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PWP vs. VYM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PWP vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Perella Weinberg Partners (PWP) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PWP achieves a 2.78% return, which is significantly lower than VYM's 14.21% 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%

VYM

1D
0.00%
1M
1.56%
6M
9.31%
YTD
14.21%
1Y
24.90%
3Y*
16.96%
5Y*
12.20%
10Y*
11.71%
ALL TIME*
9.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$22.37M$18.65M$22.57M
$195.34M$198.02M$200.78M

PWP vs. VYM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PWP
Perella Weinberg Partners
2.78%-26.45%98.18%28.39%-21.21%15.04%126.00%
VYM
Vanguard High Dividend Yield ETF
14.21%15.42%17.60%6.57%-0.43%26.20%4.70%

Correlation

The correlation between PWP and VYM is 0.48, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.48

Correlation (3Y)
Balances recent behavior with more history.

0.48

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.47

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2020

0.44

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Return for Risk

PWP vs. VYM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PWP
PWP Risk / Return Rank: 3535
Overall Rank
PWP Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
PWP Sortino Ratio Rank: 3434
Sortino Ratio Rank
PWP Omega Ratio Rank: 3434
Omega Ratio Rank
PWP Calmar Ratio Rank: 3535
Calmar Ratio Rank
PWP Martin Ratio Rank: 3535
Martin Ratio Rank

VYM
VYM Risk / Return Rank: 9090
Overall Rank
VYM Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 9292
Sortino Ratio Rank
VYM Omega Ratio Rank: 9191
Omega Ratio Rank
VYM Calmar Ratio Rank: 8888
Calmar Ratio Rank
VYM Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PWP vs. VYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Perella Weinberg Partners (PWP) and Vanguard High Dividend Yield ETF (VYM). 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.


PWPVYMDifference
Sharpe ratioReturn per unit of total volatility

-2.54

Sortino ratioReturn per unit of downside risk

-3.31

Omega ratioGain probability vs. loss probability

1.00

1.43

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.26

3.56

-3.83

Martin ratioReturn relative to average drawdown

-0.47

13.40

-13.87

PWP vs. VYM - Sharpe Ratio Comparison

The current PWP Sharpe Ratio is -0.21, which is lower than the VYM Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of PWP and VYM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PWP vs. VYM - Drawdown Comparison

The maximum PWP drawdown since its inception was -60.44%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for PWP and VYM.


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Drawdown Indicators


PWPVYMDifference

Max Drawdown

Largest peak-to-trough decline

-60.44%

-56.98%

-3.46%

Max Drawdown (1Y)

Largest decline over 1 year

-39.12%

-6.69%

-32.43%

Max Drawdown (3Y)

Largest decline over 3 years

-43.13%

-14.46%

-28.67%

Max Drawdown (5Y)

Largest decline over 5 years

-60.44%

-15.84%

-44.60%

Max Drawdown (10Y)

Largest decline over 10 years

-35.21%

Current Drawdown

Current decline from peak

-31.77%

-1.15%

-30.62%

Average Drawdown

Average peak-to-trough decline

-21.37%

-7.14%

-14.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.77%

1.78%

+19.99%

Volatility

PWP vs. VYM - Volatility Comparison

Perella Weinberg Partners (PWP) has a higher volatility of 25.10% compared to Vanguard High Dividend Yield ETF (VYM) at 2.46%. This indicates that PWP's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PWPVYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.10%

2.46%

+22.64%

Volatility (6M)

Calculated over the trailing 6-month period

40.35%

7.42%

+32.93%

Volatility (1Y)

Calculated over the trailing 1-year period

49.67%

10.29%

+39.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.45%

13.87%

+29.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.83%

16.29%

+42.54%

Dividends

PWP vs. VYM - Dividend Comparison

PWP's dividend yield for the trailing twelve months is around 1.59%, less than VYM's 2.24% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VYM
Vanguard High Dividend Yield ETF
2.24%2.44%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%

Frequently Asked Questions


PWP and VYM have a correlation of 0.48, 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 VYM (2.46%). In terms of maximum drawdown, PWP dropped -60.44% vs VYM's -56.98%.

VYM currently has the higher Sharpe Ratio (2.34 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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