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

Correlation

The correlation between PUI and VPU is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

PUI vs. VPU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DWA Utilities Momentum ETF (PUI) and Vanguard Utilities ETF (VPU). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.82%
9.61%
PUI
VPU

Key characteristics

Sharpe Ratio

PUI:

1.90

VPU:

1.52

Sortino Ratio

PUI:

2.62

VPU:

2.09

Omega Ratio

PUI:

1.33

VPU:

1.26

Calmar Ratio

PUI:

1.46

VPU:

1.19

Martin Ratio

PUI:

9.47

VPU:

6.91

Ulcer Index

PUI:

2.84%

VPU:

3.36%

Daily Std Dev

PUI:

14.10%

VPU:

15.29%

Max Drawdown

PUI:

-43.20%

VPU:

-46.31%

Current Drawdown

PUI:

-8.55%

VPU:

-9.45%

Returns By Period

In the year-to-date period, PUI achieves a 24.46% return, which is significantly higher than VPU's 21.18% return. Both investments have delivered pretty close results over the past 10 years, with PUI having a 7.78% annualized return and VPU not far ahead at 8.13%.


PUI

YTD

24.46%

1M

-5.86%

6M

12.82%

1Y

26.00%

5Y*

4.81%

10Y*

7.78%

VPU

YTD

21.18%

1M

-6.58%

6M

9.05%

1Y

23.23%

5Y*

5.71%

10Y*

8.13%

Compare stocks, funds, or ETFs

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


PUI vs. VPU - Expense Ratio Comparison

PUI has a 0.60% expense ratio, which is higher than VPU's 0.10% expense ratio.


PUI
Invesco DWA Utilities Momentum ETF
Expense ratio chart for PUI: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for VPU: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

PUI vs. VPU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Utilities Momentum ETF (PUI) and Vanguard Utilities ETF (VPU). 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 PUI, currently valued at 1.90, compared to the broader market0.002.004.001.901.52
The chart of Sortino ratio for PUI, currently valued at 2.62, compared to the broader market-2.000.002.004.006.008.0010.002.622.09
The chart of Omega ratio for PUI, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.26
The chart of Calmar ratio for PUI, currently valued at 1.46, compared to the broader market0.005.0010.0015.001.461.19
The chart of Martin ratio for PUI, currently valued at 9.47, compared to the broader market0.0020.0040.0060.0080.00100.009.476.91
PUI
VPU

The current PUI Sharpe Ratio is 1.90, which is comparable to the VPU Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of PUI and VPU, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.90
1.52
PUI
VPU

Dividends

PUI vs. VPU - Dividend Comparison

PUI's dividend yield for the trailing twelve months is around 1.53%, less than VPU's 2.25% yield.


TTM20232022202120202019201820172016201520142013
PUI
Invesco DWA Utilities Momentum ETF
1.53%2.36%2.16%2.04%2.42%2.02%1.88%2.98%3.35%2.82%2.13%2.53%
VPU
Vanguard Utilities ETF
2.25%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%3.02%3.76%

Drawdowns

PUI vs. VPU - Drawdown Comparison

The maximum PUI drawdown since its inception was -43.20%, smaller than the maximum VPU drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for PUI and VPU. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.55%
-9.45%
PUI
VPU

Volatility

PUI vs. VPU - Volatility Comparison

Invesco DWA Utilities Momentum ETF (PUI) and Vanguard Utilities ETF (VPU) have volatilities of 5.01% and 4.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
5.01%
4.91%
PUI
VPU
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