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PFGC vs. ^SPXEW
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between PFGC and ^SPXEW is 0.47, 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

PFGC vs. ^SPXEW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Performance Food Group Company (PFGC) and S&P 500 Equal Weighted Index (^SPXEW). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
313.65%
127.58%
PFGC
^SPXEW

Key characteristics

Sharpe Ratio

PFGC:

0.52

^SPXEW:

0.17

Sortino Ratio

PFGC:

0.94

^SPXEW:

0.36

Omega Ratio

PFGC:

1.12

^SPXEW:

1.05

Calmar Ratio

PFGC:

0.69

^SPXEW:

0.16

Martin Ratio

PFGC:

1.78

^SPXEW:

0.60

Ulcer Index

PFGC:

8.22%

^SPXEW:

4.76%

Daily Std Dev

PFGC:

28.28%

^SPXEW:

17.11%

Max Drawdown

PFGC:

-78.85%

^SPXEW:

-60.83%

Current Drawdown

PFGC:

-12.66%

^SPXEW:

-10.57%

Returns By Period

In the year-to-date period, PFGC achieves a -6.07% return, which is significantly lower than ^SPXEW's -4.41% return.


PFGC

YTD

-6.07%

1M

2.69%

6M

-3.79%

1Y

15.35%

5Y*

23.32%

10Y*

N/A

^SPXEW

YTD

-4.41%

1M

-2.64%

6M

-5.99%

1Y

3.02%

5Y*

11.92%

10Y*

7.49%

*Annualized

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Risk-Adjusted Performance

PFGC vs. ^SPXEW — Risk-Adjusted Performance Rank

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

PFGC
The Risk-Adjusted Performance Rank of PFGC is 7070
Overall Rank
The Sharpe Ratio Rank of PFGC is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of PFGC is 6565
Sortino Ratio Rank
The Omega Ratio Rank of PFGC is 6363
Omega Ratio Rank
The Calmar Ratio Rank of PFGC is 7979
Calmar Ratio Rank
The Martin Ratio Rank of PFGC is 7272
Martin Ratio Rank

^SPXEW
The Risk-Adjusted Performance Rank of ^SPXEW is 3737
Overall Rank
The Sharpe Ratio Rank of ^SPXEW is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SPXEW is 3535
Sortino Ratio Rank
The Omega Ratio Rank of ^SPXEW is 3636
Omega Ratio Rank
The Calmar Ratio Rank of ^SPXEW is 3838
Calmar Ratio Rank
The Martin Ratio Rank of ^SPXEW is 4040
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.

PFGC vs. ^SPXEW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Performance Food Group Company (PFGC) and S&P 500 Equal Weighted Index (^SPXEW). 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 PFGC, currently valued at 0.51, compared to the broader market-2.00-1.000.001.002.003.00
PFGC: 0.51
^SPXEW: 0.17
The chart of Sortino ratio for PFGC, currently valued at 0.93, compared to the broader market-6.00-4.00-2.000.002.004.00
PFGC: 0.93
^SPXEW: 0.36
The chart of Omega ratio for PFGC, currently valued at 1.12, compared to the broader market0.501.001.502.00
PFGC: 1.12
^SPXEW: 1.05
The chart of Calmar ratio for PFGC, currently valued at 0.68, compared to the broader market0.001.002.003.004.005.00
PFGC: 0.68
^SPXEW: 0.16
The chart of Martin ratio for PFGC, currently valued at 1.76, compared to the broader market-5.000.005.0010.0015.0020.00
PFGC: 1.76
^SPXEW: 0.60

The current PFGC Sharpe Ratio is 0.52, which is higher than the ^SPXEW Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of PFGC and ^SPXEW, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.51
0.17
PFGC
^SPXEW

Drawdowns

PFGC vs. ^SPXEW - Drawdown Comparison

The maximum PFGC drawdown since its inception was -78.85%, which is greater than ^SPXEW's maximum drawdown of -60.83%. Use the drawdown chart below to compare losses from any high point for PFGC and ^SPXEW. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.66%
-10.57%
PFGC
^SPXEW

Volatility

PFGC vs. ^SPXEW - Volatility Comparison

Performance Food Group Company (PFGC) has a higher volatility of 13.57% compared to S&P 500 Equal Weighted Index (^SPXEW) at 12.78%. This indicates that PFGC's price experiences larger fluctuations and is considered to be riskier than ^SPXEW 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
13.57%
12.78%
PFGC
^SPXEW