PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EMCR vs. POWL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EMCR and POWL is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

EMCR vs. POWL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) and Powell Industries, Inc. (POWL). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
2.16%
48.16%
EMCR
POWL

Key characteristics

Sharpe Ratio

EMCR:

0.72

POWL:

1.69

Sortino Ratio

EMCR:

1.10

POWL:

2.84

Omega Ratio

EMCR:

1.14

POWL:

1.34

Calmar Ratio

EMCR:

0.56

POWL:

4.21

Martin Ratio

EMCR:

2.92

POWL:

8.17

Ulcer Index

EMCR:

4.14%

POWL:

18.96%

Daily Std Dev

EMCR:

16.67%

POWL:

91.41%

Max Drawdown

EMCR:

-34.28%

POWL:

-73.09%

Current Drawdown

EMCR:

-10.10%

POWL:

-34.11%

Returns By Period

In the year-to-date period, EMCR achieves a 10.08% return, which is significantly lower than POWL's 163.96% return.


EMCR

YTD

10.08%

1M

-1.22%

6M

1.94%

1Y

11.34%

5Y*

3.54%

10Y*

N/A

POWL

YTD

163.96%

1M

-19.67%

6M

41.56%

1Y

142.96%

5Y*

39.84%

10Y*

20.34%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

EMCR vs. POWL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) and Powell Industries, Inc. (POWL). 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.


Sharpe ratio
The chart of Sharpe ratio for EMCR, currently valued at 0.72, compared to the broader market0.002.004.000.721.69
The chart of Sortino ratio for EMCR, currently valued at 1.10, compared to the broader market-2.000.002.004.006.008.0010.001.102.84
The chart of Omega ratio for EMCR, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.34
The chart of Calmar ratio for EMCR, currently valued at 0.56, compared to the broader market0.005.0010.0015.000.564.21
The chart of Martin ratio for EMCR, currently valued at 2.92, compared to the broader market0.0020.0040.0060.0080.00100.002.928.17
EMCR
POWL

The current EMCR Sharpe Ratio is 0.72, which is lower than the POWL Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of EMCR and POWL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.72
1.69
EMCR
POWL

Dividends

EMCR vs. POWL - Dividend Comparison

EMCR has not paid dividends to shareholders, while POWL's dividend yield for the trailing twelve months is around 0.46%.


TTM20232022202120202019201820172016201520142013
EMCR
Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF
0.00%1.95%3.05%1.83%1.75%3.15%0.19%0.00%0.00%0.00%0.00%0.00%
POWL
Powell Industries, Inc.
0.46%1.19%2.96%3.53%3.53%2.12%4.16%3.63%2.67%4.00%2.06%0.37%

Drawdowns

EMCR vs. POWL - Drawdown Comparison

The maximum EMCR drawdown since its inception was -34.28%, smaller than the maximum POWL drawdown of -73.09%. Use the drawdown chart below to compare losses from any high point for EMCR and POWL. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.10%
-34.11%
EMCR
POWL

Volatility

EMCR vs. POWL - Volatility Comparison

The current volatility for Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) is 4.11%, while Powell Industries, Inc. (POWL) has a volatility of 28.43%. This indicates that EMCR experiences smaller price fluctuations and is considered to be less risky than POWL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
4.11%
28.43%
EMCR
POWL
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab