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PCAR vs. FTXR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PCAR and FTXR is 0.54, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

PCAR vs. FTXR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PACCAR Inc (PCAR) and First Trust Nasdaq Transportation ETF (FTXR). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
224.69%
49.56%
PCAR
FTXR

Key characteristics

Sharpe Ratio

PCAR:

-0.75

FTXR:

-0.59

Sortino Ratio

PCAR:

-0.91

FTXR:

-0.69

Omega Ratio

PCAR:

0.88

FTXR:

0.92

Calmar Ratio

PCAR:

-0.82

FTXR:

-0.51

Martin Ratio

PCAR:

-1.53

FTXR:

-1.78

Ulcer Index

PCAR:

14.02%

FTXR:

7.55%

Daily Std Dev

PCAR:

28.44%

FTXR:

22.90%

Max Drawdown

PCAR:

-66.16%

FTXR:

-52.05%

Current Drawdown

PCAR:

-24.00%

FTXR:

-26.35%

Returns By Period

In the year-to-date period, PCAR achieves a -12.36% return, which is significantly higher than FTXR's -21.38% return.


PCAR

YTD

-12.36%

1M

-11.74%

6M

-9.08%

1Y

-21.52%

5Y*

21.65%

10Y*

12.45%

FTXR

YTD

-21.38%

1M

-14.99%

6M

-13.69%

1Y

-11.98%

5Y*

16.59%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PCAR vs. FTXR — Risk-Adjusted Performance Rank

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

PCAR
The Risk-Adjusted Performance Rank of PCAR is 1414
Overall Rank
The Sharpe Ratio Rank of PCAR is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of PCAR is 1818
Sortino Ratio Rank
The Omega Ratio Rank of PCAR is 1818
Omega Ratio Rank
The Calmar Ratio Rank of PCAR is 77
Calmar Ratio Rank
The Martin Ratio Rank of PCAR is 1212
Martin Ratio Rank

FTXR
The Risk-Adjusted Performance Rank of FTXR is 77
Overall Rank
The Sharpe Ratio Rank of FTXR is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of FTXR is 77
Sortino Ratio Rank
The Omega Ratio Rank of FTXR is 77
Omega Ratio Rank
The Calmar Ratio Rank of FTXR is 77
Calmar Ratio Rank
The Martin Ratio Rank of FTXR is 66
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PCAR vs. FTXR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PACCAR Inc (PCAR) and First Trust Nasdaq Transportation ETF (FTXR). 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.


Sharpe ratio
The chart of Sharpe ratio for PCAR, currently valued at -0.75, compared to the broader market-2.00-1.000.001.002.00
PCAR: -0.75
FTXR: -0.59
The chart of Sortino ratio for PCAR, currently valued at -0.91, compared to the broader market-6.00-4.00-2.000.002.004.00
PCAR: -0.91
FTXR: -0.69
The chart of Omega ratio for PCAR, currently valued at 0.88, compared to the broader market0.501.001.502.00
PCAR: 0.88
FTXR: 0.92
The chart of Calmar ratio for PCAR, currently valued at -0.82, compared to the broader market0.001.002.003.004.00
PCAR: -0.82
FTXR: -0.51
The chart of Martin ratio for PCAR, currently valued at -1.53, compared to the broader market-10.000.0010.0020.00
PCAR: -1.53
FTXR: -1.78

The current PCAR Sharpe Ratio is -0.75, which is comparable to the FTXR Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of PCAR and FTXR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.75
-0.59
PCAR
FTXR

Dividends

PCAR vs. FTXR - Dividend Comparison

PCAR's dividend yield for the trailing twelve months is around 4.65%, more than FTXR's 2.72% yield.


TTM20242023202220212020201920182017201620152014
PCAR
PACCAR Inc
4.65%4.01%4.34%4.23%3.22%2.29%4.53%5.41%3.08%2.44%4.89%2.73%
FTXR
First Trust Nasdaq Transportation ETF
2.72%2.13%1.50%2.38%0.67%0.33%1.34%1.74%1.18%0.24%0.00%0.00%

Drawdowns

PCAR vs. FTXR - Drawdown Comparison

The maximum PCAR drawdown since its inception was -66.16%, which is greater than FTXR's maximum drawdown of -52.05%. Use the drawdown chart below to compare losses from any high point for PCAR and FTXR. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.00%
-26.35%
PCAR
FTXR

Volatility

PCAR vs. FTXR - Volatility Comparison

PACCAR Inc (PCAR) and First Trust Nasdaq Transportation ETF (FTXR) have volatilities of 11.01% and 11.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.01%
11.34%
PCAR
FTXR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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