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POWL vs. GLDM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

POWL vs. GLDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Powell Industries, Inc. (POWL) and SPDR Gold MiniShares Trust (GLDM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, POWL achieves a 177.61% return, which is significantly higher than GLDM's -2.40% return.


POWL

1D
1.46%
1M
0.75%
YTD
177.61%
6M
162.55%
1Y
372.00%
3Y*
146.47%
5Y*
94.19%
10Y*
40.56%

GLDM

1D
0.11%
1M
-7.40%
YTD
-2.40%
6M
-2.09%
1Y
22.58%
3Y*
29.27%
5Y*
17.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

POWL vs. GLDM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
POWL
Powell Industries, Inc.
177.61%44.49%152.21%155.62%24.34%3.60%-37.60%101.58%-27.15%
GLDM
SPDR Gold MiniShares Trust
-2.40%64.20%27.08%13.04%-0.47%-4.01%25.10%18.10%1.75%

Correlation

The correlation between POWL and GLDM is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.08

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

0.08

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2018

0.04

The correlation between POWL and GLDM shifts across timeframes, from 0.04 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

POWL vs. GLDM — 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: 9696
Omega Ratio Rank
POWL Calmar Ratio Rank: 9898
Calmar Ratio Rank
POWL Martin Ratio Rank: 9999
Martin Ratio Rank

GLDM
GLDM Risk / Return Rank: 2727
Overall Rank
GLDM Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLDM Omega Ratio Rank: 3131
Omega Ratio Rank
GLDM Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLDM Martin Ratio Rank: 2525
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. GLDM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Powell Industries, Inc. (POWL) and SPDR Gold MiniShares Trust (GLDM). 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.


POWLGLDMDifference
Sharpe ratioReturn per unit of total volatility

+5.14

Sortino ratioReturn per unit of downside risk

+3.59

Omega ratioGain probability vs. loss probability

1.60

1.19

+0.41

Calmar ratioReturn relative to maximum drawdown

11.71

1.00

+10.71

Martin ratioReturn relative to average drawdown

36.97

2.87

+34.10

POWL vs. GLDM - Sharpe Ratio Comparison

The current POWL Sharpe Ratio is 6.03, which is higher than the GLDM Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of POWL and GLDM, 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. GLDM - Drawdown Comparison

The maximum POWL drawdown since its inception was -73.10%, which is greater than GLDM's maximum drawdown of -24.35%. Use the drawdown chart below to compare losses from any high point for POWL and GLDM.


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Drawdown Indicators


POWLGLDMDifference

Max Drawdown

Largest peak-to-trough decline

-73.10%

-24.35%

-48.75%

Max Drawdown (1Y)

Largest decline over 1 year

-30.88%

-24.35%

-6.53%

Max Drawdown (3Y)

Largest decline over 3 years

-55.76%

-24.35%

-31.41%

Max Drawdown (5Y)

Largest decline over 5 years

-55.76%

-24.35%

-31.41%

Max Drawdown (10Y)

Largest decline over 10 years

-68.85%

Current Drawdown

Current decline from peak

-8.45%

-21.96%

+13.51%

Average Drawdown

Average peak-to-trough decline

-36.09%

-6.27%

-29.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.76%

8.44%

+1.32%

Volatility

POWL vs. GLDM - Volatility Comparison

Powell Industries, Inc. (POWL) has a higher volatility of 19.86% compared to SPDR Gold MiniShares Trust (GLDM) at 7.73%. This indicates that POWL's price experiences larger fluctuations and is considered to be riskier than GLDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


POWLGLDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.86%

7.73%

+12.13%

Volatility (6M)

Calculated over the trailing 6-month period

44.83%

23.93%

+20.90%

Volatility (1Y)

Calculated over the trailing 1-year period

59.91%

27.15%

+32.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.36%

18.13%

+46.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.84%

16.98%

+37.86%

Dividends

POWL vs. GLDM - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
GLDM
SPDR Gold MiniShares Trust
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 GLDM have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

POWL has higher volatility (19.86%) compared to GLDM (7.73%). In terms of maximum drawdown, POWL dropped -73.10% vs GLDM's -24.35%.

POWL currently has the higher Sharpe Ratio (6.03 vs 0.90), 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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