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PFIE vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFIE and SPY is 0.15, 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.


-0.50.00.51.00.2

Performance

PFIE vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Profire Energy, Inc. (PFIE) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
77.47%
10.28%
PFIE
SPY

Key characteristics

Sharpe Ratio

PFIE:

0.68

SPY:

2.21

Sortino Ratio

PFIE:

1.65

SPY:

2.93

Omega Ratio

PFIE:

1.23

SPY:

1.41

Calmar Ratio

PFIE:

0.64

SPY:

3.26

Martin Ratio

PFIE:

2.90

SPY:

14.40

Ulcer Index

PFIE:

16.95%

SPY:

1.90%

Daily Std Dev

PFIE:

72.40%

SPY:

12.44%

Max Drawdown

PFIE:

-88.74%

SPY:

-55.19%

Current Drawdown

PFIE:

-56.40%

SPY:

-1.83%

Returns By Period

In the year-to-date period, PFIE achieves a 39.23% return, which is significantly higher than SPY's 26.72% return. Over the past 10 years, PFIE has underperformed SPY with an annualized return of 0.53%, while SPY has yielded a comparatively higher 13.04% annualized return.


PFIE

YTD

39.23%

1M

0.00%

6M

77.46%

1Y

42.37%

5Y*

11.41%

10Y*

0.53%

SPY

YTD

26.72%

1M

0.20%

6M

10.28%

1Y

27.17%

5Y*

14.87%

10Y*

13.04%

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Risk-Adjusted Performance

PFIE vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Profire Energy, Inc. (PFIE) and SPDR S&P 500 ETF (SPY). 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 PFIE, currently valued at 0.68, compared to the broader market-4.00-2.000.002.000.682.21
The chart of Sortino ratio for PFIE, currently valued at 1.65, compared to the broader market-4.00-2.000.002.004.001.652.93
The chart of Omega ratio for PFIE, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.41
The chart of Calmar ratio for PFIE, currently valued at 0.64, compared to the broader market0.002.004.006.000.643.26
The chart of Martin ratio for PFIE, currently valued at 2.90, compared to the broader market-5.000.005.0010.0015.0020.0025.002.9014.40
PFIE
SPY

The current PFIE Sharpe Ratio is 0.68, which is lower than the SPY Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of PFIE and SPY, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.68
2.21
PFIE
SPY

Dividends

PFIE vs. SPY - Dividend Comparison

PFIE has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.19%.


TTM20232022202120202019201820172016201520142013
PFIE
Profire Energy, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.19%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

PFIE vs. SPY - Drawdown Comparison

The maximum PFIE drawdown since its inception was -88.74%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for PFIE and SPY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-56.40%
-1.83%
PFIE
SPY

Volatility

PFIE vs. SPY - Volatility Comparison

The current volatility for Profire Energy, Inc. (PFIE) is 1.98%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.83%. This indicates that PFIE experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
1.98%
3.83%
PFIE
SPY
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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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