PERF vs. PFFD

In the year-to-date period, PERF achieves a -35.69% return, which is significantly lower than PFFD's -2.07% return.

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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.

The current PERF Sharpe Ratio is -0.14, which is lower than the PFFD Sharpe Ratio of 0.21. 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.

PERF has not paid dividends to shareholders, while PFFD's dividend yield for the trailing twelve months is around 6.61%.

The maximum PERF drawdown since its inception was -85.36%, 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.

Perfect Corp. (PERF) has a higher volatility of 8.07% compared to Global X U.S. Preferred ETF (PFFD) at 2.22%. 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.