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USAC vs. PFFA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


USACPFFA
YTD Return11.24%19.47%
1Y Return-2.06%33.69%
3Y Return (Ann)25.99%6.66%
5Y Return (Ann)20.10%6.83%
Sharpe Ratio-0.083.74
Sortino Ratio0.075.21
Omega Ratio1.011.76
Calmar Ratio-0.093.10
Martin Ratio-0.1731.42
Ulcer Index12.34%1.05%
Daily Std Dev25.62%8.76%
Max Drawdown-78.96%-70.52%
Current Drawdown-11.95%-0.79%

Correlation

-0.50.00.51.00.3

The correlation between USAC and PFFA is 0.33, 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.

Performance

USAC vs. PFFA - Performance Comparison

In the year-to-date period, USAC achieves a 11.24% return, which is significantly lower than PFFA's 19.47% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-0.01%
14.76%
USAC
PFFA

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Risk-Adjusted Performance

USAC vs. PFFA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USA Compression Partners, LP (USAC) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA). 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.


USAC
Sharpe ratio
The chart of Sharpe ratio for USAC, currently valued at -0.08, compared to the broader market-4.00-2.000.002.004.00-0.08
Sortino ratio
The chart of Sortino ratio for USAC, currently valued at 0.07, compared to the broader market-4.00-2.000.002.004.006.000.07
Omega ratio
The chart of Omega ratio for USAC, currently valued at 1.01, compared to the broader market0.501.001.502.001.01
Calmar ratio
The chart of Calmar ratio for USAC, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.09
Martin ratio
The chart of Martin ratio for USAC, currently valued at -0.17, compared to the broader market0.0010.0020.0030.00-0.17
PFFA
Sharpe ratio
The chart of Sharpe ratio for PFFA, currently valued at 3.74, compared to the broader market-4.00-2.000.002.004.003.74
Sortino ratio
The chart of Sortino ratio for PFFA, currently valued at 5.21, compared to the broader market-4.00-2.000.002.004.006.005.21
Omega ratio
The chart of Omega ratio for PFFA, currently valued at 1.76, compared to the broader market0.501.001.502.001.76
Calmar ratio
The chart of Calmar ratio for PFFA, currently valued at 3.10, compared to the broader market0.002.004.006.003.10
Martin ratio
The chart of Martin ratio for PFFA, currently valued at 31.42, compared to the broader market0.0010.0020.0030.0031.42

USAC vs. PFFA - Sharpe Ratio Comparison

The current USAC Sharpe Ratio is -0.08, which is lower than the PFFA Sharpe Ratio of 3.74. The chart below compares the historical Sharpe Ratios of USAC and PFFA, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.08
3.74
USAC
PFFA

Dividends

USAC vs. PFFA - Dividend Comparison

USAC's dividend yield for the trailing twelve months is around 9.03%, more than PFFA's 8.79% yield.


TTM20232022202120202019201820172016201520142013
USAC
USA Compression Partners, LP
9.03%9.20%10.75%12.03%15.44%11.58%16.18%12.70%12.14%18.06%11.90%4.66%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
8.79%9.56%10.78%7.64%8.54%10.02%5.15%0.00%0.00%0.00%0.00%0.00%

Drawdowns

USAC vs. PFFA - Drawdown Comparison

The maximum USAC drawdown since its inception was -78.96%, which is greater than PFFA's maximum drawdown of -70.52%. Use the drawdown chart below to compare losses from any high point for USAC and PFFA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.95%
-0.79%
USAC
PFFA

Volatility

USAC vs. PFFA - Volatility Comparison

USA Compression Partners, LP (USAC) has a higher volatility of 7.09% compared to Virtus InfraCap U.S. Preferred Stock ETF (PFFA) at 2.31%. This indicates that USAC's price experiences larger fluctuations and is considered to be riskier than PFFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.09%
2.31%
USAC
PFFA