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WSO-B vs. PRF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WSO-B vs. PRF

Last updated Jun 23, 2026

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 13.42%/yr vs 14.01%/yr for PRF. At a 0.27 correlation, their price movements are largely independent.

Performance

WSO-B vs. PRF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Watsco Inc (WSO-B) and Invesco RAFI US 1000 ETF (PRF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WSO-B achieves a 5.06% return, which is significantly lower than PRF's 15.07% return. Both investments have delivered pretty close results over the past 10 years, with WSO-B having a 13.42% annualized return and PRF not far ahead at 14.01%.

WSO-B

1D
0.00%
1M
-13.33%
YTD
5.06%
6M
1.06%
1Y
-19.74%
3Y*
1.29%
5Y*
6.66%
10Y*
13.42%

PRF

1D
-0.15%
1M
1.07%
YTD
15.07%
6M
14.51%
1Y
32.54%
3Y*
21.07%
5Y*
13.06%
10Y*
14.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WSO-B vs. PRF - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
WSO-B
Watsco Inc		5.06%-34.99%29.78%72.27%-15.13%35.54%33.36%39.97%-17.38%17.15%
PRF
Invesco RAFI US 1000 ETF		15.07%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 0.02, 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

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

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 0.02 - 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.

Watsco Inc

Invesco RAFI US 1000 ETF

Often compared with WSO-B:
WSO-B vs. WSOWSO-B vs. NVOWSO-B vs. BRK-BWSO-B vs. ITWWSO-B vs. AVGOWSO-B vs. AJGWSO-B vs. COST
Often compared with PRF:
PRF vs. SPYPRF vs. VOOPRF vs. RSPPRF vs. PFMPRF vs. VTVPRF vs. SCHDPRF vs. PXF

Return for Risk

WSO-B vs. PRF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WSO-B
WSO-B Risk / Return Rank: 1111
Overall Rank
WSO-B Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
WSO-B Sortino Ratio Rank: 1717
Sortino Ratio Rank
WSO-B Omega Ratio Rank: 44
Omega Ratio Rank
WSO-B Calmar Ratio Rank: 99
Calmar Ratio Rank
WSO-B Martin Ratio Rank: 77
Martin Ratio Rank
PRF
PRF Risk / Return Rank: 9090
Overall Rank
PRF Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PRF Sortino Ratio Rank: 9191
Sortino Ratio Rank
PRF Omega Ratio Rank: 8989
Omega Ratio Rank
PRF Calmar Ratio Rank: 8888
Calmar Ratio Rank
PRF Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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-BPRFDifference
Sharpe ratioReturn per unit of total volatility
-0.55
2.98

-3.53

Sortino ratioReturn per unit of downside risk
-0.68
4.10

-4.78

Omega ratioGain probability vs. loss probability

0.77

1.54

-0.77

Calmar ratioReturn relative to maximum drawdown

-0.84

4.96

-5.80

Martin ratioReturn relative to average drawdown

-1.45

20.23

-21.68

WSO-B vs. PRF - Sharpe Ratio Comparison

The current WSO-B Sharpe Ratio is -0.55, which is lower than the PRF Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of WSO-B and PRF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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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.

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Drawdown Indicators

WSO-BPRFDifference

Max Drawdown

Largest peak-to-trough decline

-61.67%

-60.35%

-1.32%

Max Drawdown (1Y)

Largest decline over 1 year

-23.61%

-6.59%

-17.02%

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 Drawdown

Current decline from peak

-31.70%

-1.18%

-30.52%

Average Drawdown

Average peak-to-trough decline

-14.20%

-6.91%

-7.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.67%

1.61%

+12.06%

Volatility

WSO-B vs. PRF - Volatility Comparison

Watsco Inc (WSO-B) has a higher volatility of 14.31% compared to Invesco RAFI US 1000 ETF (PRF) at 3.66%. 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.

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Volatility by Period

WSO-BPRFDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.31%

3.66%

+10.65%

Volatility (6M)

Calculated over the trailing 6-month period

33.13%

8.22%

+24.91%

Volatility (1Y)

Calculated over the trailing 1-year period

35.89%

10.99%

+24.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.07%

15.20%

+15.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.07%

17.69%

+10.38%

Dividends

WSO-B vs. PRF - Dividend Comparison

WSO-B's dividend yield for the trailing twelve months is around 3.51%, more than PRF's 1.38% yield.

PositionTTM20252024202320222021202020192018201720162015
PRF
Invesco RAFI US 1000 ETF		1.38%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		3.51%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 0.02, 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 (14.31%) compared to PRF (3.66%). In terms of maximum drawdown, WSO-B dropped -61.67% vs PRF's -60.35%.

PRF currently has the higher Sharpe Ratio (2.98 vs -0.55), 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.

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