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PTIN vs. LVMUY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PTIN and LVMUY is 0.61, 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.


Performance

PTIN vs. LVMUY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Trendpilot International ETF (PTIN) and LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PTIN:

-0.03

LVMUY:

-0.84

Sortino Ratio

PTIN:

0.03

LVMUY:

-1.27

Omega Ratio

PTIN:

1.00

LVMUY:

0.86

Calmar Ratio

PTIN:

-0.08

LVMUY:

-0.69

Martin Ratio

PTIN:

-0.19

LVMUY:

-1.60

Ulcer Index

PTIN:

5.68%

LVMUY:

19.38%

Daily Std Dev

PTIN:

16.79%

LVMUY:

35.53%

Max Drawdown

PTIN:

-21.27%

LVMUY:

-80.90%

Current Drawdown

PTIN:

-8.12%

LVMUY:

-43.15%

Returns By Period

In the year-to-date period, PTIN achieves a 1.58% return, which is significantly higher than LVMUY's -15.49% return.


PTIN

YTD

1.58%

1M

2.80%

6M

-1.85%

1Y

-1.15%

3Y*

6.76%

5Y*

5.49%

10Y*

N/A

LVMUY

YTD

-15.49%

1M

-1.50%

6M

-11.15%

1Y

-30.63%

3Y*

-3.71%

5Y*

7.17%

10Y*

13.57%

*Annualized

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Risk-Adjusted Performance

PTIN vs. LVMUY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PTIN
The Risk-Adjusted Performance Rank of PTIN is 1313
Overall Rank
The Sharpe Ratio Rank of PTIN is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of PTIN is 1212
Sortino Ratio Rank
The Omega Ratio Rank of PTIN is 1212
Omega Ratio Rank
The Calmar Ratio Rank of PTIN is 1212
Calmar Ratio Rank
The Martin Ratio Rank of PTIN is 1313
Martin Ratio Rank

LVMUY
The Risk-Adjusted Performance Rank of LVMUY is 88
Overall Rank
The Sharpe Ratio Rank of LVMUY is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of LVMUY is 88
Sortino Ratio Rank
The Omega Ratio Rank of LVMUY is 1010
Omega Ratio Rank
The Calmar Ratio Rank of LVMUY is 99
Calmar Ratio Rank
The Martin Ratio Rank of LVMUY is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PTIN vs. LVMUY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot International ETF (PTIN) and LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY). 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.


The current PTIN Sharpe Ratio is -0.03, which is higher than the LVMUY Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of PTIN and LVMUY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PTIN vs. LVMUY - Dividend Comparison

PTIN's dividend yield for the trailing twelve months is around 2.63%, more than LVMUY's 2.57% yield.


TTM20242023202220212020201920182017201620152014
PTIN
Pacer Trendpilot International ETF
2.63%2.67%2.09%0.41%2.38%0.77%0.97%0.00%0.00%0.00%0.00%0.00%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
2.57%2.14%1.65%1.78%0.99%1.64%1.49%2.21%1.60%2.10%12.91%2.40%

Drawdowns

PTIN vs. LVMUY - Drawdown Comparison

The maximum PTIN drawdown since its inception was -21.27%, smaller than the maximum LVMUY drawdown of -80.90%. Use the drawdown chart below to compare losses from any high point for PTIN and LVMUY.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PTIN vs. LVMUY - Volatility Comparison

The current volatility for Pacer Trendpilot International ETF (PTIN) is 2.82%, while LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) has a volatility of 8.36%. This indicates that PTIN experiences smaller price fluctuations and is considered to be less risky than LVMUY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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