Pacer US Large Cap Cash Cows Growth Leaders ETF

10-Year Study

COWG.US · · US · ETF

Executive Summary: Pacer US Large Cap Cash Cows Growth Leaders ETF has compounded at 19.7% annually over the last 10 years, with a maximum drawdown of 9.1% and an annualized volatility of 24.3%.

1Y CAGR
+4.4%
3Y CAGR
+21.9%
5Y CAGR
+19.7%
10Y CAGR
+19.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
9.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.08
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.32
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +35.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 1.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.3-0.1-4.45.9————————1.5%
20255.7-2.4-6.83.18.51.9-0.60.63.60.7-4.30.810.2%
20241.54.92.5-5.55.44.9-0.63.43.13.313.2-4.535.0%
20233.6-2.52.7-2.51.06.25.4-0.9-4.7-3.69.95.320.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 24.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 60.9% of variance. Idiosyncratic stock-specific factors contribute 4.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-12-0110000
2023-01-0110360.50372591924
2023-02-0110097.725684615347
2023-03-0110372.23488847745
2023-04-0110115.067403179655
2023-05-0110215.904396125658
2023-06-0110853.620593800846
2023-07-0111436.55736283466
2023-08-0111338.219617564102
2023-09-0110809.04217607965
2023-10-0110424.209039115776
2023-11-0111458.336521149246
2023-12-0112068.152953957739
2024-01-0112250.394014046793
2024-02-0112847.765213532663
2024-03-0113174.299573087694
2024-04-0112454.771267832644
2024-05-0113128.70105427448
2024-06-0113767.743383369292
2024-07-0113691.694846959335
2024-08-0114153.137575933777
2024-09-0114585.303403567295
2024-10-0115072.656700279
2024-11-0117062.720915642745
2024-12-0116290.198358657344
2025-01-0117225.733070147253
2025-02-0116803.717248379315
2025-03-0115657.072615896237
2025-04-0116145.241993481555
2025-05-0117523.29655868897
2025-06-0117857.889716870945
2025-07-0117746.03563213115
2025-08-0117847.73971100536
2025-09-0118482.242590240694
2025-10-0118614.60070693006
2025-11-0117820.349996684676
2025-12-0117958.879724980747
2026-01-0118014.98528504175
2026-02-0118004.784274121565
2026-03-0117208.595371801344
2026-04-0118222.065806721446
Annual Return Matrix
YearAnnual Return
20230.2068152953957738
20240.3498501734944446
20250.10243468677203604
20260.01465492757739284
Total Factor Risk
0.24279427446170126
VTI.US Exposure
0.12959284466376195
VEA.US Exposure
-0.04314099380331395
VWO.US Exposure
0.014319834130045467
QQQ.US Exposure
0.06232410475494112
VTV.US Exposure
0.06331764411054179
IJR.US Exposure
-0.0015334522166814027
QUAL.US Exposure
0.012941161888266264
SHV.US Exposure
0.6089165337826878
TLT.US Exposure
0.002472206191770143
LQD.US Exposure
-0.01580840913763063
HYG.US Exposure
0.03748437058615561
GLD.US Exposure
0.013752806349206571
USO.US Exposure
-0.0005773071035002161
VNQ.US Exposure
0.003966106845358334
BTC-USD.CC Exposure
0.023084013421955672
CPER.US Exposure
-0.015954614879885674
VIX.INDX Exposure
0.0546827170908663
UUP.US Exposure
0.00310188612596893
TIP.US Exposure
0.002488110878523766
Idiosyncratic Exposure
0.04457043632096203
Value Score
42.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
3.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →18.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.32%
Market Cap$40.8B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$5
Avg Yield on Cost
0.05%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$5.10.05%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.15
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Pacer US Large Cap Cash Cows Growth Leaders ETF a high-risk investment?

Pacer US Large Cap Cash Cows Growth Leaders ETF (COWG.US) has an annualized volatility of 24.3% and experienced a maximum drawdown of 9.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of COWG.US?

Over the past 10 years, COWG.US has generated a Compound Annual Growth Rate (CAGR) of 19.7%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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