PFSI vs. SPLG

In the year-to-date period, PFSI achieves a -0.99% return, which is significantly lower than SPLG's 1.82% return. Over the past 10 years, PFSI has outperformed SPLG with an annualized return of 19.37%, while SPLG has yielded a comparatively lower 12.73% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for PennyMac Financial Services, Inc. (PFSI) and SPDR Portfolio S&P 500 ETF (SPLG). 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 current PFSI Sharpe Ratio is 0.30, which is lower than the SPLG Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of PFSI and SPLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PFSI's dividend yield for the trailing twelve months is around 1.19%, less than SPLG's 1.28% yield.

The maximum PFSI drawdown since its inception was -56.49%, roughly equal to the maximum SPLG drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for PFSI and SPLG. For additional features, visit the drawdowns tool.

PennyMac Financial Services, Inc. (PFSI) has a higher volatility of 7.28% compared to SPDR Portfolio S&P 500 ETF (SPLG) at 5.43%. This indicates that PFSI's price experiences larger fluctuations and is considered to be riskier than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.