POWWP vs. POWW

In the year-to-date period, POWWP achieves a -16.92% return, which is significantly higher than POWW's -52.64% return.

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This table presents a comparison of risk-adjusted performance metrics for AMMO, Inc. (POWWP) and AMMO, Inc. (POWW). 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 POWWP Sharpe Ratio is -0.53, which is higher than the POWW Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of POWWP and POWW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

POWWP's dividend yield for the trailing twelve months is around 11.57%, while POWW has not paid dividends to shareholders.

The maximum POWWP drawdown since its inception was -31.45%, smaller than the maximum POWW drawdown of -89.98%. Use the drawdown chart below to compare losses from any high point for POWWP and POWW. For additional features, visit the drawdowns tool.

AMMO, Inc. (POWWP) has a higher volatility of 20.24% compared to AMMO, Inc. (POWW) at 13.25%. This indicates that POWWP's price experiences larger fluctuations and is considered to be riskier than POWW 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.