PBR vs SPY: returns, Sharpe ratio and drawdown

Over the past year, PBR returned +122.41% against +13.70% for SPY. Over five years, PBR averaged +21.66% a year, compared with +10.77% for SPY. PBR had the higher Sharpe ratio over the past year (2.34 vs 0.73), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -27.42% for PBR.