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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%150.00%AugustSeptemberOctoberNovemberDecember2025
0.94%
85.73%
EMCR
POWL

Key characteristics

Sharpe Ratio

EMCR:

0.99

POWL:

2.44

Sortino Ratio

EMCR:

1.47

POWL:

3.38

Omega Ratio

EMCR:

1.18

POWL:

1.41

Calmar Ratio

EMCR:

0.77

POWL:

6.04

Martin Ratio

EMCR:

3.24

POWL:

10.95

Ulcer Index

EMCR:

4.93%

POWL:

20.45%

Daily Std Dev

EMCR:

16.15%

POWL:

91.85%

Max Drawdown

EMCR:

-34.28%

POWL:

-73.09%

Current Drawdown

EMCR:

-10.58%

POWL:

-25.77%

Returns By Period

In the year-to-date period, EMCR achieves a -0.18% return, which is significantly lower than POWL's 17.91% return.


EMCR

YTD

-0.18%

1M

-1.53%

6M

0.13%

1Y

13.44%

5Y*

3.16%

10Y*

N/A

POWL

YTD

17.91%

1M

6.32%

6M

90.34%

1Y

227.74%

5Y*

45.59%

10Y*

24.14%

*Annualized

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 Rank

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

EMCR
The Risk-Adjusted Performance Rank of EMCR is 3535
Overall Rank
The Sharpe Ratio Rank of EMCR is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of EMCR is 3737
Sortino Ratio Rank
The Omega Ratio Rank of EMCR is 3636
Omega Ratio Rank
The Calmar Ratio Rank of EMCR is 3535
Calmar Ratio Rank
The Martin Ratio Rank of EMCR is 3333
Martin Ratio Rank

POWL
The Risk-Adjusted Performance Rank of POWL is 9494
Overall Rank
The Sharpe Ratio Rank of POWL is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of POWL is 9494
Sortino Ratio Rank
The Omega Ratio Rank of POWL is 9191
Omega Ratio Rank
The Calmar Ratio Rank of POWL is 9999
Calmar Ratio Rank
The Martin Ratio Rank of POWL is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 0.99, compared to the broader market0.002.004.000.992.44
The chart of Sortino ratio for EMCR, currently valued at 1.47, compared to the broader market0.005.0010.001.473.38
The chart of Omega ratio for EMCR, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.181.41
The chart of Calmar ratio for EMCR, currently valued at 0.77, compared to the broader market0.005.0010.0015.0020.000.776.04
The chart of Martin ratio for EMCR, currently valued at 3.24, compared to the broader market0.0020.0040.0060.0080.00100.003.2410.95
EMCR
POWL

The current EMCR Sharpe Ratio is 0.99, which is lower than the POWL Sharpe Ratio of 2.44. 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.99
2.44
EMCR
POWL

Dividends

EMCR vs. POWL - Dividend Comparison

EMCR's dividend yield for the trailing twelve months is around 6.63%, more than POWL's 0.41% yield.


TTM20242023202220212020201920182017201620152014
EMCR
Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF
6.63%6.62%1.95%3.05%1.83%1.75%3.15%0.19%0.00%0.00%0.00%0.00%
POWL
Powell Industries, Inc.
0.41%0.48%1.19%2.96%3.53%3.53%2.12%4.16%3.63%2.67%4.00%2.06%

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%AugustSeptemberOctoberNovemberDecember2025
-10.58%
-25.77%
EMCR
POWL

Volatility

EMCR vs. POWL - Volatility Comparison

The current volatility for Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) is 3.74%, while Powell Industries, Inc. (POWL) has a volatility of 16.17%. 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%AugustSeptemberOctoberNovemberDecember2025
3.74%
16.17%
EMCR
POWL
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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.

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