PBF vs. FDD
PBF (PBF Energy Inc.) is a stock, while FDD (First Trust STOXX European Select Dividend Index Fund) is Europe Equities fund tracking the STOXX Europe Select Dividend 30. Over the past 10 years, PBF returned 15.33%/yr vs 11.01%/yr for FDD. Their 0.28 correlation means their historical movements had little consistent relationship.
Performance
PBF vs. FDD - Performance Comparison
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Returns By Period
In the year-to-date period, PBF achieves a 170.44% return, which is significantly higher than FDD's 18.92% return. Over the past 10 years, PBF has outperformed FDD with an annualized return of 15.33%, while FDD has yielded a comparatively lower 11.01% annualized return.
PBF
- 1D
- -1.12%
- 1M
- 51.18%
- 6M
- 119.20%
- YTD
- 170.44%
- 1Y
- 244.92%
- 3Y*
- 18.24%
- 5Y*
- 54.47%
- 10Y*
- 15.33%
- ALL TIME*
- 10.53%
FDD
- 1D
- 0.50%
- 1M
- 7.25%
- 6M
- 13.35%
- YTD
- 18.92%
- 1Y
- 39.43%
- 3Y*
- 27.25%
- 5Y*
- 13.14%
- 10Y*
- 11.01%
- ALL TIME*
- 2.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.43M | $2.30M | $2.53M | |
| $225.84M | $191.30M | $141.72M |
PBF vs. FDD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PBF PBF Energy Inc. | 170.44% | 6.75% | -37.99% | 9.97% | 215.81% | 82.68% | -77.12% | 0.16% | -4.93% | 33.64% |
FDD First Trust STOXX European Select Dividend Index Fund | 18.92% | 62.50% | 0.28% | 14.16% | -16.14% | 16.03% | -3.80% | 23.79% | -8.98% | 19.07% |
Correlation
The correlation between PBF and FDD is -0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.08 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.17 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.27 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2012 | 0.28 |
The correlation between PBF and FDD shifts across timeframes, from -0.09 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PBF vs. FDD — Risk / Return Rank
PBF
FDD
PBF vs. FDD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PBF Energy Inc. (PBF) and First Trust STOXX European Select Dividend Index Fund (FDD). 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.
| PBF | FDD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.42 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 6.67 | 4.16 | +2.51 |
| Martin ratioReturn relative to average drawdown | 15.39 | 13.77 | +1.62 |
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Drawdowns
PBF vs. FDD - Drawdown Comparison
The maximum PBF drawdown since its inception was -91.51%, which is greater than FDD's maximum drawdown of -74.77%. Use the drawdown chart below to compare losses from any high point for PBF and FDD.
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Drawdown Indicators
| PBF | FDD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.51% | -74.77% | -16.74% |
Max Drawdown (1Y)Largest decline over 1 year | -34.86% | -9.39% | -25.47% |
Max Drawdown (3Y)Largest decline over 3 years | -76.04% | -12.90% | -63.14% |
Max Drawdown (5Y)Largest decline over 5 years | -76.04% | -34.84% | -41.20% |
Max Drawdown (10Y)Largest decline over 10 years | -91.51% | -41.43% | -50.08% |
Current DrawdownCurrent decline from peak | -1.12% | 0.00% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -37.63% | -35.18% | -2.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.08% | 2.83% | +12.25% |
Volatility
PBF vs. FDD - Volatility Comparison
PBF Energy Inc. (PBF) has a higher volatility of 20.64% compared to First Trust STOXX European Select Dividend Index Fund (FDD) at 3.74%. This indicates that PBF's price experiences larger fluctuations and is considered to be riskier than FDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PBF | FDD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.64% | 3.74% | +16.90% |
Volatility (6M)Calculated over the trailing 6-month period | 48.06% | 13.14% | +34.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.86% | 15.79% | +50.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.15% | 18.44% | +41.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.63% | 19.77% | +47.86% |
Dividends
PBF vs. FDD - Dividend Comparison
PBF's dividend yield for the trailing twelve months is around 1.52%, less than FDD's 5.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDD First Trust STOXX European Select Dividend Index Fund | 5.01% | 3.99% | 7.65% | 6.85% | 6.07% | 3.44% | 4.01% | 4.69% | 5.05% | 2.78% | 4.88% | 4.35% |
PBF PBF Energy Inc. | 1.52% | 4.06% | 3.86% | 1.93% | 0.49% | 0.00% | 4.23% | 3.83% | 3.67% | 3.39% | 4.30% | 3.26% |
Frequently Asked Questions
PBF and FDD have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PBF has higher volatility (20.64%) compared to FDD (3.74%). In terms of maximum drawdown, PBF dropped -91.51% vs FDD's -74.77%.
PBF currently has the higher Sharpe Ratio (3.56 vs 2.48), 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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