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USAI vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between USAI and ^GSPC is 0.52, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer American Energy Independence ETF (USAI) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%December2025FebruaryMarchAprilMay
135.81%
111.48%
USAI
^GSPC

Key characteristics

Sharpe Ratio

USAI:

1.27

^GSPC:

0.51

Sortino Ratio

USAI:

1.65

^GSPC:

0.84

Omega Ratio

USAI:

1.25

^GSPC:

1.12

Calmar Ratio

USAI:

1.54

^GSPC:

0.52

Martin Ratio

USAI:

5.33

^GSPC:

2.02

Ulcer Index

USAI:

5.27%

^GSPC:

4.87%

Daily Std Dev

USAI:

22.14%

^GSPC:

19.36%

Max Drawdown

USAI:

-65.25%

^GSPC:

-56.78%

Current Drawdown

USAI:

-10.45%

^GSPC:

-8.35%

Returns By Period

In the year-to-date period, USAI achieves a -1.44% return, which is significantly higher than ^GSPC's -4.26% return.


USAI

YTD

-1.44%

1M

8.38%

6M

2.17%

1Y

25.77%

5Y*

27.73%

10Y*

N/A

^GSPC

YTD

-4.26%

1M

11.24%

6M

-5.02%

1Y

8.55%

5Y*

14.02%

10Y*

10.31%

*Annualized

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Risk-Adjusted Performance

USAI vs. ^GSPC — 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 8686
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 8989
Calmar Ratio Rank
The Martin Ratio Rank of USAI is 8585
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6565
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6565
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6767
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 6969
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. ^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.


The current USAI Sharpe Ratio is 1.27, which is higher than the ^GSPC Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of USAI and ^GSPC, 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 Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
1.27
0.51
USAI
^GSPC

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-10.45%
-8.35%
USAI
^GSPC

Volatility

USAI vs. ^GSPC - Volatility Comparison

The current volatility for Pacer American Energy Independence ETF (USAI) is 9.05%, while S&P 500 (^GSPC) has a volatility of 11.43%. This indicates that USAI experiences smaller price fluctuations and is considered to be less risky than ^GSPC 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%12.00%14.00%December2025FebruaryMarchAprilMay
9.05%
11.43%
USAI
^GSPC