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PAMC vs. SMCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, PAMC achieves a 18.25% return, which is significantly higher than SMCI's 13.84% return.


PAMC

1D
-1.11%
1M
3.39%
YTD
18.25%
6M
15.73%
1Y
29.68%
3Y*
18.49%
5Y*
9.24%
10Y*

SMCI

1D
-6.03%
1M
-6.35%
YTD
13.84%
6M
8.32%
1Y
-18.51%
3Y*
15.53%
5Y*
56.61%
10Y*
29.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAMC vs. SMCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PAMC
Pacer Lunt MidCap Multi-Factor Alternator ETF
18.25%1.54%26.20%19.30%-12.15%13.15%34.86%
SMCI
Super Micro Computer, Inc.
13.84%-3.97%7.23%246.24%86.80%38.82%3.43%

Correlation

The correlation between PAMC and SMCI is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.45

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

0.46

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

0.46

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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: 5555
Overall Rank
PAMC Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
PAMC Sortino Ratio Rank: 5050
Sortino Ratio Rank
PAMC Omega Ratio Rank: 4848
Omega Ratio Rank
PAMC Calmar Ratio Rank: 6363
Calmar Ratio Rank
PAMC Martin Ratio Rank: 6464
Martin Ratio Rank

SMCI
SMCI Risk / Return Rank: 3636
Overall Rank
SMCI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SMCI Sortino Ratio Rank: 3939
Sortino Ratio Rank
SMCI Omega Ratio Rank: 3939
Omega Ratio Rank
SMCI Calmar Ratio Rank: 3333
Calmar Ratio Rank
SMCI Martin Ratio Rank: 3434
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. 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.

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.


PAMCSMCIDifference
Sharpe ratioReturn per unit of total volatility

+1.79

Sortino ratioReturn per unit of downside risk

+1.98

Omega ratioGain probability vs. loss probability

1.29

1.04

+0.25

Calmar ratioReturn relative to maximum drawdown

2.91

-0.28

+3.19

Martin ratioReturn relative to average drawdown

10.77

-0.46

+11.23

PAMC vs. SMCI - Sharpe Ratio Comparison

The current PAMC Sharpe Ratio is 1.58, which is higher than the SMCI Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of PAMC and SMCI, 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. 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.


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Drawdown Indicators


PAMCSMCIDifference

Max Drawdown

Largest peak-to-trough decline

-27.04%

-84.84%

+57.80%

Max Drawdown (1Y)

Largest decline over 1 year

-10.24%

-66.18%

+55.94%

Max Drawdown (3Y)

Largest decline over 3 years

-26.07%

-84.84%

+58.77%

Max Drawdown (5Y)

Largest decline over 5 years

-26.61%

-84.84%

+58.23%

Max Drawdown (10Y)

Largest decline over 10 years

-84.84%

Current Drawdown

Current decline from peak

-1.11%

-71.95%

+70.84%

Average Drawdown

Average peak-to-trough decline

-7.41%

-32.03%

+24.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

40.05%

-37.29%

Volatility

PAMC vs. SMCI - Volatility Comparison

The current volatility for Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC) is 5.44%, while Super Micro Computer, Inc. (SMCI) has a volatility of 47.45%. 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.


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Volatility by Period


PAMCSMCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

47.45%

-42.01%

Volatility (6M)

Calculated over the trailing 6-month period

14.37%

78.43%

-64.06%

Volatility (1Y)

Calculated over the trailing 1-year period

18.90%

87.43%

-68.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.40%

87.07%

-66.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.72%

71.48%

-50.76%

Dividends

PAMC vs. SMCI - Dividend Comparison

PAMC's dividend yield for the trailing twelve months is around 1.10%, while SMCI has not paid dividends to shareholders.


PositionTTM202520242023202220212020
PAMC
Pacer Lunt MidCap Multi-Factor Alternator ETF
1.10%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%

Frequently Asked Questions


PAMC and SMCI have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMCI has higher volatility (47.45%) compared to PAMC (5.44%). In terms of maximum drawdown, PAMC dropped -27.04% vs SMCI's -84.84%.

PAMC currently has the higher Sharpe Ratio (1.58 vs -0.21), 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.

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