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

Correlation

The correlation between PSCC and CAG is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

PSCC vs. CAG - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
392.69%
105.20%
PSCC
CAG

Key characteristics

Sharpe Ratio

PSCC:

-0.15

CAG:

-0.75

Sortino Ratio

PSCC:

-0.09

CAG:

-0.92

Omega Ratio

PSCC:

0.99

CAG:

0.88

Calmar Ratio

PSCC:

-0.13

CAG:

-0.51

Martin Ratio

PSCC:

-0.38

CAG:

-1.35

Ulcer Index

PSCC:

7.17%

CAG:

13.24%

Daily Std Dev

PSCC:

17.99%

CAG:

23.82%

Max Drawdown

PSCC:

-33.61%

CAG:

-56.95%

Current Drawdown

PSCC:

-15.41%

CAG:

-33.92%

Returns By Period

In the year-to-date period, PSCC achieves a -9.50% return, which is significantly higher than CAG's -10.68% return. Over the past 10 years, PSCC has outperformed CAG with an annualized return of 8.34%, while CAG has yielded a comparatively lower 1.49% annualized return.


PSCC

YTD

-9.50%

1M

-0.90%

6M

-6.62%

1Y

-1.22%

5Y*

11.18%

10Y*

8.34%

CAG

YTD

-10.68%

1M

-5.67%

6M

-14.76%

1Y

-17.92%

5Y*

-2.83%

10Y*

1.49%

*Annualized

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Risk-Adjusted Performance

PSCC vs. CAG — Risk-Adjusted Performance Rank

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

PSCC
The Risk-Adjusted Performance Rank of PSCC is 1212
Overall Rank
The Sharpe Ratio Rank of PSCC is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of PSCC is 1212
Sortino Ratio Rank
The Omega Ratio Rank of PSCC is 1212
Omega Ratio Rank
The Calmar Ratio Rank of PSCC is 1111
Calmar Ratio Rank
The Martin Ratio Rank of PSCC is 1313
Martin Ratio Rank

CAG
The Risk-Adjusted Performance Rank of CAG is 1515
Overall Rank
The Sharpe Ratio Rank of CAG is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of CAG is 1515
Sortino Ratio Rank
The Omega Ratio Rank of CAG is 1515
Omega Ratio Rank
The Calmar Ratio Rank of CAG is 1919
Calmar Ratio Rank
The Martin Ratio Rank of CAG is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PSCC vs. CAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Consumer Staples ETF (PSCC) and Conagra Brands, Inc. (CAG). 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.


The chart of Sharpe ratio for PSCC, currently valued at -0.15, compared to the broader market-1.000.001.002.003.004.00
PSCC: -0.15
CAG: -0.75
The chart of Sortino ratio for PSCC, currently valued at -0.09, compared to the broader market-2.000.002.004.006.008.00
PSCC: -0.09
CAG: -0.92
The chart of Omega ratio for PSCC, currently valued at 0.99, compared to the broader market0.501.001.502.00
PSCC: 0.99
CAG: 0.88
The chart of Calmar ratio for PSCC, currently valued at -0.13, compared to the broader market0.002.004.006.008.0010.0012.00
PSCC: -0.13
CAG: -0.51
The chart of Martin ratio for PSCC, currently valued at -0.38, compared to the broader market0.0020.0040.0060.00
PSCC: -0.38
CAG: -1.35

The current PSCC Sharpe Ratio is -0.15, which is higher than the CAG Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of PSCC and CAG, 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 Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.15
-0.75
PSCC
CAG

Dividends

PSCC vs. CAG - Dividend Comparison

PSCC's dividend yield for the trailing twelve months is around 2.21%, less than CAG's 5.73% yield.


TTM20242023202220212020201920182017201620152014
PSCC
Invesco S&P SmallCap Consumer Staples ETF
2.21%1.88%1.49%1.29%1.21%1.59%1.77%0.94%1.25%1.48%1.34%1.60%
CAG
Conagra Brands, Inc.
5.73%5.05%4.75%3.32%3.44%2.52%2.48%3.98%2.19%1.97%2.37%2.76%

Drawdowns

PSCC vs. CAG - Drawdown Comparison

The maximum PSCC drawdown since its inception was -33.61%, smaller than the maximum CAG drawdown of -56.95%. Use the drawdown chart below to compare losses from any high point for PSCC and CAG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.41%
-33.92%
PSCC
CAG

Volatility

PSCC vs. CAG - Volatility Comparison

Invesco S&P SmallCap Consumer Staples ETF (PSCC) and Conagra Brands, Inc. (CAG) have volatilities of 8.50% and 8.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
8.50%
8.14%
PSCC
CAG