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

Correlation

The correlation between PSCM and PSCC 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

PSCM vs. PSCC - Performance Comparison

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

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
0.41%
10.64%
PSCM
PSCC

Key characteristics

Sharpe Ratio

PSCM:

0.08

PSCC:

0.10

Sortino Ratio

PSCM:

0.28

PSCC:

0.25

Omega Ratio

PSCM:

1.03

PSCC:

1.03

Calmar Ratio

PSCM:

0.14

PSCC:

0.16

Martin Ratio

PSCM:

0.34

PSCC:

0.34

Ulcer Index

PSCM:

5.48%

PSCC:

4.82%

Daily Std Dev

PSCM:

22.81%

PSCC:

16.35%

Max Drawdown

PSCM:

-51.34%

PSCC:

-33.61%

Current Drawdown

PSCM:

-13.65%

PSCC:

-5.19%

Returns By Period

In the year-to-date period, PSCM achieves a 1.15% return, which is significantly lower than PSCC's 2.43% return. Over the past 10 years, PSCM has underperformed PSCC with an annualized return of 7.21%, while PSCC has yielded a comparatively higher 9.40% annualized return.


PSCM

YTD

1.15%

1M

-9.43%

6M

-0.42%

1Y

3.46%

5Y*

10.67%

10Y*

7.21%

PSCC

YTD

2.43%

1M

1.02%

6M

11.17%

1Y

4.05%

5Y*

9.50%

10Y*

9.40%

Compare stocks, funds, or ETFs

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


PSCM vs. PSCC - Expense Ratio Comparison

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


PSCM
Invesco S&P SmallCap Materials ETF
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%
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

PSCM vs. PSCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Materials ETF (PSCM) 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 PSCM, currently valued at 0.08, compared to the broader market0.002.004.000.080.10
The chart of Sortino ratio for PSCM, currently valued at 0.28, compared to the broader market-2.000.002.004.006.008.0010.000.280.25
The chart of Omega ratio for PSCM, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.03
The chart of Calmar ratio for PSCM, currently valued at 0.14, compared to the broader market0.005.0010.0015.000.140.16
The chart of Martin ratio for PSCM, currently valued at 0.34, compared to the broader market0.0020.0040.0060.0080.00100.000.340.34
PSCM
PSCC

The current PSCM Sharpe Ratio is 0.08, which is comparable to the PSCC Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of PSCM 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.08
0.10
PSCM
PSCC

Dividends

PSCM vs. PSCC - Dividend Comparison

PSCM's dividend yield for the trailing twelve months is around 0.56%, less than PSCC's 1.49% yield.


TTM20232022202120202019201820172016201520142013
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%
PSCC
Invesco S&P SmallCap Consumer Staples ETF
1.49%1.49%1.29%1.21%1.59%1.77%0.94%1.25%1.48%1.34%1.60%0.42%

Drawdowns

PSCM vs. PSCC - Drawdown Comparison

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.65%
-5.19%
PSCM
PSCC

Volatility

PSCM vs. PSCC - Volatility Comparison

Invesco S&P SmallCap Materials ETF (PSCM) has a higher volatility of 5.78% compared to Invesco S&P SmallCap Consumer Staples ETF (PSCC) at 5.17%. This indicates that PSCM'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
5.78%
5.17%
PSCM
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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