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SPGP vs. PFE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPGP and PFE is 0.40, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

SPGP vs. PFE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 GARP ETF (SPGP) and Pfizer Inc. (PFE). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
423.11%
77.81%
SPGP
PFE

Key characteristics

Sharpe Ratio

SPGP:

-0.28

PFE:

-0.26

Sortino Ratio

SPGP:

-0.28

PFE:

-0.23

Omega Ratio

SPGP:

0.97

PFE:

0.97

Calmar Ratio

SPGP:

-0.33

PFE:

-0.11

Martin Ratio

SPGP:

-0.93

PFE:

-0.57

Ulcer Index

SPGP:

4.76%

PFE:

10.65%

Daily Std Dev

SPGP:

15.83%

PFE:

22.77%

Max Drawdown

SPGP:

-42.08%

PFE:

-54.82%

Current Drawdown

SPGP:

-10.12%

PFE:

-53.35%

Returns By Period

In the year-to-date period, SPGP achieves a -3.94% return, which is significantly higher than PFE's -5.97% return. Over the past 10 years, SPGP has outperformed PFE with an annualized return of 13.07%, while PFE has yielded a comparatively lower 1.20% annualized return.


SPGP

YTD

-3.94%

1M

-4.60%

6M

-3.37%

1Y

-4.62%

5Y*

20.03%

10Y*

13.07%

PFE

YTD

-5.97%

1M

-7.15%

6M

-11.64%

1Y

-5.92%

5Y*

-0.36%

10Y*

1.20%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SPGP vs. PFE — Risk-Adjusted Performance Rank

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

SPGP
The Risk-Adjusted Performance Rank of SPGP is 88
Overall Rank
The Sharpe Ratio Rank of SPGP is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of SPGP is 99
Sortino Ratio Rank
The Omega Ratio Rank of SPGP is 99
Omega Ratio Rank
The Calmar Ratio Rank of SPGP is 77
Calmar Ratio Rank
The Martin Ratio Rank of SPGP is 77
Martin Ratio Rank

PFE
The Risk-Adjusted Performance Rank of PFE is 3838
Overall Rank
The Sharpe Ratio Rank of PFE is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of PFE is 3232
Sortino Ratio Rank
The Omega Ratio Rank of PFE is 3333
Omega Ratio Rank
The Calmar Ratio Rank of PFE is 4646
Calmar Ratio Rank
The Martin Ratio Rank of PFE is 4141
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.

SPGP vs. PFE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 GARP ETF (SPGP) and Pfizer Inc. (PFE). 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 SPGP, currently valued at -0.28, compared to the broader market-1.000.001.002.003.004.005.00
SPGP: -0.28
PFE: -0.26
The chart of Sortino ratio for SPGP, currently valued at -0.28, compared to the broader market-2.000.002.004.006.008.0010.00
SPGP: -0.28
PFE: -0.23
The chart of Omega ratio for SPGP, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.00
SPGP: 0.97
PFE: 0.97
The chart of Calmar ratio for SPGP, currently valued at -0.33, compared to the broader market0.005.0010.0015.00
SPGP: -0.33
PFE: -0.11
The chart of Martin ratio for SPGP, currently valued at -0.93, compared to the broader market0.0020.0040.0060.0080.00100.00
SPGP: -0.93
PFE: -0.57

The current SPGP Sharpe Ratio is -0.28, which is comparable to the PFE Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of SPGP and PFE, 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-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.28
-0.26
SPGP
PFE

Dividends

SPGP vs. PFE - Dividend Comparison

SPGP's dividend yield for the trailing twelve months is around 1.52%, less than PFE's 6.89% yield.


TTM20242023202220212020201920182017201620152014
SPGP
Invesco S&P 500 GARP ETF
1.52%1.38%1.24%1.22%0.69%1.10%0.86%0.95%0.68%0.89%1.12%1.52%
PFE
Pfizer Inc.
6.89%6.33%5.70%3.12%2.64%3.92%3.68%3.12%3.54%3.70%3.48%3.34%

Drawdowns

SPGP vs. PFE - Drawdown Comparison

The maximum SPGP drawdown since its inception was -42.08%, smaller than the maximum PFE drawdown of -54.82%. Use the drawdown chart below to compare losses from any high point for SPGP and PFE. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.12%
-53.35%
SPGP
PFE

Volatility

SPGP vs. PFE - Volatility Comparison

Invesco S&P 500 GARP ETF (SPGP) and Pfizer Inc. (PFE) have volatilities of 6.03% and 6.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
6.03%
6.20%
SPGP
PFE
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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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