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PICK vs. PFFR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PICKPFFR
YTD Return-0.05%-2.23%
1Y Return3.88%13.86%
3Y Return (Ann)3.54%-2.72%
5Y Return (Ann)11.26%0.90%
Sharpe Ratio0.131.13
Daily Std Dev22.20%11.19%
Max Drawdown-68.88%-53.02%
Current Drawdown-9.12%-11.01%

Correlation

-0.50.00.51.00.3

The correlation between PICK and PFFR is 0.30, 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

PICK vs. PFFR - Performance Comparison

In the year-to-date period, PICK achieves a -0.05% return, which is significantly higher than PFFR's -2.23% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
12.83%
10.77%
PICK
PFFR

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares MSCI Global Select Metals & Mining Producers ETF

InfraCap REIT Preferred ETF

PICK vs. PFFR - Expense Ratio Comparison

PICK has a 0.39% expense ratio, which is lower than PFFR's 0.45% expense ratio.

PFFR
InfraCap REIT Preferred ETF
0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

PICK vs. PFFR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Select Metals & Mining Producers ETF (PICK) and InfraCap REIT Preferred ETF (PFFR). 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.


PICK
Sharpe ratio
The chart of Sharpe ratio for PICK, currently valued at 0.13, compared to the broader market0.002.004.000.13
Sortino ratio
The chart of Sortino ratio for PICK, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.0010.000.35
Omega ratio
The chart of Omega ratio for PICK, currently valued at 1.04, compared to the broader market1.001.502.002.501.04
Calmar ratio
The chart of Calmar ratio for PICK, currently valued at 0.12, compared to the broader market0.002.004.006.008.0010.0012.000.12
Martin ratio
The chart of Martin ratio for PICK, currently valued at 0.34, compared to the broader market0.0020.0040.0060.0080.000.34
PFFR
Sharpe ratio
The chart of Sharpe ratio for PFFR, currently valued at 1.13, compared to the broader market0.002.004.001.13
Sortino ratio
The chart of Sortino ratio for PFFR, currently valued at 1.83, compared to the broader market-2.000.002.004.006.008.0010.001.83
Omega ratio
The chart of Omega ratio for PFFR, currently valued at 1.21, compared to the broader market1.001.502.002.501.21
Calmar ratio
The chart of Calmar ratio for PFFR, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.0012.000.53
Martin ratio
The chart of Martin ratio for PFFR, currently valued at 5.29, compared to the broader market0.0020.0040.0060.0080.005.29

PICK vs. PFFR - Sharpe Ratio Comparison

The current PICK Sharpe Ratio is 0.13, which is lower than the PFFR Sharpe Ratio of 1.13. The chart below compares the 12-month rolling Sharpe Ratio of PICK and PFFR.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
0.13
1.13
PICK
PFFR

Dividends

PICK vs. PFFR - Dividend Comparison

PICK's dividend yield for the trailing twelve months is around 4.20%, less than PFFR's 8.05% yield.


TTM20232022202120202019201820172016201520142013
PICK
iShares MSCI Global Select Metals & Mining Producers ETF
4.20%4.19%6.93%5.89%2.27%5.50%4.76%2.41%1.15%15.73%2.88%3.38%
PFFR
InfraCap REIT Preferred ETF
8.05%7.72%9.65%6.08%6.11%5.77%6.48%5.12%0.00%0.00%0.00%0.00%

Drawdowns

PICK vs. PFFR - Drawdown Comparison

The maximum PICK drawdown since its inception was -68.88%, which is greater than PFFR's maximum drawdown of -53.02%. Use the drawdown chart below to compare losses from any high point for PICK and PFFR. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2024FebruaryMarchApril
-9.12%
-11.01%
PICK
PFFR

Volatility

PICK vs. PFFR - Volatility Comparison

iShares MSCI Global Select Metals & Mining Producers ETF (PICK) has a higher volatility of 4.41% compared to InfraCap REIT Preferred ETF (PFFR) at 3.16%. This indicates that PICK's price experiences larger fluctuations and is considered to be riskier than PFFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2024FebruaryMarchApril
4.41%
3.16%
PICK
PFFR