POWW vs. POWWP

In the year-to-date period, POWW achieves a 52.73% return, which is significantly higher than POWWP's 3.96% return.

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This table presents a comparison of risk-adjusted performance metrics for AMMO, Inc. (POWW) and AMMO, Inc. (POWWP). 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 current POWW Sharpe Ratio is -0.26, which is comparable to the POWWP Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of POWW and POWWP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

POWW has not paid dividends to shareholders, while POWWP's dividend yield for the trailing twelve months is around 10.94%.

The maximum POWW drawdown since its inception was -90.01%, which is greater than POWWP's maximum drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for POWW and POWWP. For additional features, visit the drawdowns tool.

AMMO, Inc. (POWW) has a higher volatility of 20.02% compared to AMMO, Inc. (POWWP) at 10.41%. This indicates that POWW's price experiences larger fluctuations and is considered to be riskier than POWWP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between AMMO, Inc. and AMMO, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.