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

Correlation

The correlation between PSCC and PSCM is 0.57, 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

PSCC vs. PSCM - Performance Comparison

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

250.00%300.00%350.00%400.00%450.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
446.63%
231.75%
PSCC
PSCM

Key characteristics

Sharpe Ratio

PSCC:

0.19

PSCM:

0.14

Sortino Ratio

PSCC:

0.37

PSCM:

0.36

Omega Ratio

PSCC:

1.04

PSCM:

1.04

Calmar Ratio

PSCC:

0.30

PSCM:

0.22

Martin Ratio

PSCC:

0.62

PSCM:

0.56

Ulcer Index

PSCC:

4.83%

PSCM:

5.55%

Daily Std Dev

PSCC:

16.21%

PSCM:

22.76%

Max Drawdown

PSCC:

-33.61%

PSCM:

-51.34%

Current Drawdown

PSCC:

-6.15%

PSCM:

-13.93%

Returns By Period

In the year-to-date period, PSCC achieves a 1.39% return, which is significantly higher than PSCM's 0.82% return. Over the past 10 years, PSCC has outperformed PSCM with an annualized return of 9.24%, while PSCM has yielded a comparatively lower 7.00% annualized return.


PSCC

YTD

1.39%

1M

-0.62%

6M

9.52%

1Y

2.39%

5Y*

9.27%

10Y*

9.24%

PSCM

YTD

0.82%

1M

-10.02%

6M

0.08%

1Y

1.55%

5Y*

10.59%

10Y*

7.00%

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. PSCM - Expense Ratio Comparison

Both PSCC and PSCM have an expense ratio of 0.29%.


PSCC
Invesco S&P SmallCap Consumer Staples ETF
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%
Expense ratio chart for PSCM: 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

PSCC vs. PSCM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Consumer Staples ETF (PSCC) and Invesco S&P SmallCap Materials ETF (PSCM). 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 PSCC, currently valued at 0.18, compared to the broader market0.002.004.000.190.14
The chart of Sortino ratio for PSCC, currently valued at 0.37, compared to the broader market-2.000.002.004.006.008.0010.000.370.36
The chart of Omega ratio for PSCC, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.04
The chart of Calmar ratio for PSCC, currently valued at 0.30, compared to the broader market0.005.0010.0015.000.300.22
The chart of Martin ratio for PSCC, currently valued at 0.62, compared to the broader market0.0020.0040.0060.0080.00100.000.620.56
PSCC
PSCM

The current PSCC Sharpe Ratio is 0.19, which is higher than the PSCM Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of PSCC and PSCM, 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.19
0.14
PSCC
PSCM

Dividends

PSCC vs. PSCM - Dividend Comparison

PSCC's dividend yield for the trailing twelve months is around 1.51%, more than PSCM's 0.56% yield.


TTM20232022202120202019201820172016201520142013
PSCC
Invesco S&P SmallCap Consumer Staples ETF
1.51%1.49%1.29%1.21%1.59%1.77%0.94%1.25%1.48%1.34%1.60%0.42%
PSCM
Invesco S&P SmallCap Materials ETF
0.56%0.81%0.93%0.67%1.56%1.14%1.25%0.62%0.76%1.33%0.85%0.52%

Drawdowns

PSCC vs. PSCM - Drawdown Comparison

The maximum PSCC drawdown since its inception was -33.61%, smaller than the maximum PSCM drawdown of -51.34%. Use the drawdown chart below to compare losses from any high point for PSCC and PSCM. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.15%
-13.93%
PSCC
PSCM

Volatility

PSCC vs. PSCM - Volatility Comparison

The current volatility for Invesco S&P SmallCap Consumer Staples ETF (PSCC) is 5.24%, while Invesco S&P SmallCap Materials ETF (PSCM) has a volatility of 5.72%. This indicates that PSCC experiences smaller price fluctuations and is considered to be less risky than PSCM 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
5.24%
5.72%
PSCC
PSCM
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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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