PIMCO Managed Competition
| PCON Etf | 17.76 -0.04 -0.22% |
PIMCO Managed and Invesco SPTSX Correlation Snapshot
Poor diversification
The correlation between PCON and TLV is 0.77, which Macroaxis classifies as Poor diversification for the selected horizon. The overlap area represents the portion of risk that may be diversified away when both instruments are held together and nothing else in the portfolio changes.
Moving together with PIMCO Etf
Investors who believe in mean reversion view PIMCO Managed's price extremes not as permanent states but as temporary dislocations that create opportunities for disciplined, contrarian capital allocation.
PIMCO Managed Competition Correlation Matrix
Correlation analysis between PIMCO Managed Conservative and its competitors helps investors understand whether diversification is real or only superficial inside the same peer group. This matrix is most informative when investors want to know whether adding another peer would improve diversification, increase crowding, or leave total risk largely unchanged.
High positive correlations
| High negative correlations
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PIMCO Managed Competition Risk-Adjusted Indicators
There is a big difference between PIMCO Etf performing well and PIMCO Managed ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze PIMCO Managed's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| META | 1.47 | 0.02 | 0.01 | 0.03 | 1.65 | 2.38 | 13.69 | |||
| MSFT | 1.32 | -0.25 | 0.00 | -0.84 | 0.00 | 2.19 | 13.28 | |||
| UBER | 1.53 | -0.20 | 0.00 | -0.46 | 0.00 | 2.70 | 11.09 | |||
| F | 1.36 | -0.10 | 0.00 | -0.09 | 0.00 | 3.61 | 10.01 | |||
| T | 1.07 | 0.18 | 0.15 | -0.73 | 0.94 | 3.87 | 7.44 | |||
| A | 1.25 | -0.40 | 0.00 | -0.40 | 0.00 | 2.48 | 7.20 | |||
| CRM | 1.81 | -0.19 | 0.00 | -0.23 | 0.00 | 4.03 | 12.37 | |||
| JPM | 1.25 | -0.09 | 0.00 | -0.06 | 0.00 | 2.34 | 8.17 | |||
| MRK | 1.22 | 0.21 | 0.14 | 0.44 | 1.32 | 2.54 | 7.29 | |||
| XOM | 1.33 | 0.41 | 0.28 | 3.38 | 1.12 | 2.90 | 6.83 |
PIMCO Managed Competitive Analysis
Investors tracking PIMCO Managed should compare PIMCO Managed's financial results to its peer group to contextualize performance. A company that consistently outperforms PIMCO Managed's competitors on margin and growth metrics is typically a stronger long-term hold.| Better Than Average | Worse Than Peers | View Performance Chart |
PIMCO Managed Peer Performance Charts
How to Analyze PIMCO Managed Against Peers
PIMCO Managed's peer analysis compares PIMCO Managed with related companies to put valuation, quality, and risk metrics in context. This helps determine whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:- Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
- Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
- Check valuation dispersion: Review whether PIMCO Managed trades at a premium or discount versus peers and why.
- Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
- Document the thesis: Record where PIMCO Managed leads or lags and what catalysts could close or widen the gap.