PCAR vs. FTXR
Compare and contrast key facts about PACCAR Inc (PCAR) and First Trust Nasdaq Transportation ETF (FTXR).
FTXR is a passively managed fund by First Trust that tracks the performance of the Nasdaq U.S. Smart Transportation Index. It was launched on Sep 20, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PCAR or FTXR.
Performance
PCAR vs. FTXR - Performance Comparison
Returns By Period
In the year-to-date period, PCAR achieves a 16.32% return, which is significantly lower than FTXR's 19.76% return.
PCAR
16.32%
2.30%
7.17%
28.53%
20.85%
13.87%
FTXR
19.76%
8.22%
14.01%
32.61%
9.11%
N/A
Key characteristics
| PCAR | FTXR | |
|---|---|---|
| Sharpe Ratio | 1.16 | 1.66 |
| Sortino Ratio | 1.59 | 2.37 |
| Omega Ratio | 1.24 | 1.29 |
| Calmar Ratio | 1.11 | 1.45 |
| Martin Ratio | 2.18 | 6.92 |
| Ulcer Index | 13.40% | 4.70% |
| Daily Std Dev | 25.28% | 19.63% |
| Max Drawdown | -66.16% | -52.06% |
| Current Drawdown | -8.97% | -2.37% |
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Correlation
The correlation between PCAR and FTXR is 0.53, 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.
Risk-Adjusted Performance
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.
Dividends
PCAR vs. FTXR - Dividend Comparison
PCAR's dividend yield for the trailing twelve months is around 3.89%, more than FTXR's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PCAR PACCAR Inc | 3.89% | 4.34% | 4.23% | 3.22% | 2.29% | 4.53% | 5.41% | 3.08% | 2.44% | 4.89% | 2.73% | 2.87% |
FTXR First Trust Nasdaq Transportation ETF | 1.27% | 1.50% | 2.38% | 0.67% | 0.33% | 1.34% | 1.74% | 1.18% | 0.24% | 0.00% | 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 -52.06%. Use the drawdown chart below to compare losses from any high point for PCAR and FTXR. For additional features, visit the drawdowns tool.
Volatility
PCAR vs. FTXR - Volatility Comparison
PACCAR Inc (PCAR) has a higher volatility of 10.85% compared to First Trust Nasdaq Transportation ETF (FTXR) at 8.17%. This indicates that PCAR's price experiences larger fluctuations and is considered to be riskier than FTXR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.