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WFRD vs. COWZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WFRD and COWZ 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.


-0.50.00.51.0
Correlation: 0.5

Performance

WFRD vs. COWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Weatherford International plc (WFRD) and Pacer US Cash Cows 100 ETF (COWZ). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
248.86%
23.57%
WFRD
COWZ

Key characteristics

Sharpe Ratio

WFRD:

-1.12

COWZ:

-0.45

Sortino Ratio

WFRD:

-1.84

COWZ:

-0.53

Omega Ratio

WFRD:

0.77

COWZ:

0.93

Calmar Ratio

WFRD:

-0.84

COWZ:

-0.39

Martin Ratio

WFRD:

-1.57

COWZ:

-1.45

Ulcer Index

WFRD:

37.85%

COWZ:

5.90%

Daily Std Dev

WFRD:

53.17%

COWZ:

18.85%

Max Drawdown

WFRD:

-70.56%

COWZ:

-38.63%

Current Drawdown

WFRD:

-66.71%

COWZ:

-18.84%

Returns By Period

In the year-to-date period, WFRD achieves a -37.95% return, which is significantly lower than COWZ's -12.21% return.


WFRD

YTD

-37.95%

1M

-15.20%

6M

-47.38%

1Y

-60.38%

5Y*

N/A

10Y*

N/A

COWZ

YTD

-12.21%

1M

-10.23%

6M

-14.34%

1Y

-8.84%

5Y*

18.86%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

WFRD vs. COWZ — Risk-Adjusted Performance Rank

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

WFRD
The Risk-Adjusted Performance Rank of WFRD is 55
Overall Rank
The Sharpe Ratio Rank of WFRD is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of WFRD is 44
Sortino Ratio Rank
The Omega Ratio Rank of WFRD is 55
Omega Ratio Rank
The Calmar Ratio Rank of WFRD is 55
Calmar Ratio Rank
The Martin Ratio Rank of WFRD is 99
Martin Ratio Rank

COWZ
The Risk-Adjusted Performance Rank of COWZ is 66
Overall Rank
The Sharpe Ratio Rank of COWZ is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of COWZ is 77
Sortino Ratio Rank
The Omega Ratio Rank of COWZ is 77
Omega Ratio Rank
The Calmar Ratio Rank of COWZ is 66
Calmar Ratio Rank
The Martin Ratio Rank of COWZ is 44
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.

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.


The chart of Sharpe ratio for WFRD, currently valued at -1.12, compared to the broader market-2.00-1.000.001.002.003.00
WFRD: -1.12
COWZ: -0.45
The chart of Sortino ratio for WFRD, currently valued at -1.84, compared to the broader market-6.00-4.00-2.000.002.004.00
WFRD: -1.84
COWZ: -0.53
The chart of Omega ratio for WFRD, currently valued at 0.77, compared to the broader market0.501.001.502.00
WFRD: 0.77
COWZ: 0.93
The chart of Calmar ratio for WFRD, currently valued at -0.84, compared to the broader market0.001.002.003.004.00
WFRD: -0.84
COWZ: -0.39
The chart of Martin ratio for WFRD, currently valued at -1.57, compared to the broader market-5.000.005.0010.0015.0020.00
WFRD: -1.57
COWZ: -1.45

The current WFRD Sharpe Ratio is -1.12, which is lower than the COWZ Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of WFRD and COWZ, 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 Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-1.12
-0.45
WFRD
COWZ

Dividends

WFRD vs. COWZ - Dividend Comparison

WFRD's dividend yield for the trailing twelve months is around 1.69%, less than COWZ's 2.06% yield.


TTM202420232022202120202019201820172016
WFRD
Weatherford International plc
1.69%0.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COWZ
Pacer US Cash Cows 100 ETF
2.06%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 -70.56%, 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.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-66.71%
-18.84%
WFRD
COWZ

Volatility

WFRD vs. COWZ - Volatility Comparison

Weatherford International plc (WFRD) has a higher volatility of 33.63% compared to Pacer US Cash Cows 100 ETF (COWZ) at 12.71%. 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
33.63%
12.71%
WFRD
COWZ