POWL vs. PFIX
Compare and contrast key facts about Powell Industries, Inc. (POWL) and Simplify Interest Rate Hedge ETF (PFIX).
PFIX is an actively managed fund by Simplify Asset Management Inc.. It was launched on May 10, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: POWL or PFIX.
Performance
POWL vs. PFIX - Performance Comparison
Returns By Period
In the year-to-date period, POWL achieves a 255.17% return, which is significantly higher than PFIX's 28.89% return.
POWL
255.17%
15.14%
66.49%
270.69%
55.62%
25.41%
PFIX
28.89%
8.26%
7.75%
-0.02%
N/A
N/A
Key characteristics
| POWL | PFIX | |
|---|---|---|
| Sharpe Ratio | 3.06 | -0.04 |
| Sortino Ratio | 3.94 | 0.24 |
| Omega Ratio | 1.48 | 1.03 |
| Calmar Ratio | 7.35 | -0.04 |
| Martin Ratio | 15.31 | -0.11 |
| Ulcer Index | 17.69% | 15.44% |
| Daily Std Dev | 88.57% | 40.85% |
| Max Drawdown | -73.09% | -39.52% |
| Current Drawdown | -11.34% | -19.06% |
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Correlation
The correlation between POWL and PFIX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
POWL vs. PFIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Powell Industries, Inc. (POWL) and Simplify Interest Rate Hedge ETF (PFIX). 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.
Dividends
POWL vs. PFIX - Dividend Comparison
POWL's dividend yield for the trailing twelve months is around 0.34%, less than PFIX's 66.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
POWL Powell Industries, Inc. | 0.34% | 1.19% | 2.96% | 3.53% | 3.53% | 2.12% | 4.16% | 3.63% | 2.67% | 4.00% | 2.06% | 0.37% |
PFIX Simplify Interest Rate Hedge ETF | 66.16% | 80.99% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
POWL vs. PFIX - Drawdown Comparison
The maximum POWL drawdown since its inception was -73.09%, which is greater than PFIX's maximum drawdown of -39.52%. Use the drawdown chart below to compare losses from any high point for POWL and PFIX. For additional features, visit the drawdowns tool.
Volatility
POWL vs. PFIX - Volatility Comparison
Powell Industries, Inc. (POWL) has a higher volatility of 27.83% compared to Simplify Interest Rate Hedge ETF (PFIX) at 12.02%. This indicates that POWL's price experiences larger fluctuations and is considered to be riskier than PFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.