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

Correlation

The correlation between PFGC and ^SPXEW is 0.53, 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

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.

150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
339.53%
139.31%
PFGC
^SPXEW

Key characteristics

Sharpe Ratio

PFGC:

0.99

^SPXEW:

1.19

Sortino Ratio

PFGC:

1.52

^SPXEW:

1.69

Omega Ratio

PFGC:

1.20

^SPXEW:

1.21

Calmar Ratio

PFGC:

1.16

^SPXEW:

1.90

Martin Ratio

PFGC:

3.00

^SPXEW:

6.06

Ulcer Index

PFGC:

7.89%

^SPXEW:

2.27%

Daily Std Dev

PFGC:

23.95%

^SPXEW:

11.57%

Max Drawdown

PFGC:

-78.85%

^SPXEW:

-60.83%

Current Drawdown

PFGC:

-6.82%

^SPXEW:

-5.96%

Returns By Period

In the year-to-date period, PFGC achieves a 22.04% return, which is significantly higher than ^SPXEW's 11.47% return.


PFGC

YTD

22.04%

1M

0.45%

6M

24.89%

1Y

22.70%

5Y*

11.45%

10Y*

N/A

^SPXEW

YTD

11.47%

1M

-3.00%

6M

6.66%

1Y

12.37%

5Y*

8.82%

10Y*

8.09%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for PFGC, currently valued at 0.99, compared to the broader market-4.00-2.000.002.000.991.19
The chart of Sortino ratio for PFGC, currently valued at 1.52, compared to the broader market-4.00-2.000.002.004.001.521.69
The chart of Omega ratio for PFGC, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.21
The chart of Calmar ratio for PFGC, currently valued at 1.16, compared to the broader market0.002.004.006.001.161.90
The chart of Martin ratio for PFGC, currently valued at 3.00, compared to the broader market-5.000.005.0010.0015.0020.0025.003.006.06
PFGC
^SPXEW

The current PFGC Sharpe Ratio is 0.99, which is comparable to the ^SPXEW Sharpe Ratio of 1.19. 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.99
1.19
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%JulyAugustSeptemberOctoberNovemberDecember
-6.82%
-5.96%
PFGC
^SPXEW

Volatility

PFGC vs. ^SPXEW - Volatility Comparison

Performance Food Group Company (PFGC) has a higher volatility of 5.44% compared to S&P 500 Equal Weighted Index (^SPXEW) at 4.09%. 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%JulyAugustSeptemberOctoberNovemberDecember
5.44%
4.09%
PFGC
^SPXEW
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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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