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FRHC vs. PWR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FRHC vs. PWR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Freedom Holding Corp. (FRHC) and Quanta Services, Inc. (PWR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FRHC achieves a 13.58% return, which is significantly lower than PWR's 67.76% return.


FRHC

1D
-1.56%
1M
-2.60%
YTD
13.58%
6M
1.05%
1Y
-9.27%
3Y*
18.18%
5Y*
18.64%
10Y*

PWR

1D
3.58%
1M
-8.53%
YTD
67.76%
6M
61.62%
1Y
97.52%
3Y*
56.60%
5Y*
50.60%
10Y*
41.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRHC vs. PWR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRHC
Freedom Holding Corp.
13.58%-6.89%62.15%38.44%-16.02%35.12%252.89%76.03%29.87%236.51%
PWR
Quanta Services, Inc.
67.76%33.70%46.60%51.70%24.63%59.50%77.74%35.84%-22.93%4.52%

Correlation

The correlation between FRHC and PWR is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2017

0.30

The correlation between FRHC and PWR shifts across timeframes, from 0.15 (1 year) to 0.34 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

FRHC:

$0.04

PWR:

$7.29

PE Ratio

FRHC:

3.17K

PWR:

97.08

PEG Ratio

FRHC:

278.17

PWR:

4.81

PS Ratio

FRHC:

3.99

PWR:

3.58

Total Revenue (TTM)

FRHC:

$2.12B

PWR:

$29.99B

Gross Profit (TTM)

FRHC:

$1.05B

PWR:

$4.08B

EBITDA (TTM)

FRHC:

$542.59M

PWR:

$2.40B

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Return for Risk

FRHC vs. PWR — Risk / Return Rank

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

FRHC
FRHC Risk / Return Rank: 3333
Overall Rank
FRHC Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FRHC Sortino Ratio Rank: 3030
Sortino Ratio Rank
FRHC Omega Ratio Rank: 3030
Omega Ratio Rank
FRHC Calmar Ratio Rank: 3636
Calmar Ratio Rank
FRHC Martin Ratio Rank: 3636
Martin Ratio Rank

PWR
PWR Risk / Return Rank: 9393
Overall Rank
PWR Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PWR Sortino Ratio Rank: 9292
Sortino Ratio Rank
PWR Omega Ratio Rank: 9292
Omega Ratio Rank
PWR Calmar Ratio Rank: 9494
Calmar Ratio Rank
PWR Martin Ratio Rank: 9595
Martin Ratio Rank
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.

FRHC vs. PWR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Freedom Holding Corp. (FRHC) and Quanta Services, Inc. (PWR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FRHCPWRDifference
Sharpe ratioReturn per unit of total volatility

-2.88

Sortino ratioReturn per unit of downside risk

-3.40

Omega ratioGain probability vs. loss probability

0.99

1.44

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.23

5.73

-5.96

Martin ratioReturn relative to average drawdown

-0.40

18.09

-18.49

FRHC vs. PWR - Sharpe Ratio Comparison

The current FRHC Sharpe Ratio is -0.24, which is lower than the PWR Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of FRHC and PWR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FRHC vs. PWR - Drawdown Comparison

The maximum FRHC drawdown since its inception was -45.93%, smaller than the maximum PWR drawdown of -97.07%. Use the drawdown chart below to compare losses from any high point for FRHC and PWR.


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Drawdown Indicators


FRHCPWRDifference

Max Drawdown

Largest peak-to-trough decline

-45.93%

-97.07%

+51.14%

Max Drawdown (1Y)

Largest decline over 1 year

-41.08%

-17.11%

-23.97%

Max Drawdown (3Y)

Largest decline over 3 years

-41.08%

-33.89%

-7.19%

Max Drawdown (5Y)

Largest decline over 5 years

-45.93%

-33.89%

-12.04%

Max Drawdown (10Y)

Largest decline over 10 years

-45.53%

Current Drawdown

Current decline from peak

-27.32%

-9.87%

-17.45%

Average Drawdown

Average peak-to-trough decline

-11.70%

-46.84%

+35.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.29%

5.41%

+17.88%

Volatility

FRHC vs. PWR - Volatility Comparison

Freedom Holding Corp. (FRHC) and Quanta Services, Inc. (PWR) have volatilities of 13.08% and 13.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRHCPWRDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.08%

13.07%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

28.16%

30.74%

-2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

38.90%

37.12%

+1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.95%

35.79%

+2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.72%

33.78%

+13.94%

Dividends

FRHC vs. PWR - Dividend Comparison

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


PositionTTM20252024202320222021202020192018
FRHC
Freedom Holding Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PWR
Quanta Services, Inc.
0.06%0.09%0.09%0.15%0.25%0.16%0.29%0.42%0.13%

Financials

FRHC vs. PWR - Financials Comparison

This section allows you to compare key financial metrics between Freedom Holding Corp. and Quanta Services, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B20222023202420252026
615.57M
7.87B
(FRHC) Total Revenue
(PWR) Total Revenue
Values in USD except per share items

FRHC vs. PWR - Profitability Comparison

The chart below illustrates the profitability comparison between Freedom Holding Corp. and Quanta Services, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%20222023202420252026
57.6%
14.1%
Portfolio components
FRHC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Freedom Holding Corp. reported a gross profit of 354.51M and revenue of 615.57M. Therefore, the gross margin over that period was 57.6%.

PWR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Quanta Services, Inc. reported a gross profit of 1.11B and revenue of 7.87B. Therefore, the gross margin over that period was 14.1%.

FRHC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Freedom Holding Corp. reported an operating income of 199.99M and revenue of 615.57M, resulting in an operating margin of 32.5%.

PWR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Quanta Services, Inc. reported an operating income of 338.78M and revenue of 7.87B, resulting in an operating margin of 4.3%.

FRHC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Freedom Holding Corp. reported a net income of 76.24M and revenue of 615.57M, resulting in a net margin of 12.4%.

PWR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Quanta Services, Inc. reported a net income of 220.63M and revenue of 7.87B, resulting in a net margin of 2.8%.


Frequently Asked Questions


FRHC and PWR have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FRHC has higher volatility (13.08%) compared to PWR (13.07%). In terms of maximum drawdown, FRHC dropped -45.93% vs PWR's -97.07%.

PWR currently has the higher Sharpe Ratio (2.64 vs -0.24), 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.

Portfolio Optimizer

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