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POWL vs. BTCC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

POWL vs. BTCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Powell Industries, Inc. (POWL) and Purpose Bitcoin CAD ETF Currency Hedged Units (BTCC.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

POWL is traded in USD, while BTCC.TO is traded in CAD. To make them comparable, the BTCC.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, POWL achieves a 179.92% return, which is significantly higher than BTCC.TO's -31.72% return.


POWL

1D
1.08%
1M
6.44%
YTD
179.92%
6M
168.05%
1Y
409.65%
3Y*
152.04%
5Y*
97.30%
10Y*
40.41%

BTCC.TO

1D
-0.11%
1M
-21.42%
YTD
-31.72%
6M
-31.57%
1Y
-43.20%
3Y*
23.87%
5Y*
5.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

POWL vs. BTCC.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
POWL
Powell Industries, Inc.
179.92%44.49%152.21%155.62%24.34%-5.29%
BTCC.TO
Purpose Bitcoin CAD ETF Currency Hedged Units
-31.72%-4.84%99.60%155.29%-67.82%-15.53%

Correlation

The correlation between POWL and BTCC.TO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.27

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

0.24

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2021

0.24

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Return for Risk

POWL vs. BTCC.TO — Risk / Return Rank

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

POWL
POWL Risk / Return Rank: 9898
Overall Rank
POWL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
POWL Sortino Ratio Rank: 9898
Sortino Ratio Rank
POWL Omega Ratio Rank: 9797
Omega Ratio Rank
POWL Calmar Ratio Rank: 9999
Calmar Ratio Rank
POWL Martin Ratio Rank: 9999
Martin Ratio Rank

BTCC.TO
BTCC.TO Risk / Return Rank: 22
Overall Rank
BTCC.TO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BTCC.TO Sortino Ratio Rank: 22
Sortino Ratio Rank
BTCC.TO Omega Ratio Rank: 22
Omega Ratio Rank
BTCC.TO Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCC.TO Martin Ratio Rank: 22
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.

POWL vs. BTCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Powell Industries, Inc. (POWL) and Purpose Bitcoin CAD ETF Currency Hedged Units (BTCC.TO). 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.


POWLBTCC.TODifference
Sharpe ratioReturn per unit of total volatility

+7.78

Sortino ratioReturn per unit of downside risk

+6.64

Omega ratioGain probability vs. loss probability

1.65

0.84

+0.81

Calmar ratioReturn relative to maximum drawdown

13.05

-0.83

+13.87

Martin ratioReturn relative to average drawdown

41.25

-1.43

+42.68

POWL vs. BTCC.TO - Sharpe Ratio Comparison

The current POWL Sharpe Ratio is 6.79, which is higher than the BTCC.TO Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of POWL and BTCC.TO, 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

POWL vs. BTCC.TO - Drawdown Comparison

The maximum POWL drawdown since its inception was -73.10%, smaller than the maximum BTCC.TO drawdown of -79.35%. Use the drawdown chart below to compare losses from any high point for POWL and BTCC.TO.


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Drawdown Indicators


POWLBTCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-73.10%

-79.35%

+6.25%

Max Drawdown (1Y)

Largest decline over 1 year

-30.88%

-52.97%

+22.09%

Max Drawdown (3Y)

Largest decline over 3 years

-55.76%

-52.97%

-2.79%

Max Drawdown (5Y)

Largest decline over 5 years

-55.76%

-79.35%

+23.59%

Max Drawdown (10Y)

Largest decline over 10 years

-68.85%

Current Drawdown

Current decline from peak

-7.68%

-51.79%

+44.11%

Average Drawdown

Average peak-to-trough decline

-36.08%

-36.75%

+0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.75%

30.54%

-20.79%

Volatility

POWL vs. BTCC.TO - Volatility Comparison

Powell Industries, Inc. (POWL) has a higher volatility of 17.69% compared to Purpose Bitcoin CAD ETF Currency Hedged Units (BTCC.TO) at 13.30%. This indicates that POWL's price experiences larger fluctuations and is considered to be riskier than BTCC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


POWLBTCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

17.69%

13.30%

+4.39%

Volatility (6M)

Calculated over the trailing 6-month period

44.22%

34.50%

+9.72%

Volatility (1Y)

Calculated over the trailing 1-year period

59.38%

44.02%

+15.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.36%

55.49%

+8.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.86%

56.68%

-1.82%

Dividends

POWL vs. BTCC.TO - Dividend Comparison

POWL's dividend yield for the trailing twelve months is around 0.12%, while BTCC.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BTCC.TO
Purpose Bitcoin CAD ETF Currency Hedged Units
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
POWL
Powell Industries, Inc.
0.12%0.34%0.48%1.19%2.96%3.53%3.53%2.12%4.16%3.63%2.67%4.00%

Frequently Asked Questions


POWL and BTCC.TO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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