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PERF vs. PFFD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PERF and PFFD is 0.05, 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.


-0.50.00.51.00.1

Performance

PERF vs. PFFD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Perfect Corp. (PERF) and Global X U.S. Preferred ETF (PFFD). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
12.42%
1.53%
PERF
PFFD

Key characteristics

Sharpe Ratio

PERF:

-0.12

PFFD:

0.64

Sortino Ratio

PERF:

0.52

PFFD:

0.96

Omega Ratio

PERF:

1.06

PFFD:

1.12

Calmar Ratio

PERF:

-0.12

PFFD:

0.40

Martin Ratio

PERF:

-0.32

PFFD:

2.31

Ulcer Index

PERF:

32.66%

PFFD:

2.52%

Daily Std Dev

PERF:

89.18%

PFFD:

9.13%

Max Drawdown

PERF:

-84.18%

PFFD:

-30.93%

Current Drawdown

PERF:

-79.45%

PFFD:

-7.07%

Returns By Period

In the year-to-date period, PERF achieves a -20.14% return, which is significantly lower than PFFD's 1.86% return.


PERF

YTD

-20.14%

1M

-12.74%

6M

12.44%

1Y

-9.23%

5Y*

N/A

10Y*

N/A

PFFD

YTD

1.86%

1M

0.32%

6M

1.53%

1Y

5.72%

5Y*

0.80%

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

PERF vs. PFFD — Risk-Adjusted Performance Rank

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

PERF
The Risk-Adjusted Performance Rank of PERF is 4040
Overall Rank
The Sharpe Ratio Rank of PERF is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of PERF is 4545
Sortino Ratio Rank
The Omega Ratio Rank of PERF is 4343
Omega Ratio Rank
The Calmar Ratio Rank of PERF is 3737
Calmar Ratio Rank
The Martin Ratio Rank of PERF is 3939
Martin Ratio Rank

PFFD
The Risk-Adjusted Performance Rank of PFFD is 2121
Overall Rank
The Sharpe Ratio Rank of PFFD is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of PFFD is 2020
Sortino Ratio Rank
The Omega Ratio Rank of PFFD is 1919
Omega Ratio Rank
The Calmar Ratio Rank of PFFD is 2020
Calmar Ratio Rank
The Martin Ratio Rank of PFFD is 2424
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.

PERF vs. PFFD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Perfect Corp. (PERF) and Global X U.S. Preferred ETF (PFFD). 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 PERF, currently valued at -0.12, compared to the broader market-2.000.002.004.00-0.120.64
The chart of Sortino ratio for PERF, currently valued at 0.52, compared to the broader market-6.00-4.00-2.000.002.004.006.000.520.96
The chart of Omega ratio for PERF, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.12
The chart of Calmar ratio for PERF, currently valued at -0.12, compared to the broader market0.002.004.006.00-0.120.40
The chart of Martin ratio for PERF, currently valued at -0.32, compared to the broader market0.0010.0020.0030.00-0.322.31
PERF
PFFD

The current PERF Sharpe Ratio is -0.12, which is lower than the PFFD Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of PERF and PFFD, 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.12
0.64
PERF
PFFD

Dividends

PERF vs. PFFD - Dividend Comparison

PERF has not paid dividends to shareholders, while PFFD's dividend yield for the trailing twelve months is around 6.33%.


TTM20242023202220212020201920182017
PERF
Perfect Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PFFD
Global X U.S. Preferred ETF
6.33%6.43%6.49%6.63%5.09%5.19%5.49%6.22%1.94%

Drawdowns

PERF vs. PFFD - Drawdown Comparison

The maximum PERF drawdown since its inception was -84.18%, which is greater than PFFD's maximum drawdown of -30.93%. Use the drawdown chart below to compare losses from any high point for PERF and PFFD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-79.45%
-7.07%
PERF
PFFD

Volatility

PERF vs. PFFD - Volatility Comparison

Perfect Corp. (PERF) has a higher volatility of 30.60% compared to Global X U.S. Preferred ETF (PFFD) at 2.78%. This indicates that PERF's price experiences larger fluctuations and is considered to be riskier than PFFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
30.60%
2.78%
PERF
PFFD
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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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