PFGC vs. ^SPXEW
Compare and contrast key facts about Performance Food Group Company (PFGC) and S&P 500 Equal Weighted Index (^SPXEW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PFGC or ^SPXEW.
Key characteristics
| PFGC | ^SPXEW | |
|---|---|---|
| YTD Return | -1.04% | 1.72% |
| 1Y Return | 10.84% | 12.25% |
| 3Y Return (Ann) | 5.25% | 2.67% |
| 5Y Return (Ann) | 11.12% | 8.29% |
| Sharpe Ratio | 0.46 | 0.86 |
| Daily Std Dev | 22.60% | 12.32% |
| Max Drawdown | -78.85% | -60.83% |
| Current Drawdown | -11.66% | -5.28% |
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.
Performance
PFGC vs. ^SPXEW - Performance Comparison
In the year-to-date period, PFGC achieves a -1.04% return, which is significantly lower than ^SPXEW's 1.72% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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.
Volatility
PFGC vs. ^SPXEW - Volatility Comparison
Performance Food Group Company (PFGC) has a higher volatility of 7.12% compared to S&P 500 Equal Weighted Index (^SPXEW) at 3.55%. 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.