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RGI vs. COWZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RGI and COWZ is 0.84, 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.


-0.50.00.51.00.8

Performance

RGI vs. COWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® Equal Weight Industrials ETF (RGI) and Pacer US Cash Cows 100 ETF (COWZ). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
18.87%
11.20%
RGI
COWZ

Key characteristics

Sharpe Ratio

RGI:

2.42

COWZ:

1.74

Sortino Ratio

RGI:

3.43

COWZ:

2.52

Omega Ratio

RGI:

1.42

COWZ:

1.30

Calmar Ratio

RGI:

0.69

COWZ:

3.11

Martin Ratio

RGI:

14.08

COWZ:

7.37

Ulcer Index

RGI:

2.39%

COWZ:

3.20%

Daily Std Dev

RGI:

13.93%

COWZ:

13.57%

Max Drawdown

RGI:

-82.66%

COWZ:

-38.63%

Current Drawdown

RGI:

-31.59%

COWZ:

-1.48%

Returns By Period

In the year-to-date period, RGI achieves a 26.33% return, which is significantly higher than COWZ's 17.91% return.


RGI

YTD

26.33%

1M

-0.86%

6M

19.23%

1Y

33.06%

5Y (annualized)

16.57%

10Y (annualized)

12.64%

COWZ

YTD

17.91%

1M

1.17%

6M

11.63%

1Y

22.37%

5Y (annualized)

17.02%

10Y (annualized)

N/A

Compare stocks, funds, or ETFs

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


RGI vs. COWZ - Expense Ratio Comparison

RGI has a 0.40% expense ratio, which is lower than COWZ's 0.49% expense ratio.


COWZ
Pacer US Cash Cows 100 ETF
Expense ratio chart for COWZ: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for RGI: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

RGI vs. COWZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Equal Weight Industrials ETF (RGI) and Pacer US Cash Cows 100 ETF (COWZ). 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 RGI, currently valued at 2.42, compared to the broader market0.002.004.002.421.74
The chart of Sortino ratio for RGI, currently valued at 3.43, compared to the broader market-2.000.002.004.006.008.0010.0012.003.432.52
The chart of Omega ratio for RGI, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.421.30
The chart of Calmar ratio for RGI, currently valued at 5.83, compared to the broader market0.005.0010.0015.005.833.11
The chart of Martin ratio for RGI, currently valued at 14.08, compared to the broader market0.0020.0040.0060.0080.00100.00120.0014.087.37
RGI
COWZ

The current RGI Sharpe Ratio is 2.42, which is higher than the COWZ Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of RGI and COWZ, 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
2.42
1.74
RGI
COWZ

Dividends

RGI vs. COWZ - Dividend Comparison

RGI's dividend yield for the trailing twelve months is around 0.87%, less than COWZ's 1.80% yield.


TTM20232022202120202019201820172016201520142013
RGI
Invesco S&P 500® Equal Weight Industrials ETF
0.87%1.06%1.09%0.70%0.96%1.33%0.30%0.00%0.00%0.00%1.28%0.90%
COWZ
Pacer US Cash Cows 100 ETF
1.80%1.92%1.96%1.48%2.54%1.96%1.67%1.94%0.13%0.00%0.00%0.00%

Drawdowns

RGI vs. COWZ - Drawdown Comparison

The maximum RGI drawdown since its inception was -82.66%, which is greater than COWZ's maximum drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for RGI and COWZ. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.82%
-1.48%
RGI
COWZ

Volatility

RGI vs. COWZ - Volatility Comparison

Invesco S&P 500® Equal Weight Industrials ETF (RGI) has a higher volatility of 3.64% compared to Pacer US Cash Cows 100 ETF (COWZ) at 3.23%. This indicates that RGI's price experiences larger fluctuations and is considered to be riskier than COWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.64%
3.23%
RGI
COWZ
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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.

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