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PY vs. USMC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PY vs. USMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Value ETF (PY) and Principal U.S. Mega-Cap ETF (USMC). The values are adjusted to include any dividend payments, if applicable.

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PY vs. USMC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PY
Principal Value ETF
-1.34%7.74%16.79%9.11%-5.10%34.83%2.71%26.87%-13.34%7.81%
USMC
Principal U.S. Mega-Cap ETF
-6.05%14.99%29.82%31.57%-17.17%26.30%16.05%27.37%-2.30%5.48%

Returns By Period

In the year-to-date period, PY achieves a -1.34% return, which is significantly higher than USMC's -6.05% return.


PY

1D
1.59%
1M
-4.13%
YTD
-1.34%
6M
-0.79%
1Y
7.25%
3Y*
11.03%
5Y*
7.67%
10Y*
10.38%

USMC

1D
2.86%
1M
-4.04%
YTD
-6.05%
6M
-5.28%
1Y
14.22%
3Y*
18.68%
5Y*
13.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PY vs. USMC - Expense Ratio Comparison

PY has a 0.15% expense ratio, which is higher than USMC's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

PY vs. USMC — Risk / Return Rank

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

PY
PY Risk / Return Rank: 2828
Overall Rank
PY Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
PY Sortino Ratio Rank: 2525
Sortino Ratio Rank
PY Omega Ratio Rank: 2828
Omega Ratio Rank
PY Calmar Ratio Rank: 2828
Calmar Ratio Rank
PY Martin Ratio Rank: 3232
Martin Ratio Rank

USMC
USMC Risk / Return Rank: 5050
Overall Rank
USMC Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
USMC Sortino Ratio Rank: 4949
Sortino Ratio Rank
USMC Omega Ratio Rank: 4949
Omega Ratio Rank
USMC Calmar Ratio Rank: 5555
Calmar Ratio Rank
USMC Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PY vs. USMC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Value ETF (PY) and Principal U.S. Mega-Cap ETF (USMC). 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.


PYUSMCDifference

Sharpe ratio

Return per unit of total volatility

0.42

0.80

-0.38

Sortino ratio

Return per unit of downside risk

0.71

1.26

-0.55

Omega ratio

Gain probability vs. loss probability

1.11

1.18

-0.07

Calmar ratio

Return relative to maximum drawdown

0.64

1.31

-0.67

Martin ratio

Return relative to average drawdown

2.77

4.89

-2.13

PY vs. USMC - Sharpe Ratio Comparison

The current PY Sharpe Ratio is 0.42, which is lower than the USMC Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of PY and USMC, 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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Sharpe Ratios by Period


PYUSMCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

0.80

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.81

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.74

-0.23

Correlation

The correlation between PY and USMC is 0.58, 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.


Dividends

PY vs. USMC - Dividend Comparison

PY's dividend yield for the trailing twelve months is around 2.17%, more than USMC's 0.84% yield.


TTM2025202420232022202120202019201820172016
PY
Principal Value ETF
2.17%2.14%2.22%2.68%3.02%2.83%2.95%2.25%2.34%1.68%1.85%
USMC
Principal U.S. Mega-Cap ETF
0.84%0.79%1.04%1.35%1.78%1.53%1.55%2.01%2.28%0.24%0.00%

Drawdowns

PY vs. USMC - Drawdown Comparison

The maximum PY drawdown since its inception was -45.44%, which is greater than USMC's maximum drawdown of -29.97%. Use the drawdown chart below to compare losses from any high point for PY and USMC.


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Drawdown Indicators


PYUSMCDifference

Max Drawdown

Largest peak-to-trough decline

-45.44%

-29.97%

-15.47%

Max Drawdown (1Y)

Largest decline over 1 year

-13.27%

-11.16%

-2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-17.84%

-24.09%

+6.25%

Max Drawdown (10Y)

Largest decline over 10 years

-45.44%

Current Drawdown

Current decline from peak

-4.54%

-7.74%

+3.20%

Average Drawdown

Average peak-to-trough decline

-5.12%

-4.47%

-0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

2.99%

+0.09%

Volatility

PY vs. USMC - Volatility Comparison

The current volatility for Principal Value ETF (PY) is 3.54%, while Principal U.S. Mega-Cap ETF (USMC) has a volatility of 5.00%. This indicates that PY experiences smaller price fluctuations and is considered to be less risky than USMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PYUSMCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

5.00%

-1.46%

Volatility (6M)

Calculated over the trailing 6-month period

7.99%

9.23%

-1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

17.19%

17.82%

-0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.89%

16.36%

-0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.10%

18.36%

+1.74%