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RPRX vs. PFFD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RPRX and PFFD is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

RPRX vs. PFFD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royalty Pharma plc (RPRX) and Global X U.S. Preferred ETF (PFFD). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
3.23%
3.35%
RPRX
PFFD

Key characteristics

Sharpe Ratio

RPRX:

-0.10

PFFD:

0.92

Sortino Ratio

RPRX:

0.01

PFFD:

1.31

Omega Ratio

RPRX:

1.00

PFFD:

1.16

Calmar Ratio

RPRX:

-0.04

PFFD:

0.54

Martin Ratio

RPRX:

-0.20

PFFD:

3.76

Ulcer Index

RPRX:

10.98%

PFFD:

2.10%

Daily Std Dev

RPRX:

21.69%

PFFD:

8.63%

Max Drawdown

RPRX:

-49.68%

PFFD:

-30.93%

Current Drawdown

RPRX:

-46.04%

PFFD:

-8.11%

Returns By Period

In the year-to-date period, RPRX achieves a 2.08% return, which is significantly higher than PFFD's 0.72% return.


RPRX

YTD

2.08%

1M

0.50%

6M

3.23%

1Y

-3.97%

5Y*

N/A

10Y*

N/A

PFFD

YTD

0.72%

1M

-2.54%

6M

3.35%

1Y

6.96%

5Y*

0.84%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

RPRX vs. PFFD — Risk-Adjusted Performance Rank

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

RPRX
The Risk-Adjusted Performance Rank of RPRX is 3939
Overall Rank
The Sharpe Ratio Rank of RPRX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of RPRX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of RPRX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of RPRX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of RPRX is 4343
Martin Ratio Rank

PFFD
The Risk-Adjusted Performance Rank of PFFD is 4040
Overall Rank
The Sharpe Ratio Rank of PFFD is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of PFFD is 4141
Sortino Ratio Rank
The Omega Ratio Rank of PFFD is 4141
Omega Ratio Rank
The Calmar Ratio Rank of PFFD is 3232
Calmar Ratio Rank
The Martin Ratio Rank of PFFD is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RPRX vs. PFFD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Royalty Pharma plc (RPRX) and Global X U.S. Preferred ETF (PFFD). 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 RPRX, currently valued at -0.10, compared to the broader market-4.00-2.000.002.00-0.100.92
The chart of Sortino ratio for RPRX, currently valued at 0.01, compared to the broader market-4.00-2.000.002.004.000.011.31
The chart of Omega ratio for RPRX, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.16
The chart of Calmar ratio for RPRX, currently valued at -0.04, compared to the broader market0.002.004.006.00-0.040.54
The chart of Martin ratio for RPRX, currently valued at -0.20, compared to the broader market-10.000.0010.0020.00-0.203.76
RPRX
PFFD

The current RPRX Sharpe Ratio is -0.10, which is lower than the PFFD Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of RPRX and PFFD, 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 Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.10
0.92
RPRX
PFFD

Dividends

RPRX vs. PFFD - Dividend Comparison

RPRX's dividend yield for the trailing twelve months is around 3.23%, less than PFFD's 6.38% yield.


TTM20242023202220212020201920182017
RPRX
Royalty Pharma plc
3.23%3.29%2.85%1.92%1.71%0.60%0.00%0.00%0.00%
PFFD
Global X U.S. Preferred ETF
6.38%6.43%6.49%6.63%5.09%5.19%5.49%6.22%1.94%

Drawdowns

RPRX vs. PFFD - Drawdown Comparison

The maximum RPRX drawdown since its inception was -49.68%, which is greater than PFFD's maximum drawdown of -30.93%. Use the drawdown chart below to compare losses from any high point for RPRX and PFFD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-46.04%
-8.11%
RPRX
PFFD

Volatility

RPRX vs. PFFD - Volatility Comparison

Royalty Pharma plc (RPRX) has a higher volatility of 5.79% compared to Global X U.S. Preferred ETF (PFFD) at 2.99%. This indicates that RPRX's price experiences larger fluctuations and is considered to be riskier than PFFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
5.79%
2.99%
RPRX
PFFD
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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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