PDS vs. SCJ
PDS (Precision Drilling Corporation) is a stock, while SCJ (iShares MSCI Japan Small Cap ETF) is Japan Equities fund tracking the MSCI Japan Small Cap Index. Over the past 10 years, PDS returned -2.70%/yr vs 7.97%/yr for SCJ. At a 0.29 correlation, their price movements are largely independent.
Performance
PDS vs. SCJ - Performance Comparison
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Returns By Period
In the year-to-date period, PDS achieves a 7.90% return, which is significantly lower than SCJ's 14.76% return. Over the past 10 years, PDS has underperformed SCJ with an annualized return of -2.70%, while SCJ has yielded a comparatively higher 7.97% annualized return.
PDS
- 1D
- -6.98%
- 1M
- -20.03%
- YTD
- 7.90%
- 6M
- 11.23%
- 1Y
- 67.62%
- 3Y*
- 19.19%
- 5Y*
- 14.24%
- 10Y*
- -2.70%
SCJ
- 1D
- 0.29%
- 1M
- 0.65%
- YTD
- 14.76%
- 6M
- 14.34%
- 1Y
- 29.73%
- 3Y*
- 18.18%
- 5Y*
- 7.50%
- 10Y*
- 7.97%
PDS vs. SCJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDS Precision Drilling Corporation | 7.90% | 17.70% | 12.49% | -29.22% | 116.48% | 114.86% | -41.11% | -19.54% | -42.38% | -44.59% |
SCJ iShares MSCI Japan Small Cap ETF | 14.76% | 29.58% | 3.41% | 13.22% | -12.75% | -2.95% | 7.46% | 16.16% | -17.17% | 31.61% |
Correlation
The correlation between PDS and SCJ is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2007 | 0.29 |
Over the past year, the correlation between PDS and SCJ has dropped to 0.01 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.
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Return for Risk
PDS vs. SCJ — Risk / Return Rank
PDS
SCJ
PDS vs. SCJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Precision Drilling Corporation (PDS) and iShares MSCI Japan Small Cap ETF (SCJ). 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.
| PDS | SCJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.32 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 2.46 | +0.39 |
| Martin ratioReturn relative to average drawdown | 11.97 | 8.23 | +3.74 |
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Drawdowns
PDS vs. SCJ - Drawdown Comparison
The maximum PDS drawdown since its inception was -99.16%, which is greater than SCJ's maximum drawdown of -43.52%. Use the drawdown chart below to compare losses from any high point for PDS and SCJ.
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Drawdown Indicators
| PDS | SCJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.16% | -43.52% | -55.64% |
Max Drawdown (1Y)Largest decline over 1 year | -23.93% | -12.17% | -11.76% |
Max Drawdown (3Y)Largest decline over 3 years | -50.50% | -12.43% | -38.07% |
Max Drawdown (5Y)Largest decline over 5 years | -55.51% | -33.25% | -22.26% |
Max Drawdown (10Y)Largest decline over 10 years | -95.33% | -38.87% | -56.46% |
Current DrawdownCurrent decline from peak | -88.41% | -1.70% | -86.71% |
Average DrawdownAverage peak-to-trough decline | -69.55% | -10.35% | -59.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.67% | 3.62% | +2.05% |
Volatility
PDS vs. SCJ - Volatility Comparison
Precision Drilling Corporation (PDS) has a higher volatility of 15.49% compared to iShares MSCI Japan Small Cap ETF (SCJ) at 4.95%. This indicates that PDS's price experiences larger fluctuations and is considered to be riskier than SCJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PDS | SCJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.49% | 4.95% | +10.54% |
Volatility (6M)Calculated over the trailing 6-month period | 29.14% | 13.57% | +15.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.77% | 16.48% | +20.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.46% | 15.86% | +32.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.06% | 16.27% | +42.79% |
Dividends
PDS vs. SCJ - Dividend Comparison
PDS has not paid dividends to shareholders, while SCJ's dividend yield for the trailing twelve months is around 2.79%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDS Precision Drilling Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 7.11% |
SCJ iShares MSCI Japan Small Cap ETF | 2.79% | 3.14% | 1.79% | 1.99% | 1.18% | 1.87% | 0.89% | 1.85% | 1.44% | 1.45% | 2.73% | 1.53% |
Frequently Asked Questions
PDS and SCJ have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PDS has higher volatility (15.49%) compared to SCJ (4.95%). In terms of maximum drawdown, PDS dropped -99.16% vs SCJ's -43.52%.
PDS currently has the higher Sharpe Ratio (1.86 vs 1.81), 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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