TRFK vs. EME
Compare and contrast key facts about Pacer Data and Digital Revolution ETF (TRFK) and EMCOR Group, Inc. (EME).
TRFK is a passively managed fund by Pacer that tracks the performance of the Pacer Data Transmission and Communication Revolution Index - Benchmark TR Net. It was launched on Jun 8, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRFK or EME.
Key characteristics
| TRFK | EME | |
|---|---|---|
| YTD Return | 39.65% | 139.29% |
| 1Y Return | 59.06% | 143.73% |
| Sharpe Ratio | 2.34 | 4.71 |
| Sortino Ratio | 2.93 | 4.82 |
| Omega Ratio | 1.39 | 1.73 |
| Calmar Ratio | 3.42 | 9.90 |
| Martin Ratio | 11.12 | 31.76 |
| Ulcer Index | 5.30% | 4.56% |
| Daily Std Dev | 25.21% | 30.70% |
| Max Drawdown | -21.86% | -70.56% |
| Current Drawdown | -0.29% | -1.22% |
Correlation
The correlation between TRFK and EME is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
TRFK vs. EME - Performance Comparison
In the year-to-date period, TRFK achieves a 39.65% return, which is significantly lower than EME's 139.29% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TRFK vs. EME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Data and Digital Revolution ETF (TRFK) and EMCOR Group, Inc. (EME). 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.
Dividends
TRFK vs. EME - Dividend Comparison
TRFK's dividend yield for the trailing twelve months is around 0.45%, more than EME's 0.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRFK Pacer Data and Digital Revolution ETF | 0.45% | 0.20% | 0.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EME EMCOR Group, Inc. | 0.18% | 0.32% | 0.36% | 0.41% | 0.35% | 0.37% | 0.54% | 0.39% | 0.45% | 0.67% | 0.72% | 0.42% |
Drawdowns
TRFK vs. EME - Drawdown Comparison
The maximum TRFK drawdown since its inception was -21.86%, smaller than the maximum EME drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for TRFK and EME. For additional features, visit the drawdowns tool.
Volatility
TRFK vs. EME - Volatility Comparison
The current volatility for Pacer Data and Digital Revolution ETF (TRFK) is 6.86%, while EMCOR Group, Inc. (EME) has a volatility of 9.20%. This indicates that TRFK experiences smaller price fluctuations and is considered to be less risky than EME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.