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USAI vs. HESM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between USAI and HESM is 0.34, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

USAI vs. HESM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer American Energy Independence ETF (USAI) and Hess Midstream LP (HESM). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
137.63%
216.46%
USAI
HESM

Key characteristics

Sharpe Ratio

USAI:

1.32

HESM:

0.74

Sortino Ratio

USAI:

1.70

HESM:

1.07

Omega Ratio

USAI:

1.26

HESM:

1.15

Calmar Ratio

USAI:

1.59

HESM:

0.93

Martin Ratio

USAI:

5.90

HESM:

3.38

Ulcer Index

USAI:

4.92%

HESM:

5.39%

Daily Std Dev

USAI:

22.05%

HESM:

24.84%

Max Drawdown

USAI:

-65.25%

HESM:

-75.16%

Current Drawdown

USAI:

-9.76%

HESM:

-11.62%

Returns By Period

In the year-to-date period, USAI achieves a -0.68% return, which is significantly lower than HESM's 6.51% return.


USAI

YTD

-0.68%

1M

-6.81%

6M

8.08%

1Y

28.06%

5Y*

30.17%

10Y*

N/A

HESM

YTD

6.51%

1M

-8.47%

6M

13.36%

1Y

19.66%

5Y*

28.40%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

USAI vs. HESM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USAI
The Risk-Adjusted Performance Rank of USAI is 8787
Overall Rank
The Sharpe Ratio Rank of USAI is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of USAI is 8484
Sortino Ratio Rank
The Omega Ratio Rank of USAI is 8686
Omega Ratio Rank
The Calmar Ratio Rank of USAI is 9090
Calmar Ratio Rank
The Martin Ratio Rank of USAI is 8686
Martin Ratio Rank

HESM
The Risk-Adjusted Performance Rank of HESM is 7676
Overall Rank
The Sharpe Ratio Rank of HESM is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of HESM is 6868
Sortino Ratio Rank
The Omega Ratio Rank of HESM is 6969
Omega Ratio Rank
The Calmar Ratio Rank of HESM is 8383
Calmar Ratio Rank
The Martin Ratio Rank of HESM is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

USAI vs. HESM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer American Energy Independence ETF (USAI) and Hess Midstream LP (HESM). 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.


The chart of Sharpe ratio for USAI, currently valued at 1.32, compared to the broader market-1.000.001.002.003.004.00
USAI: 1.32
HESM: 0.74
The chart of Sortino ratio for USAI, currently valued at 1.70, compared to the broader market-2.000.002.004.006.008.00
USAI: 1.70
HESM: 1.07
The chart of Omega ratio for USAI, currently valued at 1.26, compared to the broader market0.501.001.502.002.50
USAI: 1.26
HESM: 1.15
The chart of Calmar ratio for USAI, currently valued at 1.59, compared to the broader market0.002.004.006.008.0010.0012.00
USAI: 1.59
HESM: 0.93
The chart of Martin ratio for USAI, currently valued at 5.90, compared to the broader market0.0020.0040.0060.00
USAI: 5.90
HESM: 3.38

The current USAI Sharpe Ratio is 1.32, which is higher than the HESM Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of USAI and HESM, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.32
0.74
USAI
HESM

Dividends

USAI vs. HESM - Dividend Comparison

USAI's dividend yield for the trailing twelve months is around 4.11%, less than HESM's 6.98% yield.


TTM20242023202220212020201920182017
USAI
Pacer American Energy Independence ETF
4.11%3.62%4.99%5.41%6.15%7.67%6.50%5.56%0.08%
HESM
Hess Midstream LP
6.98%7.12%7.50%7.30%6.93%8.86%6.89%8.00%2.93%

Drawdowns

USAI vs. HESM - Drawdown Comparison

The maximum USAI drawdown since its inception was -65.25%, smaller than the maximum HESM drawdown of -75.16%. Use the drawdown chart below to compare losses from any high point for USAI and HESM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.76%
-11.62%
USAI
HESM

Volatility

USAI vs. HESM - Volatility Comparison

Pacer American Energy Independence ETF (USAI) and Hess Midstream LP (HESM) have volatilities of 14.27% and 14.83%, 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%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.27%
14.83%
USAI
HESM