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PEY vs. BENJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PEY vs. BENJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco High Yield Equity Dividend Achievers™ ETF (PEY) and Horizon Landmark ETF (BENJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PEY achieves a 13.21% return, which is significantly higher than BENJ's 1.46% return.


PEY

1D
1.25%
1M
2.72%
YTD
13.21%
6M
13.70%
1Y
18.17%
3Y*
11.81%
5Y*
5.83%
10Y*
8.51%

BENJ

1D
-0.01%
1M
0.29%
YTD
1.46%
6M
1.80%
1Y
3.78%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PEY vs. BENJ - Yearly Performance Comparison


Correlation

The correlation between PEY and BENJ is -0.09, 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

-0.09

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2025

-0.04

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Return for Risk

PEY vs. BENJ — Risk / Return Rank

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

PEY
PEY Risk / Return Rank: 3838
Overall Rank
PEY Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
PEY Sortino Ratio Rank: 4040
Sortino Ratio Rank
PEY Omega Ratio Rank: 3434
Omega Ratio Rank
PEY Calmar Ratio Rank: 4343
Calmar Ratio Rank
PEY Martin Ratio Rank: 3838
Martin Ratio Rank

BENJ
BENJ Risk / Return Rank: 9898
Overall Rank
BENJ Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
BENJ Sortino Ratio Rank: 9898
Sortino Ratio Rank
BENJ Omega Ratio Rank: 9999
Omega Ratio Rank
BENJ Calmar Ratio Rank: 9696
Calmar Ratio Rank
BENJ Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PEY vs. BENJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco High Yield Equity Dividend Achievers™ ETF (PEY) and Horizon Landmark ETF (BENJ). 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.


PEYBENJDifference
Sharpe ratioReturn per unit of total volatility

-4.36

Sortino ratioReturn per unit of downside risk

-7.15

Omega ratioGain probability vs. loss probability

1.22

4.95

-3.73

Calmar ratioReturn relative to maximum drawdown

2.05

9.71

-7.65

Martin ratioReturn relative to average drawdown

5.75

45.83

-40.08

PEY vs. BENJ - Sharpe Ratio Comparison

The current PEY Sharpe Ratio is 1.30, which is lower than the BENJ Sharpe Ratio of 5.65. The chart below compares the historical Sharpe Ratios of PEY and BENJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PEYBENJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

5.65

-4.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

6.41

-6.13

Drawdowns

PEY vs. BENJ - Drawdown Comparison

The maximum PEY drawdown since its inception was -72.81%, which is greater than BENJ's maximum drawdown of -0.39%. Use the drawdown chart below to compare losses from any high point for PEY and BENJ.


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Drawdown Indicators


PEYBENJDifference

Max Drawdown

Largest peak-to-trough decline

-72.81%

-0.39%

-72.42%

Max Drawdown (1Y)

Largest decline over 1 year

-8.88%

-0.39%

-8.49%

Max Drawdown (3Y)

Largest decline over 3 years

-17.90%

Max Drawdown (5Y)

Largest decline over 5 years

-17.90%

Max Drawdown (10Y)

Largest decline over 10 years

-41.55%

Current Drawdown

Current decline from peak

-0.41%

-0.01%

-0.40%

Average Drawdown

Average peak-to-trough decline

-12.88%

-0.02%

-12.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

0.08%

+3.09%

Volatility

PEY vs. BENJ - Volatility Comparison

Invesco High Yield Equity Dividend Achievers™ ETF (PEY) has a higher volatility of 3.88% compared to Horizon Landmark ETF (BENJ) at 0.07%. This indicates that PEY's price experiences larger fluctuations and is considered to be riskier than BENJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PEYBENJDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

0.07%

+3.81%

Volatility (6M)

Calculated over the trailing 6-month period

9.34%

0.23%

+9.11%

Volatility (1Y)

Calculated over the trailing 1-year period

14.13%

0.67%

+13.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.41%

0.60%

+15.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.90%

0.60%

+18.30%

PEY vs. BENJ - Expense Ratio Comparison

PEY has a 0.54% expense ratio, which is higher than BENJ's 0.40% expense ratio.


Dividends

PEY vs. BENJ - Dividend Comparison

PEY's dividend yield for the trailing twelve months is around 4.46%, while BENJ has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BENJ
Horizon Landmark ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PEY
Invesco High Yield Equity Dividend Achievers™ ETF
4.46%4.85%4.44%4.58%4.22%3.83%4.30%3.78%4.33%3.21%3.12%3.44%

Frequently Asked Questions


PEY and BENJ have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PEY has higher volatility (3.88%) compared to BENJ (0.07%). In terms of maximum drawdown, PEY dropped -72.81% vs BENJ's -0.39%.

On 1-year performance, PEY leads with 18.17% vs 3.78% for BENJ. On fees, BENJ is cheaper at 0.40% per year. On volatility, BENJ has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PEY has performed better with a 18.17% return vs 3.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BENJ is cheaper with a 0.40% expense ratio, compared with 0.54% for PEY.

PEY has the higher dividend yield at 4.46%, compared with 0.00% for BENJ.

PEY is categorized as Mid Cap Value Equities, while BENJ is Ultrashort Bond. They also come from different issuers: Invesco and Horizon. Their fees differ too: 0.54% for PEY and 0.40% for BENJ.

BENJ currently has the higher Sharpe Ratio (5.65 vs 1.30), 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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