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

Correlation

The correlation between PSCI and PSCC is 0.68, 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.


-0.50.00.51.00.7

Performance

PSCI vs. PSCC - Performance Comparison

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

400.00%450.00%500.00%550.00%JulyAugustSeptemberOctoberNovemberDecember
503.14%
446.63%
PSCI
PSCC

Key characteristics

Sharpe Ratio

PSCI:

0.91

PSCC:

0.19

Sortino Ratio

PSCI:

1.43

PSCC:

0.37

Omega Ratio

PSCI:

1.17

PSCC:

1.04

Calmar Ratio

PSCI:

2.01

PSCC:

0.30

Martin Ratio

PSCI:

4.82

PSCC:

0.62

Ulcer Index

PSCI:

4.01%

PSCC:

4.83%

Daily Std Dev

PSCI:

21.29%

PSCC:

16.21%

Max Drawdown

PSCI:

-45.55%

PSCC:

-33.61%

Current Drawdown

PSCI:

-9.38%

PSCC:

-6.15%

Returns By Period

In the year-to-date period, PSCI achieves a 17.38% return, which is significantly higher than PSCC's 1.39% return. Over the past 10 years, PSCI has outperformed PSCC with an annualized return of 12.31%, while PSCC has yielded a comparatively lower 9.24% annualized return.


PSCI

YTD

17.38%

1M

-4.98%

6M

13.06%

1Y

17.66%

5Y*

14.24%

10Y*

12.31%

PSCC

YTD

1.39%

1M

-0.62%

6M

9.52%

1Y

2.39%

5Y*

9.27%

10Y*

9.24%

Compare stocks, funds, or ETFs

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


PSCI vs. PSCC - Expense Ratio Comparison

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


PSCI
Invesco S&P SmallCap Industrials ETF
Expense ratio chart for PSCI: 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 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

PSCI vs. PSCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Industrials ETF (PSCI) 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 PSCI, currently valued at 0.91, compared to the broader market0.002.004.000.910.19
The chart of Sortino ratio for PSCI, currently valued at 1.43, compared to the broader market-2.000.002.004.006.008.0010.001.430.37
The chart of Omega ratio for PSCI, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.04
The chart of Calmar ratio for PSCI, currently valued at 2.01, compared to the broader market0.005.0010.0015.002.010.30
The chart of Martin ratio for PSCI, currently valued at 4.82, compared to the broader market0.0020.0040.0060.0080.00100.004.820.62
PSCI
PSCC

The current PSCI Sharpe Ratio is 0.91, which is higher than the PSCC Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of PSCI 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.91
0.19
PSCI
PSCC

Dividends

PSCI vs. PSCC - Dividend Comparison

PSCI's dividend yield for the trailing twelve months is around 0.47%, less than PSCC's 1.51% yield.


TTM20232022202120202019201820172016201520142013
PSCI
Invesco S&P SmallCap Industrials ETF
0.47%0.72%0.87%0.69%0.59%0.64%0.67%0.71%0.74%1.02%0.81%0.47%
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%

Drawdowns

PSCI vs. PSCC - Drawdown Comparison

The maximum PSCI drawdown since its inception was -45.55%, which is greater than PSCC's maximum drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for PSCI and PSCC. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.38%
-6.15%
PSCI
PSCC

Volatility

PSCI vs. PSCC - Volatility Comparison

Invesco S&P SmallCap Industrials ETF (PSCI) has a higher volatility of 6.01% compared to Invesco S&P SmallCap Consumer Staples ETF (PSCC) at 5.24%. This indicates that PSCI'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
6.01%
5.24%
PSCI
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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