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

Correlation

The correlation between PFFL and VOO is 0.52, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

PFFL vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-30.54%
111.47%
PFFL
VOO

Key characteristics

Sharpe Ratio

PFFL:

-0.12

VOO:

0.54

Sortino Ratio

PFFL:

-0.00

VOO:

0.88

Omega Ratio

PFFL:

1.00

VOO:

1.13

Calmar Ratio

PFFL:

-0.06

VOO:

0.55

Martin Ratio

PFFL:

-0.32

VOO:

2.27

Ulcer Index

PFFL:

9.01%

VOO:

4.55%

Daily Std Dev

PFFL:

24.04%

VOO:

19.19%

Max Drawdown

PFFL:

-80.68%

VOO:

-33.99%

Current Drawdown

PFFL:

-43.09%

VOO:

-9.90%

Returns By Period

The year-to-date returns for both stocks are quite close, with PFFL having a -5.59% return and VOO slightly lower at -5.74%.


PFFL

YTD

-5.59%

1M

-4.92%

6M

-14.20%

1Y

-1.12%

5Y*

-2.03%

10Y*

N/A

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

Compare stocks, funds, or ETFs

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PFFL vs. VOO - Expense Ratio Comparison

PFFL has a 0.85% expense ratio, which is higher than VOO's 0.03% expense ratio.


Expense ratio chart for PFFL: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PFFL: 0.85%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

PFFL vs. VOO — Risk-Adjusted Performance Rank

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

PFFL
The Risk-Adjusted Performance Rank of PFFL is 1414
Overall Rank
The Sharpe Ratio Rank of PFFL is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of PFFL is 1414
Sortino Ratio Rank
The Omega Ratio Rank of PFFL is 1414
Omega Ratio Rank
The Calmar Ratio Rank of PFFL is 1515
Calmar Ratio Rank
The Martin Ratio Rank of PFFL is 1414
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PFFL vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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 chart of Sharpe ratio for PFFL, currently valued at -0.12, compared to the broader market-1.000.001.002.003.004.00
PFFL: -0.12
VOO: 0.54
The chart of Sortino ratio for PFFL, currently valued at -0.00, compared to the broader market-2.000.002.004.006.008.00
PFFL: -0.00
VOO: 0.88
The chart of Omega ratio for PFFL, currently valued at 1.00, compared to the broader market0.501.001.502.002.50
PFFL: 1.00
VOO: 1.13
The chart of Calmar ratio for PFFL, currently valued at -0.06, compared to the broader market0.002.004.006.008.0010.0012.00
PFFL: -0.06
VOO: 0.55
The chart of Martin ratio for PFFL, currently valued at -0.32, compared to the broader market0.0020.0040.0060.00
PFFL: -0.32
VOO: 2.27

The current PFFL Sharpe Ratio is -0.12, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of PFFL and VOO, 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.12
0.54
PFFL
VOO

Dividends

PFFL vs. VOO - Dividend Comparison

PFFL's dividend yield for the trailing twelve months is around 13.45%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
PFFL
ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN
13.45%13.76%13.72%13.90%8.82%9.75%12.03%2.02%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

PFFL vs. VOO - Drawdown Comparison

The maximum PFFL drawdown since its inception was -80.68%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PFFL and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-43.09%
-9.90%
PFFL
VOO

Volatility

PFFL vs. VOO - Volatility Comparison

The current volatility for ETRACS 2xMonthly Pay Leveraged Preferred Stock Index ETN (PFFL) is 10.49%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that PFFL experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.49%
13.96%
PFFL
VOO