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PKW vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PKW and VOO is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

PKW vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BuyBack Achievers™ ETF (PKW) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.01%
9.97%
PKW
VOO

Key characteristics

Sharpe Ratio

PKW:

1.61

VOO:

2.22

Sortino Ratio

PKW:

2.30

VOO:

2.95

Omega Ratio

PKW:

1.29

VOO:

1.42

Calmar Ratio

PKW:

2.31

VOO:

3.27

Martin Ratio

PKW:

6.97

VOO:

14.57

Ulcer Index

PKW:

2.80%

VOO:

1.90%

Daily Std Dev

PKW:

12.10%

VOO:

12.47%

Max Drawdown

PKW:

-54.58%

VOO:

-33.99%

Current Drawdown

PKW:

-6.33%

VOO:

-1.77%

Returns By Period

In the year-to-date period, PKW achieves a 19.30% return, which is significantly lower than VOO's 26.92% return. Over the past 10 years, PKW has underperformed VOO with an annualized return of 10.61%, while VOO has yielded a comparatively higher 13.12% annualized return.


PKW

YTD

19.30%

1M

-5.22%

6M

13.01%

1Y

19.53%

5Y*

12.47%

10Y*

10.61%

VOO

YTD

26.92%

1M

0.27%

6M

10.43%

1Y

27.36%

5Y*

14.95%

10Y*

13.12%

Compare stocks, funds, or ETFs

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


PKW vs. VOO - Expense Ratio Comparison

PKW has a 0.62% expense ratio, which is higher than VOO's 0.03% expense ratio.


PKW
Invesco BuyBack Achievers™ ETF
Expense ratio chart for PKW: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

PKW vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BuyBack Achievers™ ETF (PKW) and Vanguard S&P 500 ETF (VOO). 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 PKW, currently valued at 1.61, compared to the broader market0.002.004.001.612.20
The chart of Sortino ratio for PKW, currently valued at 2.30, compared to the broader market-2.000.002.004.006.008.0010.002.302.93
The chart of Omega ratio for PKW, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.41
The chart of Calmar ratio for PKW, currently valued at 2.31, compared to the broader market0.005.0010.0015.002.313.24
The chart of Martin ratio for PKW, currently valued at 6.97, compared to the broader market0.0020.0040.0060.0080.00100.006.9714.39
PKW
VOO

The current PKW Sharpe Ratio is 1.61, which is comparable to the VOO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of PKW and VOO, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.61
2.20
PKW
VOO

Dividends

PKW vs. VOO - Dividend Comparison

PKW's dividend yield for the trailing twelve months is around 0.84%, less than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
PKW
Invesco BuyBack Achievers™ ETF
0.84%1.17%1.22%0.72%1.48%1.30%1.30%0.65%1.59%1.14%1.03%0.62%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

PKW vs. VOO - Drawdown Comparison

The maximum PKW drawdown since its inception was -54.58%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PKW and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.33%
-1.77%
PKW
VOO

Volatility

PKW vs. VOO - Volatility Comparison

Invesco BuyBack Achievers™ ETF (PKW) has a higher volatility of 4.23% compared to Vanguard S&P 500 ETF (VOO) at 3.77%. This indicates that PKW's price experiences larger fluctuations and is considered to be riskier than VOO 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%JulyAugustSeptemberOctoberNovemberDecember
4.23%
3.77%
PKW
VOO
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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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