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

Key characteristics


PICKPFFR
Sharpe Ratio-0.012.41
Sortino Ratio0.143.40
Omega Ratio1.021.45
Calmar Ratio-0.011.39
Martin Ratio-0.0211.81
Ulcer Index9.62%1.76%
Daily Std Dev22.28%8.61%
Max Drawdown-68.88%-53.02%
Current Drawdown-16.27%-2.49%

Correlation

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.


-0.50.00.51.00.3

Performance

PICK vs. PFFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Global Select Metals & Mining Producers ETF (PICK) and InfraCap REIT Preferred ETF (PFFR). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-10.12%
9.82%
PICK
PFFR

Returns By Period

In the year-to-date period, PICK achieves a -7.91% return, which is significantly lower than PFFR's 11.32% return.


PICK

YTD

-7.91%

1M

-4.86%

6M

-9.28%

1Y

0.16%

5Y (annualized)

11.70%

10Y (annualized)

6.55%

PFFR

YTD

11.32%

1M

-0.65%

6M

10.42%

1Y

19.14%

5Y (annualized)

2.24%

10Y (annualized)

N/A

Compare stocks, funds, or ETFs

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


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
Expense ratio chart for PFFR: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for PICK: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

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.


Sharpe ratio
The chart of Sharpe ratio for PICK, currently valued at -0.01, compared to the broader market-2.000.002.004.00-0.012.41
The chart of Sortino ratio for PICK, currently valued at 0.14, compared to the broader market-2.000.002.004.006.008.0010.0012.000.143.40
The chart of Omega ratio for PICK, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.45
The chart of Calmar ratio for PICK, currently valued at -0.01, compared to the broader market0.005.0010.0015.00-0.011.39
The chart of Martin ratio for PICK, currently valued at -0.02, compared to the broader market0.0020.0040.0060.0080.00100.00-0.0211.81
PICK
PFFR

The current PICK Sharpe Ratio is -0.01, which is lower than the PFFR Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of PICK and PFFR, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.01
2.41
PICK
PFFR

Dividends

PICK vs. PFFR - Dividend Comparison

PICK's dividend yield for the trailing twelve months is around 3.89%, less than PFFR's 7.44% yield.


TTM20232022202120202019201820172016201520142013
PICK
iShares MSCI Global Select Metals & Mining Producers ETF
3.89%4.19%6.93%5.89%2.27%5.51%4.77%2.41%1.15%15.77%2.88%3.39%
PFFR
InfraCap REIT Preferred ETF
7.44%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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-16.27%
-2.49%
PICK
PFFR

Volatility

PICK vs. PFFR - Volatility Comparison

iShares MSCI Global Select Metals & Mining Producers ETF (PICK) has a higher volatility of 7.50% compared to InfraCap REIT Preferred ETF (PFFR) at 2.29%. 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%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.50%
2.29%
PICK
PFFR
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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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