PM vs SPY: returns, Sharpe ratio and drawdown

Over the past year, PM returned +27.83% against +15.31% for SPY. Over five years, PM averaged +15.35% a year, compared with +11.69% for SPY. PM had the higher Sharpe ratio over the past year (0.86 vs 0.83), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -19.26% for PM.