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PKB vs. TPC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PKB vs. TPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Building & Construction ETF (PKB) and Tutor Perini Corporation (TPC). The values are adjusted to include any dividend payments, if applicable.

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PKB vs. TPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PKB
Invesco Dynamic Building & Construction ETF
5.41%22.47%20.24%55.29%-24.88%32.96%24.49%40.15%-31.11%24.67%
TPC
Tutor Perini Corporation
15.27%177.18%165.93%20.53%-38.97%-4.48%0.70%-19.47%-37.00%-9.46%

Returns By Period

In the year-to-date period, PKB achieves a 5.41% return, which is significantly lower than TPC's 15.27% return. Over the past 10 years, PKB has underperformed TPC with an annualized return of 14.91%, while TPC has yielded a comparatively higher 17.68% annualized return.


PKB

1D
3.55%
1M
-10.19%
YTD
5.41%
6M
2.13%
1Y
45.16%
3Y*
28.90%
5Y*
14.83%
10Y*
14.91%

TPC

1D
5.99%
1M
2.50%
YTD
15.27%
6M
17.89%
1Y
233.57%
3Y*
132.28%
5Y*
32.43%
10Y*
17.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PKB vs. TPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PKB
PKB Risk / Return Rank: 8787
Overall Rank
PKB Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PKB Sortino Ratio Rank: 9090
Sortino Ratio Rank
PKB Omega Ratio Rank: 8282
Omega Ratio Rank
PKB Calmar Ratio Rank: 9090
Calmar Ratio Rank
PKB Martin Ratio Rank: 8888
Martin Ratio Rank

TPC
TPC Risk / Return Rank: 9898
Overall Rank
TPC Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TPC Sortino Ratio Rank: 9898
Sortino Ratio Rank
TPC Omega Ratio Rank: 9797
Omega Ratio Rank
TPC Calmar Ratio Rank: 9898
Calmar Ratio Rank
TPC Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PKB vs. TPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Building & Construction ETF (PKB) and Tutor Perini Corporation (TPC). 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.


PKBTPCDifference

Sharpe ratio

Return per unit of total volatility

1.77

4.34

-2.57

Sortino ratio

Return per unit of downside risk

2.53

4.54

-2.01

Omega ratio

Gain probability vs. loss probability

1.31

1.63

-0.32

Calmar ratio

Return relative to maximum drawdown

2.94

9.48

-6.54

Martin ratio

Return relative to average drawdown

10.52

30.66

-20.14

PKB vs. TPC - Sharpe Ratio Comparison

The current PKB Sharpe Ratio is 1.77, which is lower than the TPC Sharpe Ratio of 4.34. The chart below compares the historical Sharpe Ratios of PKB and TPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PKBTPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

4.34

-2.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.60

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.27

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.14

+0.23

Correlation

The correlation between PKB and TPC is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PKB vs. TPC - Dividend Comparison

PKB's dividend yield for the trailing twelve months is around 0.15%, less than TPC's 0.16% yield.


TTM20252024202320222021202020192018201720162015
PKB
Invesco Dynamic Building & Construction ETF
0.15%0.14%0.23%0.33%0.43%0.25%0.30%0.37%0.54%0.17%0.31%0.11%
TPC
Tutor Perini Corporation
0.16%0.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PKB vs. TPC - Drawdown Comparison

The maximum PKB drawdown since its inception was -65.21%, smaller than the maximum TPC drawdown of -95.89%. Use the drawdown chart below to compare losses from any high point for PKB and TPC.


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Drawdown Indicators


PKBTPCDifference

Max Drawdown

Largest peak-to-trough decline

-65.21%

-95.89%

+30.68%

Max Drawdown (1Y)

Largest decline over 1 year

-15.41%

-24.13%

+8.72%

Max Drawdown (5Y)

Largest decline over 5 years

-34.85%

-73.94%

+39.09%

Max Drawdown (10Y)

Largest decline over 10 years

-52.29%

-91.02%

+38.73%

Current Drawdown

Current decline from peak

-11.67%

-13.57%

+1.90%

Average Drawdown

Average peak-to-trough decline

-15.86%

-52.11%

+36.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.31%

7.46%

-3.15%

Volatility

PKB vs. TPC - Volatility Comparison

The current volatility for Invesco Dynamic Building & Construction ETF (PKB) is 9.07%, while Tutor Perini Corporation (TPC) has a volatility of 15.85%. This indicates that PKB experiences smaller price fluctuations and is considered to be less risky than TPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PKBTPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.07%

15.85%

-6.78%

Volatility (6M)

Calculated over the trailing 6-month period

17.21%

33.75%

-16.54%

Volatility (1Y)

Calculated over the trailing 1-year period

25.66%

54.20%

-28.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.54%

54.81%

-29.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.09%

65.34%

-38.25%