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PRN vs. PSCC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRN and PSCC 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.


-0.50.00.51.00.6

Performance

PRN vs. PSCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DWA Industrials Momentum ETF (PRN) and Invesco S&P SmallCap Consumer Staples ETF (PSCC). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
15.47%
10.64%
PRN
PSCC

Key characteristics

Sharpe Ratio

PRN:

1.53

PSCC:

0.10

Sortino Ratio

PRN:

2.12

PSCC:

0.25

Omega Ratio

PRN:

1.27

PSCC:

1.03

Calmar Ratio

PRN:

2.72

PSCC:

0.16

Martin Ratio

PRN:

10.27

PSCC:

0.34

Ulcer Index

PRN:

3.26%

PSCC:

4.82%

Daily Std Dev

PRN:

21.82%

PSCC:

16.35%

Max Drawdown

PRN:

-59.88%

PSCC:

-33.61%

Current Drawdown

PRN:

-12.32%

PSCC:

-5.19%

Returns By Period

In the year-to-date period, PRN achieves a 31.91% return, which is significantly higher than PSCC's 2.43% return. Over the past 10 years, PRN has outperformed PSCC with an annualized return of 13.17%, while PSCC has yielded a comparatively lower 9.40% annualized return.


PRN

YTD

31.91%

1M

-9.67%

6M

15.13%

1Y

35.45%

5Y*

18.39%

10Y*

13.17%

PSCC

YTD

2.43%

1M

1.02%

6M

11.17%

1Y

4.05%

5Y*

9.50%

10Y*

9.40%

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PRN vs. PSCC - Expense Ratio Comparison

PRN has a 0.60% expense ratio, which is higher than PSCC's 0.29% expense ratio.


PRN
Invesco DWA Industrials Momentum ETF
Expense ratio chart for PRN: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for PSCC: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

PRN vs. PSCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Industrials Momentum ETF (PRN) and Invesco S&P SmallCap Consumer Staples ETF (PSCC). 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 PRN, currently valued at 1.53, compared to the broader market0.002.004.001.530.10
The chart of Sortino ratio for PRN, currently valued at 2.12, compared to the broader market-2.000.002.004.006.008.0010.002.120.25
The chart of Omega ratio for PRN, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.271.03
The chart of Calmar ratio for PRN, currently valued at 2.72, compared to the broader market0.005.0010.0015.002.720.16
The chart of Martin ratio for PRN, currently valued at 10.27, compared to the broader market0.0020.0040.0060.0080.00100.0010.270.34
PRN
PSCC

The current PRN Sharpe Ratio is 1.53, which is higher than the PSCC Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of PRN and PSCC, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.53
0.10
PRN
PSCC

Dividends

PRN vs. PSCC - Dividend Comparison

PRN's dividend yield for the trailing twelve months is around 0.22%, less than PSCC's 1.49% yield.


TTM20232022202120202019201820172016201520142013
PRN
Invesco DWA Industrials Momentum ETF
0.22%0.52%0.82%0.11%0.10%0.41%0.29%0.60%0.57%0.44%0.35%0.35%
PSCC
Invesco S&P SmallCap Consumer Staples ETF
1.49%1.49%1.29%1.21%1.59%1.77%0.94%1.25%1.48%1.34%1.60%0.42%

Drawdowns

PRN vs. PSCC - Drawdown Comparison

The maximum PRN drawdown since its inception was -59.88%, which is greater than PSCC's maximum drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for PRN and PSCC. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.32%
-5.19%
PRN
PSCC

Volatility

PRN vs. PSCC - Volatility Comparison

Invesco DWA Industrials Momentum ETF (PRN) has a higher volatility of 6.58% compared to Invesco S&P SmallCap Consumer Staples ETF (PSCC) at 5.17%. This indicates that PRN's price experiences larger fluctuations and is considered to be riskier than PSCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.58%
5.17%
PRN
PSCC
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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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