WFRD vs. COWZ
Compare and contrast key facts about Weatherford International plc (WFRD) and Pacer US Cash Cows 100 ETF (COWZ).
COWZ is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer US Cash Cows 100 Index. It was launched on Dec 16, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WFRD or COWZ.
Key characteristics
| WFRD | COWZ | |
|---|---|---|
| YTD Return | -10.09% | 16.54% |
| 1Y Return | -7.17% | 27.35% |
| 3Y Return (Ann) | 38.91% | 10.40% |
| Sharpe Ratio | -0.10 | 1.90 |
| Sortino Ratio | 0.16 | 2.75 |
| Omega Ratio | 1.02 | 1.33 |
| Calmar Ratio | -0.10 | 3.45 |
| Martin Ratio | -0.23 | 8.20 |
| Ulcer Index | 17.46% | 3.19% |
| Daily Std Dev | 42.28% | 13.73% |
| Max Drawdown | -55.23% | -38.63% |
| Current Drawdown | -34.48% | -0.07% |
Correlation
The correlation between WFRD and COWZ 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
WFRD vs. COWZ - Performance Comparison
In the year-to-date period, WFRD achieves a -10.09% return, which is significantly lower than COWZ's 16.54% 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
WFRD vs. COWZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Weatherford International plc (WFRD) and Pacer US Cash Cows 100 ETF (COWZ). 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
WFRD vs. COWZ - Dividend Comparison
WFRD's dividend yield for the trailing twelve months is around 0.57%, less than COWZ's 1.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
WFRD Weatherford International plc | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COWZ Pacer US Cash Cows 100 ETF | 1.82% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.94% | 0.13% |
Drawdowns
WFRD vs. COWZ - Drawdown Comparison
The maximum WFRD drawdown since its inception was -55.23%, which is greater than COWZ's maximum drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for WFRD and COWZ. For additional features, visit the drawdowns tool.
Volatility
WFRD vs. COWZ - Volatility Comparison
Weatherford International plc (WFRD) has a higher volatility of 15.40% compared to Pacer US Cash Cows 100 ETF (COWZ) at 3.92%. This indicates that WFRD's price experiences larger fluctuations and is considered to be riskier than COWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.