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PFFL vs. STLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFFL and STLG is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

PFFL vs. STLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN (PFFL) and iShares Factors US Growth Style ETF (STLG). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
1.24%
11.15%
PFFL
STLG

Key characteristics

Sharpe Ratio

PFFL:

0.24

STLG:

2.13

Sortino Ratio

PFFL:

0.47

STLG:

2.77

Omega Ratio

PFFL:

1.06

STLG:

1.38

Calmar Ratio

PFFL:

0.12

STLG:

2.97

Martin Ratio

PFFL:

1.01

STLG:

11.19

Ulcer Index

PFFL:

5.06%

STLG:

3.57%

Daily Std Dev

PFFL:

21.01%

STLG:

18.77%

Max Drawdown

PFFL:

-80.68%

STLG:

-31.34%

Current Drawdown

PFFL:

-39.32%

STLG:

-2.34%

Returns By Period

In the year-to-date period, PFFL achieves a 5.42% return, which is significantly lower than STLG's 40.18% return.


PFFL

YTD

5.42%

1M

-6.30%

6M

2.01%

1Y

5.24%

5Y*

-8.72%

10Y*

N/A

STLG

YTD

40.18%

1M

3.08%

6M

12.39%

1Y

39.91%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PFFL vs. STLG - Expense Ratio Comparison

PFFL has a 0.85% expense ratio, which is higher than STLG's 0.25% expense ratio.


PFFL
ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN
Expense ratio chart for PFFL: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for STLG: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

PFFL vs. STLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN (PFFL) and iShares Factors US Growth Style ETF (STLG). 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 PFFL, currently valued at 0.24, compared to the broader market0.002.004.000.242.13
The chart of Sortino ratio for PFFL, currently valued at 0.47, compared to the broader market-2.000.002.004.006.008.0010.000.472.77
The chart of Omega ratio for PFFL, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.38
The chart of Calmar ratio for PFFL, currently valued at 0.12, compared to the broader market0.005.0010.0015.000.122.97
The chart of Martin ratio for PFFL, currently valued at 1.01, compared to the broader market0.0020.0040.0060.0080.00100.001.0111.19
PFFL
STLG

The current PFFL Sharpe Ratio is 0.24, which is lower than the STLG Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of PFFL and STLG, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.24
2.13
PFFL
STLG

Dividends

PFFL vs. STLG - Dividend Comparison

PFFL's dividend yield for the trailing twelve months is around 13.69%, more than STLG's 0.32% yield.


TTM202320222021202020192018
PFFL
ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN
13.69%13.72%13.91%8.81%9.76%12.04%2.02%
STLG
iShares Factors US Growth Style ETF
0.32%0.23%0.14%0.00%0.75%0.00%0.00%

Drawdowns

PFFL vs. STLG - Drawdown Comparison

The maximum PFFL drawdown since its inception was -80.68%, which is greater than STLG's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for PFFL and STLG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-39.32%
-2.34%
PFFL
STLG

Volatility

PFFL vs. STLG - Volatility Comparison

The current volatility for ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN (PFFL) is 4.12%, while iShares Factors US Growth Style ETF (STLG) has a volatility of 5.99%. This indicates that PFFL experiences smaller price fluctuations and is considered to be less risky than STLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.12%
5.99%
PFFL
STLG
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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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