USAI vs. ^GSPC
Compare and contrast key facts about Pacer American Energy Independence ETF (USAI) and S&P 500 (^GSPC).
USAI is a passively managed fund by Pacer Advisors that tracks the performance of the American Energy Independence Index. It was launched on Dec 13, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USAI or ^GSPC.
Key characteristics
| USAI | ^GSPC | |
|---|---|---|
| YTD Return | 33.21% | 22.85% |
| 1Y Return | 39.18% | 35.40% |
| 3Y Return (Ann) | 17.85% | 9.49% |
| 5Y Return (Ann) | 17.58% | 14.46% |
| Sharpe Ratio | 2.97 | 2.78 |
| Sortino Ratio | 4.09 | 3.70 |
| Omega Ratio | 1.51 | 1.50 |
| Calmar Ratio | 5.92 | 2.45 |
| Martin Ratio | 21.31 | 16.98 |
| Ulcer Index | 1.90% | 2.04% |
| Daily Std Dev | 13.62% | 12.52% |
| Max Drawdown | -65.25% | -56.78% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between USAI and ^GSPC is 0.51, 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
USAI vs. ^GSPC - Performance Comparison
In the year-to-date period, USAI achieves a 33.21% return, which is significantly higher than ^GSPC's 22.85% 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
USAI vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer American Energy Independence ETF (USAI) and S&P 500 (^GSPC). 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.
Drawdowns
USAI vs. ^GSPC - Drawdown Comparison
The maximum USAI drawdown since its inception was -65.25%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for USAI and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
USAI vs. ^GSPC - Volatility Comparison
Pacer American Energy Independence ETF (USAI) has a higher volatility of 3.96% compared to S&P 500 (^GSPC) at 2.86%. This indicates that USAI's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.