(ZROZ) PIMCO 25+ Year Zero Coupon - Ratings and Ratios
Long-Term, Zero-Coupon, Treasury, Strips
| Risk via 10d forecast | |
|---|---|
| Volatility | 18.1% |
| Value at Risk 5%th | 30.5% |
| Reward | |
|---|---|
| Sharpe Ratio | -0.32 |
| Alpha Jensen | -49.31 |
| Character | |
|---|---|
| Hurst Exponent | 0.567 |
| Beta | 3.490 |
| Drawdowns 3y | |
|---|---|
| Max DD | 34.12% |
| Mean DD | 19.32% |
Description: ZROZ PIMCO 25+ Year Zero Coupon November 12, 2025
The PIMCO 25+ Year Zero Coupon U.S. Treasury Index ETF (NYSE ARCA: ZROZ) allocates at least 80 % of its net assets (excluding securities-lending collateral) to the securities that compose the ICE BofA Long U.S. Treasury Principal STRIPS Index, an unmanaged benchmark of long-maturity Treasury STRIPS that represent the final principal payment of U.S. Treasury bonds.
Key quantitative metrics (as of the most recent filing) include an expense ratio of 0.20 %, a weighted-average duration of roughly 27 years, and assets under management of about $2 billion. The fund’s performance is highly sensitive to the Federal Reserve’s policy stance: a sustained rise in the policy rate or an unexpected acceleration in inflation expectations typically depresses its price, while a dovish outlook or a flattening yield curve can support it. Because ZROZ holds zero-coupon securities, its price volatility is amplified relative to nominal Treasury ETFs, making it a pure play on long-term real-rate movements.
If you want a data-driven, side-by-side comparison of ZROZ’s risk-adjusted returns versus other long-duration Treasury products, ValueRay’s interactive analytics platform provides the necessary depth-worth a look for any systematic-focused investor.
ZROZ ETF Overview
| Market Cap in USD | 1,706m |
| Category | Long Government |
| TER | 0.15% |
| IPO / Inception | 2009-10-30 |
| Return 12m vs S&P 500 | -15.7% |
| Analyst Rating | - |
ZROZ Dividends
| Dividend Yield | 4.59% |
| Yield on Cost 5y | 2.25% |
| Yield CAGR 5y | 3.47% |
| Payout Consistency | 91.2% |
| Payout Ratio | - |
ZROZ Growth Ratios
| CAGR | -4.84% |
| CAGR/Max DD Calmar Ratio | -0.14 |
| CAGR/Mean DD Pain Ratio | -0.25 |
| Current Volume | 944.2k |
| Average Volume | 337.9k |
What is the price of ZROZ shares?
Over the past week, the price has changed by +1.79%, over one month by -0.64%, over three months by +7.06% and over the past year by -2.31%.
Is PIMCO 25+ Year Zero Coupon a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of ZROZ is around 61.44 USD . This means that ZROZ is currently overvalued and has a potential downside of -10.49%.
Is ZROZ a buy, sell or hold?
What are the forecasts/targets for the ZROZ price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 73.7 | 7.4% |
ZROZ Fundamental Data Overview November 11, 2025
Beta = 3.49
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 1.71b USD (1.71b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 1.71b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 1.71b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 18.88% (E(1.71b)/V(1.71b) * Re(18.88%) + (debt-free company))
Discount Rate = 18.88% (= CAPM, Blume Beta Adj.) -> capped to 17.95%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for ZROZ ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle