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 -27.52%/yr vs -0.61%/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 6.63% return, which is significantly higher than PFFD's 1.37% return.
PERF
- 1D
- 0.00%
- 1M
- 14.88%
- 6M
- 12.21%
- YTD
- 6.63%
- 1Y
- -15.35%
- 3Y*
- -26.24%
- 5Y*
- -27.52%
- 10Y*
- —
PFFD
- 1D
- 0.11%
- 1M
- -0.80%
- 6M
- -1.45%
- YTD
- 1.37%
- 1Y
- 3.77%
- 3Y*
- 5.25%
- 5Y*
- -0.61%
- 10Y*
- —
PERF vs. PFFD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PERF Perfect Corp. | 6.63% | -36.04% | -8.71% | -56.58% | -27.51% | -2.76% |
PFFD Global X U.S. Preferred ETF | 1.37% | 3.22% | 7.07% | 6.85% | -20.20% | 8.32% |
Correlation
The correlation between PERF and PFFD is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
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 | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.09 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 0.63 | -0.94 |
| Martin ratioReturn relative to average drawdown | -0.47 | 1.81 | -2.28 |
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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 | -73.20% | -10.84% | -62.36% |
Max Drawdown (5Y)Largest decline over 5 years | -88.17% | -24.45% | -63.72% |
Current DrawdownCurrent decline from peak | -82.44% | -4.55% | -77.89% |
Average DrawdownAverage peak-to-trough decline | -51.13% | -6.56% | -44.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.01% | 2.09% | +30.92% |
Volatility
PERF vs. PFFD - Volatility Comparison
Perfect Corp. (PERF) has a higher volatility of 10.67% compared to Global X U.S. Preferred ETF (PFFD) at 2.15%. 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 | 10.67% | 2.15% | +8.52% |
Volatility (6M)Calculated over the trailing 6-month period | 41.67% | 5.53% | +36.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.20% | 7.33% | +50.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.27% | 11.03% | +60.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 68.74% | 12.70% | +56.04% |
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 6.46%.
| 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 | 6.46% | 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 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PERF has higher volatility (10.67%) compared to PFFD (2.15%). In terms of maximum drawdown, PERF dropped -88.17% vs PFFD's -30.93%.
PFFD currently has the higher Sharpe Ratio (0.52 vs -0.26), 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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