PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PSCI vs. UBSI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSCI and UBSI is 0.67, 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. UBSI - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
503.14%
149.39%
PSCI
UBSI

Key characteristics

Sharpe Ratio

PSCI:

0.91

UBSI:

0.19

Sortino Ratio

PSCI:

1.43

UBSI:

0.52

Omega Ratio

PSCI:

1.17

UBSI:

1.06

Calmar Ratio

PSCI:

2.01

UBSI:

0.23

Martin Ratio

PSCI:

4.82

UBSI:

0.64

Ulcer Index

PSCI:

4.01%

UBSI:

8.77%

Daily Std Dev

PSCI:

21.29%

UBSI:

30.20%

Max Drawdown

PSCI:

-45.55%

UBSI:

-62.13%

Current Drawdown

PSCI:

-9.38%

UBSI:

-11.42%

Returns By Period

In the year-to-date period, PSCI achieves a 17.38% return, which is significantly higher than UBSI's 5.51% return. Over the past 10 years, PSCI has outperformed UBSI with an annualized return of 12.31%, while UBSI has yielded a comparatively lower 4.38% annualized return.


PSCI

YTD

17.38%

1M

-4.98%

6M

13.06%

1Y

17.66%

5Y*

14.24%

10Y*

12.31%

UBSI

YTD

5.51%

1M

-8.13%

6M

23.93%

1Y

4.59%

5Y*

4.21%

10Y*

4.38%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

PSCI vs. UBSI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Industrials ETF (PSCI) and United Bankshares, Inc. (UBSI). 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-2.000.002.004.006.008.0010.001.430.52
The chart of Omega ratio for PSCI, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.06
The chart of Calmar ratio for PSCI, currently valued at 2.01, compared to the broader market0.005.0010.0015.002.010.23
The chart of Martin ratio for PSCI, currently valued at 4.82, compared to the broader market0.0020.0040.0060.0080.00100.004.820.64
PSCI
UBSI

The current PSCI Sharpe Ratio is 0.91, which is higher than the UBSI Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of PSCI and UBSI, 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
UBSI

Dividends

PSCI vs. UBSI - Dividend Comparison

PSCI's dividend yield for the trailing twelve months is around 0.47%, less than UBSI's 3.89% 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%
UBSI
United Bankshares, Inc.
3.89%3.86%3.56%3.89%4.32%3.54%4.37%3.83%2.85%3.49%3.42%3.97%

Drawdowns

PSCI vs. UBSI - Drawdown Comparison

The maximum PSCI drawdown since its inception was -45.55%, smaller than the maximum UBSI drawdown of -62.13%. Use the drawdown chart below to compare losses from any high point for PSCI and UBSI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.38%
-11.42%
PSCI
UBSI

Volatility

PSCI vs. UBSI - Volatility Comparison

The current volatility for Invesco S&P SmallCap Industrials ETF (PSCI) is 6.01%, while United Bankshares, Inc. (UBSI) has a volatility of 7.65%. This indicates that PSCI experiences smaller price fluctuations and is considered to be less risky than UBSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.01%
7.65%
PSCI
UBSI
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab