PFI vs. KMB
Compare and contrast key facts about Invesco DWA Financial Momentum ETF (PFI) and Kimberly-Clark Corporation (KMB).
PFI is a passively managed fund by Invesco that tracks the performance of the DWA Financial Technical Leaders Index. It was launched on Oct 12, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PFI or KMB.
Performance
PFI vs. KMB - Performance Comparison
Returns By Period
In the year-to-date period, PFI achieves a 42.51% return, which is significantly higher than KMB's 17.04% return. Over the past 10 years, PFI has outperformed KMB with an annualized return of 9.33%, while KMB has yielded a comparatively lower 5.41% annualized return.
PFI
42.51%
12.13%
28.78%
50.72%
12.83%
9.33%
KMB
17.04%
1.12%
6.73%
17.40%
4.23%
5.41%
Key characteristics
| PFI | KMB | |
|---|---|---|
| Sharpe Ratio | 2.67 | 0.96 |
| Sortino Ratio | 3.64 | 1.34 |
| Omega Ratio | 1.46 | 1.20 |
| Calmar Ratio | 1.91 | 1.02 |
| Martin Ratio | 19.66 | 4.84 |
| Ulcer Index | 2.58% | 3.59% |
| Daily Std Dev | 19.01% | 18.19% |
| Max Drawdown | -59.53% | -39.69% |
| Current Drawdown | 0.00% | -5.95% |
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Correlation
The correlation between PFI and KMB is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
PFI vs. KMB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Financial Momentum ETF (PFI) and Kimberly-Clark Corporation (KMB). 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.
Dividends
PFI vs. KMB - Dividend Comparison
PFI's dividend yield for the trailing twelve months is around 1.69%, less than KMB's 3.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFI Invesco DWA Financial Momentum ETF | 1.69% | 1.85% | 1.93% | 1.28% | 1.56% | 0.92% | 1.98% | 0.35% | 2.16% | 1.44% | 1.10% | 1.36% |
KMB Kimberly-Clark Corporation | 3.50% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 0.73% | 0.00% |
Drawdowns
PFI vs. KMB - Drawdown Comparison
The maximum PFI drawdown since its inception was -59.53%, which is greater than KMB's maximum drawdown of -39.69%. Use the drawdown chart below to compare losses from any high point for PFI and KMB. For additional features, visit the drawdowns tool.
Volatility
PFI vs. KMB - Volatility Comparison
Invesco DWA Financial Momentum ETF (PFI) has a higher volatility of 9.73% compared to Kimberly-Clark Corporation (KMB) at 4.34%. This indicates that PFI's price experiences larger fluctuations and is considered to be riskier than KMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.