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POWL vs. PFIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between POWL and PFIX is -0.07. 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.


-0.50.00.51.0
Correlation: -0.1

Performance

POWL vs. PFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Powell Industries, Inc. (POWL) and Simplify Interest Rate Hedge ETF (PFIX). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
466.13%
96.75%
POWL
PFIX

Key characteristics

Sharpe Ratio

POWL:

0.37

PFIX:

0.13

Sortino Ratio

POWL:

1.19

PFIX:

0.50

Omega Ratio

POWL:

1.14

PFIX:

1.05

Calmar Ratio

POWL:

0.55

PFIX:

0.14

Martin Ratio

POWL:

1.04

PFIX:

0.35

Ulcer Index

POWL:

29.74%

PFIX:

15.23%

Daily Std Dev

POWL:

84.03%

PFIX:

40.15%

Max Drawdown

POWL:

-73.09%

PFIX:

-39.52%

Current Drawdown

POWL:

-46.93%

PFIX:

-13.19%

Returns By Period

In the year-to-date period, POWL achieves a -15.71% return, which is significantly lower than PFIX's 1.70% return.


POWL

YTD

-15.71%

1M

0.68%

6M

-26.47%

1Y

28.23%

5Y*

56.63%

10Y*

21.60%

PFIX

YTD

1.70%

1M

5.76%

6M

10.83%

1Y

-0.80%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

POWL vs. PFIX — Risk-Adjusted Performance Rank

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

POWL
The Risk-Adjusted Performance Rank of POWL is 6969
Overall Rank
The Sharpe Ratio Rank of POWL is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of POWL is 7171
Sortino Ratio Rank
The Omega Ratio Rank of POWL is 6767
Omega Ratio Rank
The Calmar Ratio Rank of POWL is 7575
Calmar Ratio Rank
The Martin Ratio Rank of POWL is 6565
Martin Ratio Rank

PFIX
The Risk-Adjusted Performance Rank of PFIX is 3131
Overall Rank
The Sharpe Ratio Rank of PFIX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of PFIX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of PFIX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of PFIX is 3131
Calmar Ratio Rank
The Martin Ratio Rank of PFIX is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for POWL, currently valued at 0.37, compared to the broader market-2.00-1.000.001.002.003.00
POWL: 0.37
PFIX: 0.13
The chart of Sortino ratio for POWL, currently valued at 1.19, compared to the broader market-6.00-4.00-2.000.002.004.00
POWL: 1.19
PFIX: 0.50
The chart of Omega ratio for POWL, currently valued at 1.14, compared to the broader market0.501.001.502.00
POWL: 1.14
PFIX: 1.05
The chart of Calmar ratio for POWL, currently valued at 0.55, compared to the broader market0.001.002.003.004.005.00
POWL: 0.55
PFIX: 0.14
The chart of Martin ratio for POWL, currently valued at 1.04, compared to the broader market-5.000.005.0010.0015.0020.00
POWL: 1.04
PFIX: 0.35

The current POWL Sharpe Ratio is 0.37, which is higher than the PFIX Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of POWL and PFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.37
0.13
POWL
PFIX

Dividends

POWL vs. PFIX - Dividend Comparison

POWL's dividend yield for the trailing twelve months is around 0.57%, less than PFIX's 3.29% yield.


TTM20242023202220212020201920182017201620152014
POWL
Powell Industries, Inc.
0.57%0.48%1.19%2.96%3.53%3.53%2.12%4.16%3.63%2.67%4.00%2.06%
PFIX
Simplify Interest Rate Hedge ETF
3.29%3.40%80.99%0.63%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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-46.93%
-13.19%
POWL
PFIX

Volatility

POWL vs. PFIX - Volatility Comparison

Powell Industries, Inc. (POWL) has a higher volatility of 20.06% compared to Simplify Interest Rate Hedge ETF (PFIX) at 16.33%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
20.06%
16.33%
POWL
PFIX