PGF vs. AAPL
Compare and contrast key facts about Invesco Financial Preferred ETF (PGF) and Apple Inc (AAPL).
PGF is a passively managed fund by Invesco that tracks the performance of the Wachovia Hybrid & Preferred Securities Financial Index. It was launched on Dec 1, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PGF or AAPL.
Key characteristics
| PGF | AAPL | |
|---|---|---|
| YTD Return | 9.90% | 17.50% |
| 1Y Return | 14.91% | 20.69% |
| 3Y Return (Ann) | -1.05% | 15.16% |
| 5Y Return (Ann) | 1.29% | 28.54% |
| 10Y Return (Ann) | 3.73% | 24.42% |
| Sharpe Ratio | 1.68 | 1.00 |
| Sortino Ratio | 2.35 | 1.56 |
| Omega Ratio | 1.31 | 1.19 |
| Calmar Ratio | 0.93 | 1.35 |
| Martin Ratio | 8.73 | 3.17 |
| Ulcer Index | 1.85% | 7.07% |
| Daily Std Dev | 9.63% | 22.46% |
| Max Drawdown | -75.69% | -81.80% |
| Current Drawdown | -4.82% | -4.70% |
Correlation
The correlation between PGF and AAPL is 0.27, 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.
Performance
PGF vs. AAPL - Performance Comparison
In the year-to-date period, PGF achieves a 9.90% return, which is significantly lower than AAPL's 17.50% return. Over the past 10 years, PGF has underperformed AAPL with an annualized return of 3.73%, while AAPL has yielded a comparatively higher 24.42% annualized 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
PGF vs. AAPL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Financial Preferred ETF (PGF) and Apple Inc (AAPL). 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
PGF vs. AAPL - Dividend Comparison
PGF's dividend yield for the trailing twelve months is around 6.27%, more than AAPL's 0.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGF Invesco Financial Preferred ETF | 6.27% | 6.14% | 5.97% | 4.67% | 4.90% | 5.14% | 5.74% | 5.32% | 5.92% | 5.60% | 5.92% | 6.63% |
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Drawdowns
PGF vs. AAPL - Drawdown Comparison
The maximum PGF drawdown since its inception was -75.69%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for PGF and AAPL. For additional features, visit the drawdowns tool.
Volatility
PGF vs. AAPL - Volatility Comparison
The current volatility for Invesco Financial Preferred ETF (PGF) is 3.49%, while Apple Inc (AAPL) has a volatility of 4.82%. This indicates that PGF experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.