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

Key characteristics


SYLDCOWZ
YTD Return3.77%5.68%
1Y Return26.21%22.19%
3Y Return (Ann)4.70%10.47%
5Y Return (Ann)17.58%17.33%
Sharpe Ratio1.671.64
Daily Std Dev15.31%13.12%
Max Drawdown-45.36%-38.63%
Current Drawdown-4.98%-5.85%

Correlation

-0.50.00.51.00.9

The correlation between SYLD and COWZ is 0.90, 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

SYLD vs. COWZ - Performance Comparison

In the year-to-date period, SYLD achieves a 3.77% return, which is significantly lower than COWZ's 5.68% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


120.00%130.00%140.00%150.00%160.00%170.00%December2024FebruaryMarchAprilMay
147.74%
153.98%
SYLD
COWZ

Compare stocks, funds, or ETFs

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


Cambria Shareholder Yield ETF

Pacer US Cash Cows 100 ETF

SYLD vs. COWZ - Expense Ratio Comparison

SYLD has a 0.59% expense ratio, which is higher than COWZ's 0.49% expense ratio.


SYLD
Cambria Shareholder Yield ETF
Expense ratio chart for SYLD: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
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%

Risk-Adjusted Performance

SYLD vs. COWZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Shareholder Yield ETF (SYLD) 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.


SYLD
Sharpe ratio
The chart of Sharpe ratio for SYLD, currently valued at 1.67, compared to the broader market0.002.004.001.67
Sortino ratio
The chart of Sortino ratio for SYLD, currently valued at 2.53, compared to the broader market0.005.0010.002.53
Omega ratio
The chart of Omega ratio for SYLD, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.28
Calmar ratio
The chart of Calmar ratio for SYLD, currently valued at 1.54, compared to the broader market0.005.0010.0015.001.54
Martin ratio
The chart of Martin ratio for SYLD, currently valued at 7.48, compared to the broader market0.0020.0040.0060.0080.00100.007.48
COWZ
Sharpe ratio
The chart of Sharpe ratio for COWZ, currently valued at 1.64, compared to the broader market0.002.004.001.64
Sortino ratio
The chart of Sortino ratio for COWZ, currently valued at 2.43, compared to the broader market0.005.0010.002.43
Omega ratio
The chart of Omega ratio for COWZ, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.27
Calmar ratio
The chart of Calmar ratio for COWZ, currently valued at 1.91, compared to the broader market0.005.0010.0015.001.91
Martin ratio
The chart of Martin ratio for COWZ, currently valued at 7.36, compared to the broader market0.0020.0040.0060.0080.00100.007.36

SYLD vs. COWZ - Sharpe Ratio Comparison

The current SYLD Sharpe Ratio is 1.67, which roughly equals the COWZ Sharpe Ratio of 1.64. The chart below compares the 12-month rolling Sharpe Ratio of SYLD and COWZ.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2024FebruaryMarchAprilMay
1.67
1.64
SYLD
COWZ

Dividends

SYLD vs. COWZ - Dividend Comparison

SYLD's dividend yield for the trailing twelve months is around 1.78%, less than COWZ's 1.89% yield.


TTM20232022202120202019201820172016201520142013
SYLD
Cambria Shareholder Yield ETF
1.78%1.92%2.20%2.22%1.99%2.08%2.52%1.40%1.92%2.11%1.77%0.83%
COWZ
Pacer US Cash Cows 100 ETF
1.89%1.92%1.96%1.48%2.54%1.96%1.67%1.95%0.13%0.00%0.00%0.00%

Drawdowns

SYLD vs. COWZ - Drawdown Comparison

The maximum SYLD drawdown since its inception was -45.36%, which is greater than COWZ's maximum drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for SYLD and COWZ. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-4.98%
-5.85%
SYLD
COWZ

Volatility

SYLD vs. COWZ - Volatility Comparison

Cambria Shareholder Yield ETF (SYLD) and Pacer US Cash Cows 100 ETF (COWZ) have volatilities of 3.60% and 3.61%, 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%December2024FebruaryMarchAprilMay
3.60%
3.61%
SYLD
COWZ