POWL vs. EMCR

Last updated Jun 4, 2026

POWL (Powell Industries, Inc.) is a stock, while EMCR (Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF) is Emerging Markets Equities fund tracking the Solactive ISS Emerging Markets Carbon Reduction & Climate Improvers Index - Benchmark TR Net. Over the past 5 years, POWL returned 95.35%/yr vs 9.02%/yr for EMCR. At a 0.36 correlation, their price movements are largely independent.

Performance

POWL vs. EMCR - Performance Comparison

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

Returns By Period

In the year-to-date period, POWL achieves a 182.31% return, which is significantly higher than EMCR's 23.20% return.

POWL

• 1D: 0.22%
• 1M: 11.07%
• YTD: 182.31%
• 6M: 178.20%
• 1Y: 419.37%
• 3Y*: 145.78%
• 5Y*: 95.35%
• 10Y*: 41.47%

EMCR

• 1D: -1.34%
• 1M: 8.67%
• YTD: 23.20%
• 6M: 25.84%
• 1Y: 50.54%
• 3Y*: 23.64%
• 5Y*: 9.02%
• 10Y*: —

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

POWL vs. EMCR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
POWL Powell Industries, Inc.	182.31%	44.49%	152.21%	155.62%	24.34%	3.60%	-37.60%	101.58%	-10.36%
EMCR Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF	23.20%	33.25%	9.69%	10.55%	-18.73%	5.54%	13.49%	22.41%	-1.76%

Correlation

The correlation between POWL and EMCR is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (5Y) Calculated over the trailing 5-year period	0.33
Correlation (All Time) Calculated using the full available price history since Dec 7, 2018	0.36

The correlation between POWL and EMCR shifts across timeframes, from 0.33 (5 years) to 0.48 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

POWL vs. EMCR — Risk / Return Rank

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

POWL

POWL Risk / Return Rank: 98
POWL Sharpe Ratio Rank: 99
POWL Sortino Ratio Rank: 98
POWL Omega Ratio Rank: 97
POWL Calmar Ratio Rank: 98
POWL Martin Ratio Rank: 99

EMCR

EMCR Risk / Return Rank: 76
EMCR Sharpe Ratio Rank: 79
EMCR Sortino Ratio Rank: 74
EMCR Omega Ratio Rank: 79
EMCR Calmar Ratio Rank: 73
EMCR Martin Ratio Rank: 74

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. EMCR - Risk-Adjusted Trends Comparison

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

	POWL	EMCR	Difference
Sharpe ratio Return per unit of total volatility	7.24	2.59	+4.65
Sortino ratio Return per unit of downside risk	5.38	3.36	+2.02
Omega ratio Gain probability vs. loss probability	1.67	1.47	+0.20
Calmar ratio Return relative to maximum drawdown	13.69	3.67	+10.03
Martin ratio Return relative to average drawdown	44.07	14.03	+30.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

POWL vs. EMCR - Sharpe Ratio Comparison

The current POWL Sharpe Ratio is 7.24, which is higher than the EMCR Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of POWL and EMCR, 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

	POWL	EMCR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	7.24	2.59	+4.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.50	0.47	+1.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.60	-0.32

Drawdowns

POWL vs. EMCR - Drawdown Comparison

The maximum POWL drawdown since its inception was -73.10%, which is greater than EMCR's maximum drawdown of -34.28%. Use the drawdown chart below to compare losses from any high point for POWL and EMCR.

Drawdown Indicators

	POWL	EMCR	Difference
Max Drawdown Largest peak-to-trough decline	-73.10%	-34.28%	-38.82%
Max Drawdown (1Y) Largest decline over 1 year	-30.88%	-13.84%	-17.04%
Max Drawdown (3Y) Largest decline over 3 years	-55.76%	-18.38%	-37.38%
Max Drawdown (5Y) Largest decline over 5 years	-55.76%	-34.28%	-21.48%
Max Drawdown (10Y) Largest decline over 10 years	-68.85%	—	—
Current Drawdown Current decline from peak	-6.90%	-1.34%	-5.56%
Average Drawdown Average peak-to-trough decline	-36.12%	-9.33%	-26.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.57%	3.61%	+5.96%

Volatility

POWL vs. EMCR - Volatility Comparison

Powell Industries, Inc. (POWL) has a higher volatility of 19.61% compared to Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) at 8.10%. This indicates that POWL's price experiences larger fluctuations and is considered to be riskier than EMCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	POWL	EMCR	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.61%	8.10%	+11.51%
Volatility (6M) Calculated over the trailing 6-month period	42.55%	16.90%	+25.65%
Volatility (1Y) Calculated over the trailing 1-year period	58.36%	19.60%	+38.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	64.06%	19.29%	+44.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.66%	19.86%	+34.80%

Dividends

POWL vs. EMCR - Dividend Comparison

POWL's dividend yield for the trailing twelve months is around 0.12%, less than EMCR's 1.97% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EMCR Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF	1.97%	2.43%	6.62%	1.95%	3.05%	1.83%	1.75%	3.15%	0.19%	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

Can I hold both POWL and EMCR in my portfolio?

POWL and EMCR have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, POWL or EMCR?

POWL has higher volatility (19.61%) compared to EMCR (8.10%). In terms of maximum drawdown, POWL dropped -73.10% vs EMCR's -34.28%.

Which has better risk-adjusted returns?

POWL currently has the higher Sharpe Ratio (7.24 vs 2.59), 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.