PortfoliosLab logoPortfoliosLab logo
PPC vs. GOVT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PPC vs. GOVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pilgrim's Pride Corporation (PPC) and iShares U.S. Treasury Bond ETF (GOVT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PPC achieves a -25.16% return, which is significantly lower than GOVT's -0.44% return. Over the past 10 years, PPC has outperformed GOVT with an annualized return of 3.28%, while GOVT has yielded a comparatively lower 0.79% annualized return.


PPC

1D
-2.34%
1M
0.27%
YTD
-25.16%
6M
-24.01%
1Y
-35.02%
3Y*
15.13%
5Y*
8.40%
10Y*
3.28%

GOVT

1D
-0.11%
1M
-0.70%
YTD
-0.44%
6M
-0.15%
1Y
3.62%
3Y*
2.77%
5Y*
-0.59%
10Y*
0.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPC vs. GOVT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PPC
Pilgrim's Pride Corporation
-25.16%1.40%64.10%16.56%-15.85%43.80%-40.07%110.96%-50.06%63.56%
GOVT
iShares U.S. Treasury Bond ETF
-0.44%3.77%2.95%4.17%-13.39%-1.11%7.28%7.36%0.26%2.19%

Correlation

The correlation between PPC and GOVT is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

-0.05

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2012

-0.07

The correlation between PPC and GOVT shifts across timeframes, from -0.07 (all time) to 0.11 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

PPC vs. GOVT — Risk / Return Rank

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

PPC
PPC Risk / Return Rank: 55
Overall Rank
PPC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
PPC Sortino Ratio Rank: 44
Sortino Ratio Rank
PPC Omega Ratio Rank: 55
Omega Ratio Rank
PPC Calmar Ratio Rank: 1111
Calmar Ratio Rank
PPC Martin Ratio Rank: 33
Martin Ratio Rank

GOVT
GOVT Risk / Return Rank: 2929
Overall Rank
GOVT Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GOVT Sortino Ratio Rank: 3131
Sortino Ratio Rank
GOVT Omega Ratio Rank: 2828
Omega Ratio Rank
GOVT Calmar Ratio Rank: 2929
Calmar Ratio Rank
GOVT Martin Ratio Rank: 2828
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.

PPC vs. GOVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pilgrim's Pride Corporation (PPC) and iShares U.S. Treasury Bond ETF (GOVT). 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.


PPCGOVTDifference
Sharpe ratioReturn per unit of total volatility

-2.26

Sortino ratioReturn per unit of downside risk

-3.34

Omega ratioGain probability vs. loss probability

0.79

1.17

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.82

1.27

-2.09

Martin ratioReturn relative to average drawdown

-1.70

3.66

-5.36

PPC vs. GOVT - Sharpe Ratio Comparison

The current PPC Sharpe Ratio is -1.24, which is lower than the GOVT Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of PPC and GOVT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


PPCGOVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.24

1.02

-2.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

-0.10

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.15

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.25

-0.15

Drawdowns

PPC vs. GOVT - Drawdown Comparison

The maximum PPC drawdown since its inception was -99.63%, which is greater than GOVT's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for PPC and GOVT.


Loading charts...

Drawdown Indicators


PPCGOVTDifference

Max Drawdown

Largest peak-to-trough decline

-99.63%

-19.07%

-80.56%

Max Drawdown (1Y)

Largest decline over 1 year

-42.82%

-2.85%

-39.97%

Max Drawdown (3Y)

Largest decline over 3 years

-47.18%

-5.43%

-41.75%

Max Drawdown (5Y)

Largest decline over 5 years

-47.18%

-16.60%

-30.58%

Max Drawdown (10Y)

Largest decline over 10 years

-62.00%

-19.07%

-42.93%

Current Drawdown

Current decline from peak

-44.08%

-7.48%

-36.60%

Average Drawdown

Average peak-to-trough decline

-38.77%

-5.25%

-33.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.63%

0.99%

+19.64%

Volatility

PPC vs. GOVT - Volatility Comparison

Pilgrim's Pride Corporation (PPC) has a higher volatility of 10.66% compared to iShares U.S. Treasury Bond ETF (GOVT) at 1.05%. This indicates that PPC's price experiences larger fluctuations and is considered to be riskier than GOVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PPCGOVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.66%

1.05%

+9.61%

Volatility (6M)

Calculated over the trailing 6-month period

23.13%

2.53%

+20.60%

Volatility (1Y)

Calculated over the trailing 1-year period

28.45%

3.56%

+24.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.33%

6.04%

+25.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.27%

5.23%

+28.04%

Dividends

PPC vs. GOVT - Dividend Comparison

PPC's dividend yield for the trailing twelve months is around 7.20%, more than GOVT's 3.60% yield.


PositionTTM20252024202320222021202020192018201720162015
GOVT
iShares U.S. Treasury Bond ETF
3.60%3.49%3.14%2.65%1.77%0.96%2.17%1.98%1.97%1.57%1.40%1.25%
PPC
Pilgrim's Pride Corporation
7.20%21.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%14.48%26.12%

Frequently Asked Questions


PPC and GOVT have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PPC has higher volatility (10.66%) compared to GOVT (1.05%). In terms of maximum drawdown, PPC dropped -99.63% vs GOVT's -19.07%.

GOVT currently has the higher Sharpe Ratio (1.02 vs -1.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PPC and GOVT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer