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PTY vs. ETV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PTY and ETV is 0.32, 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

PTY vs. ETV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Corporate & Income Opportunity Fund (PTY) and Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PTY:

0.55

ETV:

0.53

Sortino Ratio

PTY:

0.62

ETV:

0.88

Omega Ratio

PTY:

1.20

ETV:

1.13

Calmar Ratio

PTY:

0.43

ETV:

0.52

Martin Ratio

PTY:

2.33

ETV:

2.13

Ulcer Index

PTY:

2.82%

ETV:

4.96%

Daily Std Dev

PTY:

13.38%

ETV:

19.75%

Max Drawdown

PTY:

-61.19%

ETV:

-52.11%

Current Drawdown

PTY:

-7.06%

ETV:

-8.21%

Returns By Period

In the year-to-date period, PTY achieves a -0.72% return, which is significantly higher than ETV's -5.90% return. Over the past 10 years, PTY has outperformed ETV with an annualized return of 9.43%, while ETV has yielded a comparatively lower 7.77% annualized return.


PTY

YTD

-0.72%

1M

3.88%

6M

-1.63%

1Y

7.33%

5Y*

9.20%

10Y*

9.43%

ETV

YTD

-5.90%

1M

3.46%

6M

-2.54%

1Y

10.38%

5Y*

8.38%

10Y*

7.77%

*Annualized

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Risk-Adjusted Performance

PTY vs. ETV — Risk-Adjusted Performance Rank

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

PTY
The Risk-Adjusted Performance Rank of PTY is 6262
Overall Rank
The Sharpe Ratio Rank of PTY is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of PTY is 4646
Sortino Ratio Rank
The Omega Ratio Rank of PTY is 8282
Omega Ratio Rank
The Calmar Ratio Rank of PTY is 5959
Calmar Ratio Rank
The Martin Ratio Rank of PTY is 6666
Martin Ratio Rank

ETV
The Risk-Adjusted Performance Rank of ETV is 7070
Overall Rank
The Sharpe Ratio Rank of ETV is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of ETV is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ETV is 6565
Omega Ratio Rank
The Calmar Ratio Rank of ETV is 7373
Calmar Ratio Rank
The Martin Ratio Rank of ETV is 7474
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.

PTY vs. ETV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Corporate & Income Opportunity Fund (PTY) and Eaton Vance Tax-Managed Buy-Write Opportunities Fund (ETV). 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 PTY Sharpe Ratio is 0.55, which is comparable to the ETV Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of PTY and ETV, 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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Dividends

PTY vs. ETV - Dividend Comparison

PTY's dividend yield for the trailing twelve months is around 10.34%, more than ETV's 9.05% yield.


TTM20242023202220212020201920182017201620152014
PTY
PIMCO Corporate & Income Opportunity Fund
10.34%9.92%10.77%13.12%9.16%8.74%8.89%10.63%9.48%11.81%12.67%13.90%
ETV
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
9.05%8.18%9.24%10.57%7.94%8.66%8.89%9.86%8.65%8.96%8.69%9.46%

Drawdowns

PTY vs. ETV - Drawdown Comparison

The maximum PTY drawdown since its inception was -61.19%, which is greater than ETV's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for PTY and ETV. For additional features, visit the drawdowns tool.


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Volatility

PTY vs. ETV - Volatility Comparison


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