PERF vs. PFFD
PERF (Perfect Corp.) is a stock, while PFFD (Global X U.S. Preferred ETF) is Preferred Stock/Convertible Bonds fund tracking the ICE BofA Diversified Core U.S. Preferred Securities Index. Over the past 5 years, PERF returned -29.72%/yr vs -0.48%/yr for PFFD. At a 0.07 correlation, their price movements are largely independent.
Performance
PERF vs. PFFD - Performance Comparison
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Returns By Period
In the year-to-date period, PERF achieves a -8.29% return, which is significantly lower than PFFD's 1.75% return.
PERF
- 1D
- 0.00%
- 1M
- -3.49%
- YTD
- -8.29%
- 6M
- -6.21%
- 1Y
- -19.81%
- 3Y*
- -30.00%
- 5Y*
- -29.72%
- 10Y*
- —
PFFD
- 1D
- 0.00%
- 1M
- 0.10%
- YTD
- 1.75%
- 6M
- 1.42%
- 1Y
- 6.96%
- 3Y*
- 5.74%
- 5Y*
- -0.48%
- 10Y*
- —
PERF vs. PFFD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PERF Perfect Corp. | -8.29% | -36.04% | -8.71% | -56.58% | -27.51% | -2.76% |
PFFD Global X U.S. Preferred ETF | 1.75% | 3.22% | 7.07% | 6.85% | -20.20% | 8.32% |
Correlation
The correlation between PERF and PFFD is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2021 | 0.07 |
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Return for Risk
PERF vs. PFFD — Risk / Return Rank
PERF
PFFD
PERF vs. PFFD - Risk-Adjusted Trends 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.
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.
| PERF | PFFD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.16 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 1.17 | -1.57 |
| Martin ratioReturn relative to average drawdown | -0.62 | 3.42 | -4.04 |
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Drawdowns
PERF vs. PFFD - Drawdown Comparison
The maximum PERF drawdown since its inception was -88.17%, 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.
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Drawdown Indicators
| PERF | PFFD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.17% | -30.93% | -57.24% |
Max Drawdown (1Y)Largest decline over 1 year | -50.38% | -5.97% | -44.41% |
Max Drawdown (3Y)Largest decline over 3 years | -73.79% | -10.84% | -62.95% |
Max Drawdown (5Y)Largest decline over 5 years | -88.17% | -24.45% | -63.72% |
Current DrawdownCurrent decline from peak | -84.90% | -4.19% | -80.71% |
Average DrawdownAverage peak-to-trough decline | -50.78% | -6.57% | -44.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.08% | 2.04% | +30.04% |
Volatility
PERF vs. PFFD - Volatility Comparison
Perfect Corp. (PERF) has a higher volatility of 6.23% compared to Global X U.S. Preferred ETF (PFFD) at 1.99%. 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.
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Volatility by Period
| PERF | PFFD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.23% | 1.99% | +4.24% |
Volatility (6M)Calculated over the trailing 6-month period | 41.45% | 5.44% | +36.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.10% | 7.35% | +51.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.10% | 11.01% | +60.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 68.93% | 12.73% | +56.20% |
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 6.40%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
PERF Perfect Corp. | 0.00% | 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 | 6.40% | 6.37% | 6.42% | 6.49% | 6.63% | 5.09% | 5.17% | 5.48% | 6.21% | 1.94% |
Frequently Asked Questions
PERF and PFFD have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PERF has higher volatility (6.23%) compared to PFFD (1.99%). In terms of maximum drawdown, PERF dropped -88.17% vs PFFD's -30.93%.
PFFD currently has the higher Sharpe Ratio (0.95 vs -0.34), 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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