PWP vs. PWV
PWP (Perella Weinberg Partners) is a stock, while PWV (Invesco Large Cap Value ETF) is Large Cap Value Equities fund tracking the Dynamic Large Cap Value Intellidex Index (AMEX). Over the past 5 years, PWP returned 10.08%/yr vs 15.05%/yr for PWV. Their 0.42 correlation means their historical movements had little consistent relationship.
Performance
PWP vs. PWV - Performance Comparison
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Returns By Period
In the year-to-date period, PWP achieves a 2.78% return, which is significantly lower than PWV's 21.58% return.
PWP
- 1D
- 18.38%
- 1M
- 7.16%
- 6M
- -20.30%
- YTD
- 2.78%
- 1Y
- -14.63%
- 3Y*
- 21.88%
- 5Y*
- 10.08%
- 10Y*
- —
- ALL TIME*
- 27.24%
PWV
- 1D
- 0.13%
- 1M
- 3.22%
- 6M
- 18.00%
- YTD
- 21.58%
- 1Y
- 33.25%
- 3Y*
- 20.57%
- 5Y*
- 15.05%
- 10Y*
- 12.37%
- ALL TIME*
- 10.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $22.37M | $18.65M | $22.57M | |
| $10.04M | $7.39M | $4.81M |
PWP vs. PWV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PWP Perella Weinberg Partners | 2.78% | -26.45% | 98.18% | 28.39% | -21.21% | 15.04% | 126.00% |
PWV Invesco Large Cap Value ETF | 21.58% | 19.65% | 14.48% | 10.36% | -1.16% | 29.06% | 5.18% |
Correlation
The correlation between PWP and PWV is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.47 |
Correlation (3Y) Balances recent behavior with more history. | 0.47 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.46 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2020 | 0.42 |
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Return for Risk
PWP vs. PWV — Risk / Return Rank
PWP
PWV
PWP vs. PWV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Perella Weinberg Partners (PWP) and Invesco Large Cap Value ETF (PWV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PWP | PWV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.53 | ||
| Sortino ratioReturn per unit of downside risk | -4.78 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.60 | -0.59 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 7.91 | -8.18 |
| Martin ratioReturn relative to average drawdown | -0.47 | 28.36 | -28.83 |
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Drawdowns
PWP vs. PWV - Drawdown Comparison
The maximum PWP drawdown since its inception was -60.44%, which is greater than PWV's maximum drawdown of -49.04%. Use the drawdown chart below to compare losses from any high point for PWP and PWV.
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Drawdown Indicators
| PWP | PWV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.44% | -49.04% | -11.40% |
Max Drawdown (1Y)Largest decline over 1 year | -39.12% | -4.05% | -35.07% |
Max Drawdown (3Y)Largest decline over 3 years | -43.13% | -14.31% | -28.82% |
Max Drawdown (5Y)Largest decline over 5 years | -60.44% | -16.36% | -44.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.67% | — |
Current DrawdownCurrent decline from peak | -31.77% | -0.90% | -30.87% |
Average DrawdownAverage peak-to-trough decline | -21.37% | -9.43% | -11.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.77% | 1.13% | +20.64% |
Volatility
PWP vs. PWV - Volatility Comparison
Perella Weinberg Partners (PWP) has a higher volatility of 25.10% compared to Invesco Large Cap Value ETF (PWV) at 2.91%. This indicates that PWP's price experiences larger fluctuations and is considered to be riskier than PWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PWP | PWV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.10% | 2.91% | +22.19% |
Volatility (6M)Calculated over the trailing 6-month period | 40.35% | 7.24% | +33.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.67% | 9.69% | +39.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.45% | 14.28% | +29.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.83% | 17.14% | +41.69% |
Dividends
PWP vs. PWV - Dividend Comparison
PWP's dividend yield for the trailing twelve months is around 1.59%, less than PWV's 1.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PWP Perella Weinberg Partners | 1.59% | 1.62% | 1.17% | 2.29% | 2.86% | 1.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PWV Invesco Large Cap Value ETF | 1.65% | 2.12% | 2.08% | 2.16% | 2.29% | 1.89% | 2.66% | 2.24% | 2.34% | 1.55% | 2.35% | 2.42% |
Frequently Asked Questions
PWP and PWV have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PWP has higher volatility (25.10%) compared to PWV (2.91%). In terms of maximum drawdown, PWP dropped -60.44% vs PWV's -49.04%.
PWV currently has the higher Sharpe Ratio (3.32 vs -0.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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