ELPW vs. VRT

Last updated Jun 4, 2026

ELPW (Elong Power Holding Limited) and VRT (Vertiv Holdings Co.) are both stocks. Both operate in the Electrical Equipment & Parts industry within the Industrials sector. Over the past year, ELPW returned -99.94% vs 195.39% for VRT. At a 0.11 correlation, their price movements are largely independent.

Performance

ELPW vs. VRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Elong Power Holding Limited (ELPW) and Vertiv Holdings Co. (VRT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ELPW achieves a -99.42% return, which is significantly lower than VRT's 104.63% return.

ELPW

• 1D: -9.20%
• 1M: -88.48%
• YTD: -99.42%
• 6M: -99.67%
• 1Y: -99.94%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VRT

• 1D: -0.91%
• 1M: 0.14%
• YTD: 104.63%
• 6M: 85.33%
• 1Y: 195.39%
• 3Y*: 156.10%
• 5Y*: 67.37%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ELPW vs. VRT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ELPW Elong Power Holding Limited	-99.42%	-91.38%	-44.54%
VRT Vertiv Holdings Co.	104.63%	42.80%	-18.91%

Correlation

The correlation between ELPW and VRT is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (All Time) Calculated using the full available price history since Nov 25, 2024	0.11

Fundamentals

Total Revenue (TTM) ELPW : $2.67M VRT : $10.84B
Gross Profit (TTM) ELPW : -$7.74M VRT : $3.92B
EBITDA (TTM) ELPW : -$22.07M VRT : $2.35B

Return for Risk

ELPW vs. VRT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ELPW

ELPW Risk / Return Rank: 13
ELPW Sharpe Ratio Rank: 28
ELPW Sortino Ratio Rank: 9
ELPW Omega Ratio Rank: 9
ELPW Calmar Ratio Rank: 1
ELPW Martin Ratio Rank: 16

VRT

VRT Risk / Return Rank: 94
VRT Sharpe Ratio Rank: 96
VRT Sortino Ratio Rank: 93
VRT Omega Ratio Rank: 91
VRT Calmar Ratio Rank: 96
VRT Martin Ratio Rank: 96

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ELPW vs. VRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Elong Power Holding Limited (ELPW) and Vertiv Holdings Co. (VRT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	ELPW	VRT	Difference
Sharpe ratio: Return per unit of total volatility	-0.30	3.42	-3.72
Sortino ratio: Return per unit of downside risk	-1.17	3.75	-4.92
Omega ratio: Gain probability vs. loss probability	0.85	1.47	-0.62
Calmar ratio: Return relative to maximum drawdown	-1.00	7.94	-8.94
Martin ratio: Return relative to average drawdown	-1.17	22.67	-23.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ELPW vs. VRT - Sharpe Ratio Comparison

The current ELPW Sharpe Ratio is -0.30, which is lower than the VRT Sharpe Ratio of 3.42. The chart below compares the historical Sharpe Ratios of ELPW and VRT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ELPW	VRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.30	3.42	-3.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.10	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.33	1.04	-1.37

Drawdowns

ELPW vs. VRT - Drawdown Comparison

The maximum ELPW drawdown since its inception was -99.99%, which is greater than VRT's maximum drawdown of -71.24%. Use the drawdown chart below to compare losses from any high point for ELPW and VRT.

Drawdown Indicators

	ELPW	VRT	Difference
Max Drawdown Largest peak-to-trough decline	-99.99%	-71.24%	-28.75%
Max Drawdown (1Y) Largest decline over 1 year	-99.99%	-24.78%	-75.21%
Max Drawdown (3Y) Largest decline over 3 years	—	-61.28%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-71.24%	—
Current Drawdown Current decline from peak	-99.99%	-11.90%	-88.09%
Average Drawdown Average peak-to-trough decline	-76.74%	-16.22%	-60.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	85.38%	8.66%	+76.72%

Volatility

ELPW vs. VRT - Volatility Comparison

Elong Power Holding Limited (ELPW) has a higher volatility of 102.83% compared to Vertiv Holdings Co. (VRT) at 16.92%. This indicates that ELPW's price experiences larger fluctuations and is considered to be riskier than VRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ELPW	VRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	102.83%	16.92%	+85.91%
Volatility (6M) Calculated over the trailing 6-month period	251.60%	44.82%	+206.78%
Volatility (1Y) Calculated over the trailing 1-year period	335.29%	57.51%	+277.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	300.15%	61.71%	+238.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	300.15%	54.58%	+245.57%

Dividends

ELPW vs. VRT - Dividend Comparison

ELPW has not paid dividends to shareholders, while VRT's dividend yield for the trailing twelve months is around 0.06%.

Position	TTM	2025	2024	2023	2022	2021	2020
ELPW Elong Power Holding Limited	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VRT Vertiv Holdings Co.	0.06%	0.11%	0.10%	0.05%	0.07%	0.04%	0.05%

Financials

Frequently Asked Questions

Can I hold both ELPW and VRT in my portfolio?

ELPW and VRT have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ELPW or VRT?

ELPW has higher volatility (102.83%) compared to VRT (16.92%). In terms of maximum drawdown, ELPW dropped -99.99% vs VRT's -71.24%.

Which has better risk-adjusted returns?

VRT currently has the higher Sharpe Ratio (3.42 vs -0.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.