PAMC vs. SMCI
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 Advisors that tracks the performance of the Lunt Capital U.S. MidCap Multi-Factor Rotation Index. It was launched on Jun 24, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PAMC or SMCI.
Key characteristics
| PAMC | SMCI | |
|---|---|---|
| YTD Return | 32.68% | -28.48% |
| 1Y Return | 42.03% | -30.82% |
| 3Y Return (Ann) | 10.01% | 67.18% |
| Sharpe Ratio | 2.85 | -0.19 |
| Sortino Ratio | 4.07 | 0.48 |
| Omega Ratio | 1.49 | 1.07 |
| Calmar Ratio | 5.63 | -0.25 |
| Martin Ratio | 16.45 | -0.53 |
| Ulcer Index | 2.88% | 38.45% |
| Daily Std Dev | 16.62% | 107.28% |
| Max Drawdown | -27.04% | -82.89% |
| Current Drawdown | -1.11% | -82.89% |
Correlation
The correlation between PAMC and SMCI is 0.48, 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.
Performance
PAMC vs. SMCI - Performance Comparison
In the year-to-date period, PAMC achieves a 32.68% return, which is significantly higher than SMCI's -28.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PAMC vs. SMCI - Risk-Adjusted Performance 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.
Dividends
PAMC vs. SMCI - Dividend Comparison
PAMC's dividend yield for the trailing twelve months is around 0.69%, while SMCI has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
PAMC Pacer Lunt MidCap Multi-Factor Alternator ETF | 0.69% | 0.69% | 1.29% | 0.36% | 0.30% |
SMCI Super Micro Computer, Inc. | 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 -82.89%. Use the drawdown chart below to compare losses from any high point for PAMC and SMCI. For additional features, visit the drawdowns tool.
Volatility
PAMC vs. SMCI - Volatility Comparison
The current volatility for Pacer Lunt MidCap Multi-Factor Alternator ETF (PAMC) is 5.23%, while Super Micro Computer, Inc. (SMCI) has a volatility of 48.63%. 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.