of -0.45. 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.

Sharpe Ratios by Period

	PAMC	SMCI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.71	-0.45	+1.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.37	0.50	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.30	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.30	+0.37

Correlation

The correlation between PAMC and SMCI is 0.46, 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.

Dividends

PAMC vs. SMCI - Dividend Comparison

PAMC's dividend yield for the trailing twelve months is around 1.24%, while SMCI has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020
PAMC Pacer Lunt MidCap Multi-Factor Alternator ETF	1.24%	1.11%	0.97%	0.69%	1.29%	0.36%	0.30%
SMCI Super Micro Computer, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

PAMC vs. SMCI - Drawdown Comparison

The maximum PAMC drawdown since its inception was -27.04%, 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.

Drawdown Indicators

	PAMC	SMCI	Difference
Max Drawdown Largest peak-to-trough decline	-27.04%	-84.84%	+57.80%
Max Drawdown (1Y) Largest decline over 1 year	-13.60%	-66.18%	+52.58%
Max Drawdown (5Y) Largest decline over 5 years	-27.04%	-84.84%	+57.80%
Max Drawdown (10Y) Largest decline over 10 years	—	-84.84%	—
Current Drawdown Current decline from peak	-4.89%	-81.05%	+76.16%
Average Drawdown Average peak-to-trough decline	-7.66%	-31.56%	+23.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.53%	33.24%	-29.71%

Volatility

PAMC vs. SMCI - Volatility Comparison

The current volatility for Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC) is 9.01%, while Super Micro Computer, Inc. (SMCI) has a volatility of 45.01%. 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.

Volatility by Period

	PAMC	SMCI	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.01%	45.01%	-36.00%
Volatility (6M) Calculated over the trailing 6-month period	14.73%	62.35%	-47.62%
Volatility (1Y) Calculated over the trailing 1-year period	21.65%	79.49%	-57.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.42%	83.60%	-63.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.82%	69.68%	-48.86%