POWL vs. STIP
POWL (Powell Industries, Inc.) is a stock, while STIP (iShares 0-5 Year TIPS Bond ETF) is Inflation-Protected Bonds fund tracking the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). Over the past 10 years, POWL returned 41.47%/yr vs 3.18%/yr for STIP. At a correlation of -0.01, they often move in opposite directions.
Performance
POWL vs. STIP - Performance Comparison
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Returns By Period
In the year-to-date period, POWL achieves a 182.31% return, which is significantly higher than STIP's 2.04% return. Over the past 10 years, POWL has outperformed STIP with an annualized return of 41.47%, while STIP has yielded a comparatively lower 3.18% annualized 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%
STIP
- 1D
- 0.00%
- 1M
- 0.03%
- YTD
- 2.04%
- 6M
- 2.03%
- 1Y
- 4.68%
- 3Y*
- 5.23%
- 5Y*
- 3.37%
- 10Y*
- 3.18%
POWL vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
POWL Powell Industries, Inc. | 182.31% | 44.49% | 152.21% | 155.62% | 24.34% | 3.60% | -37.60% | 101.58% | -9.92% | -24.00% |
STIP iShares 0-5 Year TIPS Bond ETF | 2.04% | 6.03% | 4.77% | 4.63% | -3.02% | 5.68% | 5.18% | 4.89% | 0.54% | 0.74% |
Correlation
The correlation between POWL and STIP is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2010 | -0.01 |
The correlation between POWL and STIP shifts across timeframes, from -0.10 (1 year) to 0.00 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
POWL vs. STIP — Risk / Return Rank
POWL
STIP
POWL vs. STIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Powell Industries, Inc. (POWL) and iShares 0-5 Year TIPS Bond ETF (STIP). 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 | STIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.67 | 1.69 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 13.69 | 6.76 | +6.93 |
| Martin ratioReturn relative to average drawdown | 44.07 | 26.37 | +17.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| POWL | STIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 7.24 | 3.23 | +4.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.50 | 1.23 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 1.30 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 1.07 | -0.78 |
Drawdowns
POWL vs. STIP - Drawdown Comparison
The maximum POWL drawdown since its inception was -73.10%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for POWL and STIP.
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Drawdown Indicators
| POWL | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.10% | -5.50% | -67.60% |
Max Drawdown (1Y)Largest decline over 1 year | -30.88% | -0.69% | -30.19% |
Max Drawdown (3Y)Largest decline over 3 years | -55.76% | -0.95% | -54.81% |
Max Drawdown (5Y)Largest decline over 5 years | -55.76% | -5.50% | -50.26% |
Max Drawdown (10Y)Largest decline over 10 years | -68.85% | -5.50% | -63.35% |
Current DrawdownCurrent decline from peak | -6.90% | -0.03% | -6.87% |
Average DrawdownAverage peak-to-trough decline | -36.12% | -0.99% | -35.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.57% | 0.18% | +9.39% |
Volatility
POWL vs. STIP - Volatility Comparison
Powell Industries, Inc. (POWL) has a higher volatility of 19.61% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.40%. This indicates that POWL's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| POWL | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.61% | 0.40% | +19.21% |
Volatility (6M)Calculated over the trailing 6-month period | 42.55% | 0.99% | +41.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.36% | 1.46% | +56.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.06% | 2.75% | +61.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.66% | 2.45% | +52.21% |
Dividends
POWL vs. STIP - Dividend Comparison
POWL's dividend yield for the trailing twelve months is around 0.12%, less than STIP's 4.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
STIP iShares 0-5 Year TIPS Bond ETF | 4.30% | 4.11% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% | 0.00% |
Frequently Asked Questions
POWL and STIP have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
POWL has higher volatility (19.61%) compared to STIP (0.40%). In terms of maximum drawdown, POWL dropped -73.10% vs STIP's -5.50%.
POWL currently has the higher Sharpe Ratio (7.24 vs 3.23), 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.
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