WSO-B vs. PRF
WSO-B (Watsco Inc) is a stock, while PRF (Invesco RAFI US 1000 ETF) is Large Cap Value Equities fund tracking the RAFI Fundamental Select US 1000 Index. Over the past 10 years, WSO-B returned 14.17%/yr vs 13.58%/yr for PRF. At a 0.27 correlation, their price movements are largely independent.
Performance
WSO-B vs. PRF - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WSO-B achieves a 15.57% return, which is significantly lower than PRF's 16.95% return. Both investments have delivered pretty close results over the past 10 years, with WSO-B having a 14.17% annualized return and PRF not far behind at 13.58%.
WSO-B
- 1D
- 0.00%
- 1M
- 10.00%
- 6M
- 4.84%
- YTD
- 15.57%
- 1Y
- -9.19%
- 3Y*
- 4.56%
- 5Y*
- 8.71%
- 10Y*
- 14.17%
PRF
- 1D
- 0.35%
- 1M
- 1.12%
- 6M
- 13.21%
- YTD
- 16.95%
- 1Y
- 29.22%
- 3Y*
- 20.40%
- 5Y*
- 13.10%
- 10Y*
- 13.58%
WSO-B vs. PRF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WSO-B Watsco Inc | 15.57% | -34.99% | 29.78% | 72.27% | -15.13% | 35.54% | 33.36% | 39.97% | -17.38% | 17.15% |
PRF Invesco RAFI US 1000 ETF | 16.95% | 18.33% | 16.73% | 15.72% | -7.79% | 31.12% | 7.78% | 27.42% | -8.71% | 16.01% |
Correlation
The correlation between WSO-B and PRF is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2005 | 0.27 |
Over the past year, the correlation between WSO-B and PRF has dropped to 0.01 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WSO-B vs. PRF — Risk / Return Rank
WSO-B
PRF
WSO-B vs. PRF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Watsco Inc (WSO-B) and Invesco RAFI US 1000 ETF (PRF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WSO-B | PRF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.89 | ||
| Sortino ratioReturn per unit of downside risk | -3.79 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.48 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | 4.35 | -4.75 |
| Martin ratioReturn relative to average drawdown | -0.69 | 17.73 | -18.42 |
Loading charts...
Drawdowns
WSO-B vs. PRF - Drawdown Comparison
The maximum WSO-B drawdown since its inception was -61.67%, roughly equal to the maximum PRF drawdown of -60.35%. Use the drawdown chart below to compare losses from any high point for WSO-B and PRF.
Loading charts...
Drawdown Indicators
| WSO-B | PRF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.67% | -60.35% | -1.32% |
Max Drawdown (1Y)Largest decline over 1 year | -22.80% | -6.59% | -16.21% |
Max Drawdown (3Y)Largest decline over 3 years | -34.99% | -15.82% | -19.17% |
Max Drawdown (5Y)Largest decline over 5 years | -34.99% | -19.72% | -15.27% |
Max Drawdown (10Y)Largest decline over 10 years | -34.99% | -38.16% | +3.17% |
Current DrawdownCurrent decline from peak | -24.87% | 0.00% | -24.87% |
Average DrawdownAverage peak-to-trough decline | -14.22% | -6.90% | -7.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.30% | 1.62% | +11.68% |
Volatility
WSO-B vs. PRF - Volatility Comparison
Watsco Inc (WSO-B) has a higher volatility of 9.53% compared to Invesco RAFI US 1000 ETF (PRF) at 3.09%. This indicates that WSO-B's price experiences larger fluctuations and is considered to be riskier than PRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WSO-B | PRF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.53% | 3.09% | +6.44% |
Volatility (6M)Calculated over the trailing 6-month period | 34.05% | 8.11% | +25.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.10% | 10.87% | +26.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.37% | 15.16% | +16.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.22% | 17.59% | +10.63% |
Dividends
WSO-B vs. PRF - Dividend Comparison
WSO-B's dividend yield for the trailing twelve months is around 3.19%, more than PRF's 1.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRF Invesco RAFI US 1000 ETF | 1.36% | 1.59% | 1.78% | 1.84% | 2.01% | 1.58% | 1.97% | 1.99% | 2.25% | 1.58% | 2.17% | 2.25% |
WSO-B Watsco Inc | 3.19% | 3.45% | 1.97% | 2.32% | 3.39% | 2.49% | 2.97% | 3.53% | 4.14% | 2.73% | 2.42% | 2.36% |
Frequently Asked Questions
WSO-B and PRF have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WSO-B has higher volatility (9.53%) compared to PRF (3.09%). In terms of maximum drawdown, WSO-B dropped -61.67% vs PRF's -60.35%.
PRF currently has the higher Sharpe Ratio (2.64 vs -0.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for WSO-B and PRF
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer