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SRVR vs. INDS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SRVRINDS
YTD Return4.98%-6.04%
1Y Return19.52%16.83%
3Y Return (Ann)-6.67%-6.43%
5Y Return (Ann)2.19%5.11%
Sharpe Ratio1.180.85
Sortino Ratio1.721.35
Omega Ratio1.221.16
Calmar Ratio0.530.44
Martin Ratio3.722.17
Ulcer Index5.18%7.33%
Daily Std Dev16.35%18.80%
Max Drawdown-40.99%-40.44%
Current Drawdown-23.63%-25.87%

Correlation

-0.50.00.51.00.8

The correlation between SRVR and INDS is 0.76, 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.

Performance

SRVR vs. INDS - Performance Comparison

In the year-to-date period, SRVR achieves a 4.98% return, which is significantly higher than INDS's -6.04% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.88%
3.92%
SRVR
INDS

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SRVR vs. INDS - Expense Ratio Comparison

Both SRVR and INDS have an expense ratio of 0.60%.


SRVR
Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF
Expense ratio chart for SRVR: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for INDS: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

SRVR vs. INDS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR) and Pacer Benchmark Industrial Real Estate SCTR ETF (INDS). 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.


SRVR
Sharpe ratio
The chart of Sharpe ratio for SRVR, currently valued at 1.18, compared to the broader market-2.000.002.004.001.18
Sortino ratio
The chart of Sortino ratio for SRVR, currently valued at 1.72, compared to the broader market0.005.0010.001.72
Omega ratio
The chart of Omega ratio for SRVR, currently valued at 1.22, compared to the broader market1.001.502.002.503.001.22
Calmar ratio
The chart of Calmar ratio for SRVR, currently valued at 0.53, compared to the broader market0.005.0010.0015.000.53
Martin ratio
The chart of Martin ratio for SRVR, currently valued at 3.72, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.72
INDS
Sharpe ratio
The chart of Sharpe ratio for INDS, currently valued at 0.85, compared to the broader market-2.000.002.004.000.85
Sortino ratio
The chart of Sortino ratio for INDS, currently valued at 1.35, compared to the broader market0.005.0010.001.35
Omega ratio
The chart of Omega ratio for INDS, currently valued at 1.16, compared to the broader market1.001.502.002.503.001.16
Calmar ratio
The chart of Calmar ratio for INDS, currently valued at 0.44, compared to the broader market0.005.0010.0015.000.44
Martin ratio
The chart of Martin ratio for INDS, currently valued at 2.17, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.17

SRVR vs. INDS - Sharpe Ratio Comparison

The current SRVR Sharpe Ratio is 1.18, which is higher than the INDS Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of SRVR and INDS, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.18
0.85
SRVR
INDS

Dividends

SRVR vs. INDS - Dividend Comparison

SRVR's dividend yield for the trailing twelve months is around 1.84%, less than INDS's 2.32% yield.


TTM202320222021202020192018
SRVR
Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF
1.84%3.69%1.70%1.19%1.58%1.61%2.13%
INDS
Pacer Benchmark Industrial Real Estate SCTR ETF
2.32%3.11%2.14%1.24%1.68%2.26%1.81%

Drawdowns

SRVR vs. INDS - Drawdown Comparison

The maximum SRVR drawdown since its inception was -40.99%, roughly equal to the maximum INDS drawdown of -40.44%. Use the drawdown chart below to compare losses from any high point for SRVR and INDS. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%JuneJulyAugustSeptemberOctoberNovember
-23.63%
-25.87%
SRVR
INDS

Volatility

SRVR vs. INDS - Volatility Comparison

Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR) and Pacer Benchmark Industrial Real Estate SCTR ETF (INDS) have volatilities of 5.86% and 6.11%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
5.86%
6.11%
SRVR
INDS