PSCI vs. COLD
Compare and contrast key facts about Invesco S&P SmallCap Industrials ETF (PSCI) and Americold Realty Trust (COLD).
PSCI is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Industrials Index. It was launched on Apr 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSCI or COLD.
Key characteristics
| PSCI | COLD | |
|---|---|---|
| YTD Return | 26.54% | -22.87% |
| 1Y Return | 50.37% | -6.34% |
| 3Y Return (Ann) | 13.14% | -5.14% |
| 5Y Return (Ann) | 16.28% | -5.81% |
| Sharpe Ratio | 2.27 | -0.28 |
| Sortino Ratio | 3.21 | -0.22 |
| Omega Ratio | 1.39 | 0.97 |
| Calmar Ratio | 5.11 | -0.18 |
| Martin Ratio | 13.00 | -0.57 |
| Ulcer Index | 3.78% | 12.76% |
| Daily Std Dev | 21.64% | 25.95% |
| Max Drawdown | -45.55% | -43.13% |
| Current Drawdown | 0.00% | -37.66% |
Correlation
The correlation between PSCI and COLD is 0.35, 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.
Performance
PSCI vs. COLD - Performance Comparison
In the year-to-date period, PSCI achieves a 26.54% return, which is significantly higher than COLD's -22.87% 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
PSCI vs. COLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Industrials ETF (PSCI) and Americold Realty Trust (COLD). 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
PSCI vs. COLD - Dividend Comparison
PSCI's dividend yield for the trailing twelve months is around 0.64%, less than COLD's 3.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSCI Invesco S&P SmallCap Industrials ETF | 0.64% | 0.72% | 0.87% | 0.69% | 0.59% | 0.64% | 0.67% | 0.71% | 0.74% | 1.02% | 0.81% | 0.47% |
COLD Americold Realty Trust | 3.87% | 2.91% | 3.11% | 2.68% | 2.25% | 2.28% | 2.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PSCI vs. COLD - Drawdown Comparison
The maximum PSCI drawdown since its inception was -45.55%, which is greater than COLD's maximum drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for PSCI and COLD. For additional features, visit the drawdowns tool.
Volatility
PSCI vs. COLD - Volatility Comparison
The current volatility for Invesco S&P SmallCap Industrials ETF (PSCI) is 7.99%, while Americold Realty Trust (COLD) has a volatility of 10.09%. This indicates that PSCI experiences smaller price fluctuations and is considered to be less risky than COLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.