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PPT vs. M
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PPT vs. M - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Premier Income Trust (PPT) and Macy's, Inc. (M). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PPT achieves a 0.81% return, which is significantly lower than M's 14.05% return. Over the past 10 years, PPT has outperformed M with an annualized return of 4.57%, while M has yielded a comparatively lower 1.41% annualized return.


PPT

1D
0.29%
1M
0.47%
YTD
0.81%
6M
1.85%
1Y
2.23%
3Y*
7.60%
5Y*
2.15%
10Y*
4.57%

M

1D
-1.98%
1M
35.08%
YTD
14.05%
6M
5.49%
1Y
127.89%
3Y*
21.01%
5Y*
9.92%
10Y*
1.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPT vs. M - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PPT
Putnam Premier Income Trust
0.81%8.39%8.80%7.43%-7.75%-1.72%-6.54%25.53%-6.36%13.78%
M
Macy's, Inc.
14.05%36.55%-12.41%1.64%-18.66%135.80%-31.08%-38.20%23.64%-25.29%

Correlation

The correlation between PPT and M is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.13

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

0.16

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

0.12

Correlation (All Time)
Calculated using the full available price history since Feb 5, 1992

0.10

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Return for Risk

PPT vs. M — Risk / Return Rank

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

PPT
PPT Risk / Return Rank: 55
Overall Rank
PPT Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PPT Sortino Ratio Rank: 44
Sortino Ratio Rank
PPT Omega Ratio Rank: 44
Omega Ratio Rank
PPT Calmar Ratio Rank: 66
Calmar Ratio Rank
PPT Martin Ratio Rank: 55
Martin Ratio Rank

M
M Risk / Return Rank: 9292
Overall Rank
M Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
M Sortino Ratio Rank: 9595
Sortino Ratio Rank
M Omega Ratio Rank: 9292
Omega Ratio Rank
M Calmar Ratio Rank: 9191
Calmar Ratio Rank
M Martin Ratio Rank: 8989
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.

PPT vs. M - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Premier Income Trust (PPT) and Macy's, Inc. (M). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PPTMDifference
Sharpe ratioReturn per unit of total volatility

-2.61

Sortino ratioReturn per unit of downside risk

-3.46

Omega ratioGain probability vs. loss probability

1.04

1.44

-0.40

Calmar ratioReturn relative to maximum drawdown

0.33

4.50

-4.16

Martin ratioReturn relative to average drawdown

0.77

10.89

-10.12

PPT vs. M - Sharpe Ratio Comparison

The current PPT Sharpe Ratio is 0.18, which is lower than the M Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of PPT and M, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PPT vs. M - Drawdown Comparison

The maximum PPT drawdown since its inception was -49.76%, smaller than the maximum M drawdown of -91.95%. Use the drawdown chart below to compare losses from any high point for PPT and M.


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Drawdown Indicators


PPTMDifference

Max Drawdown

Largest peak-to-trough decline

-49.76%

-91.95%

+42.19%

Max Drawdown (1Y)

Largest decline over 1 year

-5.05%

-28.61%

+23.56%

Max Drawdown (3Y)

Largest decline over 3 years

-9.10%

-51.33%

+42.23%

Max Drawdown (5Y)

Largest decline over 5 years

-18.92%

-69.65%

+50.73%

Max Drawdown (10Y)

Largest decline over 10 years

-31.79%

-87.79%

+56.00%

Current Drawdown

Current decline from peak

-3.62%

-45.61%

+41.99%

Average Drawdown

Average peak-to-trough decline

-11.23%

-34.61%

+23.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

11.79%

-9.61%

Volatility

PPT vs. M - Volatility Comparison

The current volatility for Putnam Premier Income Trust (PPT) is 2.25%, while Macy's, Inc. (M) has a volatility of 14.88%. This indicates that PPT experiences smaller price fluctuations and is considered to be less risky than M based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.25%

14.88%

-12.63%

Volatility (6M)

Calculated over the trailing 6-month period

6.99%

29.42%

-22.43%

Volatility (1Y)

Calculated over the trailing 1-year period

9.36%

46.25%

-36.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.96%

54.14%

-42.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.45%

56.19%

-41.74%

Dividends

PPT vs. M - Dividend Comparison

PPT's dividend yield for the trailing twelve months is around 9.07%, more than M's 3.03% yield.


PositionTTM20252024202320222021202020192018201720162015
M
Macy's, Inc.
3.03%3.31%4.10%3.29%3.05%1.15%3.36%8.88%5.07%5.99%4.17%3.98%
PPT
Putnam Premier Income Trust
9.07%8.81%8.76%8.74%8.60%7.31%8.84%7.73%6.84%5.85%6.28%6.30%

Frequently Asked Questions


PPT and M have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

M has higher volatility (14.88%) compared to PPT (2.25%). In terms of maximum drawdown, PPT dropped -49.76% vs M's -91.95%.

M currently has the higher Sharpe Ratio (2.79 vs 0.18), 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

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