PortfoliosLab logo
PSCC vs. IYK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSCC and IYK is 0.60, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

PSCC vs. IYK - Performance Comparison

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

350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
394.41%
397.69%
PSCC
IYK

Key characteristics

Sharpe Ratio

PSCC:

-0.06

IYK:

0.64

Sortino Ratio

PSCC:

0.04

IYK:

0.95

Omega Ratio

PSCC:

1.00

IYK:

1.12

Calmar Ratio

PSCC:

-0.05

IYK:

0.78

Martin Ratio

PSCC:

-0.15

IYK:

2.24

Ulcer Index

PSCC:

7.11%

IYK:

3.81%

Daily Std Dev

PSCC:

17.99%

IYK:

13.40%

Max Drawdown

PSCC:

-33.61%

IYK:

-42.64%

Current Drawdown

PSCC:

-15.12%

IYK:

-2.93%

Returns By Period

In the year-to-date period, PSCC achieves a -9.19% return, which is significantly lower than IYK's 7.62% return. Over the past 10 years, PSCC has underperformed IYK with an annualized return of 8.46%, while IYK has yielded a comparatively higher 9.52% annualized return.


PSCC

YTD

-9.19%

1M

-0.09%

6M

-6.66%

1Y

-2.22%

5Y*

11.27%

10Y*

8.46%

IYK

YTD

7.62%

1M

1.99%

6M

2.38%

1Y

7.28%

5Y*

14.88%

10Y*

9.52%

*Annualized

Compare stocks, funds, or ETFs

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


PSCC vs. IYK - Expense Ratio Comparison

PSCC has a 0.29% expense ratio, which is lower than IYK's 0.42% expense ratio.


Expense ratio chart for IYK: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IYK: 0.42%
Expense ratio chart for PSCC: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PSCC: 0.29%

Risk-Adjusted Performance

PSCC vs. IYK — 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 1919
Overall Rank
The Sharpe Ratio Rank of PSCC is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of PSCC is 1919
Sortino Ratio Rank
The Omega Ratio Rank of PSCC is 1818
Omega Ratio Rank
The Calmar Ratio Rank of PSCC is 1818
Calmar Ratio Rank
The Martin Ratio Rank of PSCC is 1919
Martin Ratio Rank

IYK
The Risk-Adjusted Performance Rank of IYK is 6767
Overall Rank
The Sharpe Ratio Rank of IYK is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of IYK is 6666
Sortino Ratio Rank
The Omega Ratio Rank of IYK is 6161
Omega Ratio Rank
The Calmar Ratio Rank of IYK is 7878
Calmar Ratio Rank
The Martin Ratio Rank of IYK is 6565
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. IYK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Consumer Staples ETF (PSCC) and iShares U.S. Consumer Goods ETF (IYK). 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 -0.06, compared to the broader market-1.000.001.002.003.004.00
PSCC: -0.06
IYK: 0.64
The chart of Sortino ratio for PSCC, currently valued at 0.04, compared to the broader market-2.000.002.004.006.008.00
PSCC: 0.04
IYK: 0.95
The chart of Omega ratio for PSCC, currently valued at 1.00, compared to the broader market0.501.001.502.002.50
PSCC: 1.00
IYK: 1.12
The chart of Calmar ratio for PSCC, currently valued at -0.05, compared to the broader market0.002.004.006.008.0010.0012.00
PSCC: -0.05
IYK: 0.78
The chart of Martin ratio for PSCC, currently valued at -0.15, compared to the broader market0.0020.0040.0060.00
PSCC: -0.15
IYK: 2.24

The current PSCC Sharpe Ratio is -0.06, which is lower than the IYK Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of PSCC and IYK, 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-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.06
0.64
PSCC
IYK

Dividends

PSCC vs. IYK - Dividend Comparison

PSCC's dividend yield for the trailing twelve months is around 2.20%, less than IYK's 2.45% yield.


TTM20242023202220212020201920182017201620152014
PSCC
Invesco S&P SmallCap Consumer Staples ETF
2.20%1.88%1.49%1.29%1.21%1.59%1.77%0.94%1.25%1.48%1.34%1.60%
IYK
iShares U.S. Consumer Goods ETF
2.45%2.63%2.74%2.16%1.49%1.42%2.21%2.81%1.74%2.63%2.11%1.82%

Drawdowns

PSCC vs. IYK - Drawdown Comparison

The maximum PSCC drawdown since its inception was -33.61%, smaller than the maximum IYK drawdown of -42.64%. Use the drawdown chart below to compare losses from any high point for PSCC and IYK. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.12%
-2.93%
PSCC
IYK

Volatility

PSCC vs. IYK - Volatility Comparison

Invesco S&P SmallCap Consumer Staples ETF (PSCC) has a higher volatility of 8.50% compared to iShares U.S. Consumer Goods ETF (IYK) at 7.65%. This indicates that PSCC's price experiences larger fluctuations and is considered to be riskier than IYK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
8.50%
7.65%
PSCC
IYK