PRI vs. RSP
Compare and contrast key facts about Primerica, Inc. (PRI) and Invesco S&P 500® Equal Weight ETF (RSP).
RSP is a passively managed fund by Invesco that tracks the performance of the S&P Equal Weight Index. It was launched on Apr 30, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRI or RSP.
Key characteristics
| PRI | RSP | |
|---|---|---|
| YTD Return | 46.56% | 16.06% |
| 1Y Return | 48.17% | 26.98% |
| 3Y Return (Ann) | 24.89% | 5.51% |
| 5Y Return (Ann) | 19.62% | 11.93% |
| 10Y Return (Ann) | 20.72% | 10.46% |
| Sharpe Ratio | 2.23 | 2.33 |
| Sortino Ratio | 2.81 | 3.24 |
| Omega Ratio | 1.39 | 1.41 |
| Calmar Ratio | 2.63 | 2.96 |
| Martin Ratio | 7.37 | 13.40 |
| Ulcer Index | 6.42% | 1.98% |
| Daily Std Dev | 21.21% | 11.42% |
| Max Drawdown | -54.47% | -59.92% |
| Current Drawdown | -1.33% | -2.21% |
Correlation
The correlation between PRI and RSP is 0.66, 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.
Performance
PRI vs. RSP - Performance Comparison
In the year-to-date period, PRI achieves a 46.56% return, which is significantly higher than RSP's 16.06% return. Over the past 10 years, PRI has outperformed RSP with an annualized return of 20.72%, while RSP has yielded a comparatively lower 10.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PRI vs. RSP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Primerica, Inc. (PRI) and Invesco S&P 500® Equal Weight ETF (RSP). 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.
Dividends
PRI vs. RSP - Dividend Comparison
PRI's dividend yield for the trailing twelve months is around 1.02%, less than RSP's 1.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRI Primerica, Inc. | 1.02% | 1.26% | 1.55% | 1.23% | 1.19% | 1.04% | 1.02% | 0.77% | 1.01% | 1.36% | 0.88% | 1.03% |
RSP Invesco S&P 500® Equal Weight ETF | 1.46% | 1.63% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% | 1.46% | 1.27% |
Drawdowns
PRI vs. RSP - Drawdown Comparison
The maximum PRI drawdown since its inception was -54.47%, smaller than the maximum RSP drawdown of -59.92%. Use the drawdown chart below to compare losses from any high point for PRI and RSP. For additional features, visit the drawdowns tool.
Volatility
PRI vs. RSP - Volatility Comparison
Primerica, Inc. (PRI) has a higher volatility of 6.51% compared to Invesco S&P 500® Equal Weight ETF (RSP) at 3.57%. This indicates that PRI's price experiences larger fluctuations and is considered to be riskier than RSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.