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PDLB vs. DGRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PDLB and DGRO is 0.30, 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.


Performance

PDLB vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PDL Community Bancorp (PDLB) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PDLB:

1.72

DGRO:

0.78

Sortino Ratio

PDLB:

2.53

DGRO:

1.12

Omega Ratio

PDLB:

1.30

DGRO:

1.16

Calmar Ratio

PDLB:

1.77

DGRO:

0.79

Martin Ratio

PDLB:

7.79

DGRO:

3.10

Ulcer Index

PDLB:

6.11%

DGRO:

3.57%

Daily Std Dev

PDLB:

27.36%

DGRO:

15.20%

Max Drawdown

PDLB:

-54.38%

DGRO:

-35.10%

Current Drawdown

PDLB:

-4.36%

DGRO:

-3.30%

Returns By Period

In the year-to-date period, PDLB achieves a 3.00% return, which is significantly higher than DGRO's 1.76% return.


PDLB

YTD

3.00%

1M

3.88%

6M

3.56%

1Y

43.06%

3Y*

12.44%

5Y*

15.88%

10Y*

N/A

DGRO

YTD

1.76%

1M

3.53%

6M

-3.30%

1Y

10.31%

3Y*

9.13%

5Y*

13.13%

10Y*

11.38%

*Annualized

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PDL Community Bancorp

iShares Core Dividend Growth ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PDLB vs. DGRO — Risk-Adjusted Performance Rank

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

PDLB
The Risk-Adjusted Performance Rank of PDLB is 9191
Overall Rank
The Sharpe Ratio Rank of PDLB is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of PDLB is 9191
Sortino Ratio Rank
The Omega Ratio Rank of PDLB is 8787
Omega Ratio Rank
The Calmar Ratio Rank of PDLB is 9191
Calmar Ratio Rank
The Martin Ratio Rank of PDLB is 9292
Martin Ratio Rank

DGRO
The Risk-Adjusted Performance Rank of DGRO is 6767
Overall Rank
The Sharpe Ratio Rank of DGRO is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of DGRO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of DGRO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of DGRO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of DGRO is 7070
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.

PDLB vs. DGRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PDL Community Bancorp (PDLB) and iShares Core Dividend Growth ETF (DGRO). 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.


The current PDLB Sharpe Ratio is 1.72, which is higher than the DGRO Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of PDLB and DGRO, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PDLB vs. DGRO - Dividend Comparison

PDLB has not paid dividends to shareholders, while DGRO's dividend yield for the trailing twelve months is around 2.23%.


TTM20242023202220212020201920182017201620152014
PDLB
PDL Community Bancorp
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DGRO
iShares Core Dividend Growth ETF
2.23%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%

Drawdowns

PDLB vs. DGRO - Drawdown Comparison

The maximum PDLB drawdown since its inception was -54.38%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for PDLB and DGRO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PDLB vs. DGRO - Volatility Comparison

PDL Community Bancorp (PDLB) has a higher volatility of 6.71% compared to iShares Core Dividend Growth ETF (DGRO) at 4.35%. This indicates that PDLB's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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