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PBJ vs. GNT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PBJ vs. GNT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Food & Beverage ETF (PBJ) and GAMCO Natural Resources, Gold & Income Trust (GNT). The values are adjusted to include any dividend payments, if applicable.

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PBJ vs. GNT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBJ
Invesco Dynamic Food & Beverage ETF
9.63%-1.86%2.49%2.31%3.14%26.88%5.53%17.50%-11.21%1.87%
GNT
GAMCO Natural Resources, Gold & Income Trust
14.53%52.39%10.47%7.79%2.84%12.01%-5.47%33.76%-18.54%9.73%

Returns By Period

In the year-to-date period, PBJ achieves a 9.63% return, which is significantly lower than GNT's 14.53% return. Over the past 10 years, PBJ has underperformed GNT with an annualized return of 5.50%, while GNT has yielded a comparatively higher 11.69% annualized return.


PBJ

1D
0.48%
1M
-3.63%
YTD
9.63%
6M
7.39%
1Y
8.24%
3Y*
3.42%
5Y*
5.64%
10Y*
5.50%

GNT

1D
2.08%
1M
-8.19%
YTD
14.53%
6M
23.89%
1Y
48.51%
3Y*
26.30%
5Y*
18.70%
10Y*
11.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PBJ vs. GNT — Risk / Return Rank

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

PBJ
PBJ Risk / Return Rank: 3030
Overall Rank
PBJ Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PBJ Sortino Ratio Rank: 3333
Sortino Ratio Rank
PBJ Omega Ratio Rank: 2929
Omega Ratio Rank
PBJ Calmar Ratio Rank: 3333
Calmar Ratio Rank
PBJ Martin Ratio Rank: 2626
Martin Ratio Rank

GNT
GNT Risk / Return Rank: 8989
Overall Rank
GNT Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
GNT Sortino Ratio Rank: 8686
Sortino Ratio Rank
GNT Omega Ratio Rank: 8989
Omega Ratio Rank
GNT Calmar Ratio Rank: 8787
Calmar Ratio Rank
GNT Martin Ratio Rank: 9393
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.

PBJ vs. GNT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Food & Beverage ETF (PBJ) and GAMCO Natural Resources, Gold & Income Trust (GNT). 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.


PBJGNTDifference

Sharpe ratio

Return per unit of total volatility

0.58

1.96

-1.39

Sortino ratio

Return per unit of downside risk

0.92

2.43

-1.51

Omega ratio

Gain probability vs. loss probability

1.11

1.38

-0.26

Calmar ratio

Return relative to maximum drawdown

0.78

3.16

-2.38

Martin ratio

Return relative to average drawdown

1.92

13.52

-11.60

PBJ vs. GNT - Sharpe Ratio Comparison

The current PBJ Sharpe Ratio is 0.58, which is lower than the GNT Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of PBJ and GNT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PBJGNTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.96

-1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.96

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.47

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.15

+0.33

Correlation

The correlation between PBJ and GNT is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PBJ vs. GNT - Dividend Comparison

PBJ's dividend yield for the trailing twelve months is around 1.54%, less than GNT's 6.83% yield.


TTM20252024202320222021202020192018201720162015
PBJ
Invesco Dynamic Food & Beverage ETF
1.54%1.83%1.11%1.81%1.82%0.90%1.12%1.21%1.41%0.70%1.56%1.24%
GNT
GAMCO Natural Resources, Gold & Income Trust
6.83%6.85%7.37%7.00%7.03%6.73%9.39%10.07%12.12%8.94%12.59%14.66%

Drawdowns

PBJ vs. GNT - Drawdown Comparison

The maximum PBJ drawdown since its inception was -39.15%, smaller than the maximum GNT drawdown of -68.55%. Use the drawdown chart below to compare losses from any high point for PBJ and GNT.


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Drawdown Indicators


PBJGNTDifference

Max Drawdown

Largest peak-to-trough decline

-39.15%

-68.55%

+29.40%

Max Drawdown (1Y)

Largest decline over 1 year

-12.48%

-15.74%

+3.26%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

-26.74%

+10.93%

Max Drawdown (10Y)

Largest decline over 10 years

-28.49%

-58.63%

+30.14%

Current Drawdown

Current decline from peak

-3.63%

-8.39%

+4.76%

Average Drawdown

Average peak-to-trough decline

-5.41%

-25.78%

+20.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.09%

3.68%

+1.41%

Volatility

PBJ vs. GNT - Volatility Comparison

The current volatility for Invesco Dynamic Food & Beverage ETF (PBJ) is 4.09%, while GAMCO Natural Resources, Gold & Income Trust (GNT) has a volatility of 10.25%. This indicates that PBJ experiences smaller price fluctuations and is considered to be less risky than GNT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBJGNTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

10.25%

-6.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

19.51%

-10.42%

Volatility (1Y)

Calculated over the trailing 1-year period

14.43%

24.85%

-10.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.74%

19.69%

-5.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.13%

24.83%

-9.70%