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PRZO vs. SMR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PRZO vs. SMR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ParaZero Technologies Ltd. Ordinary Shares (PRZO) and NuScale Power Corporation (SMR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRZO achieves a -26.98% return, which is significantly higher than SMR's -30.20% return.


PRZO

1D
-3.06%
1M
7.50%
YTD
-26.98%
6M
-52.77%
1Y
-49.14%
3Y*
5Y*
10Y*

SMR

1D
3.34%
1M
-17.31%
YTD
-30.20%
6M
-46.07%
1Y
-75.51%
3Y*
5.43%
5Y*
-0.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRZO vs. SMR - Yearly Performance Comparison


2026 (YTD)202520242023
PRZO
ParaZero Technologies Ltd. Ordinary Shares
-26.98%-59.85%185.59%-82.62%
SMR
NuScale Power Corporation
-30.20%-20.97%444.98%-55.54%

Correlation

The correlation between PRZO and SMR is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2023

0.17

The correlation between PRZO and SMR shifts across timeframes, from 0.17 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

PRZO:

$11.14M

SMR:

$3.16B

EPS

PRZO:

-$0.33

SMR:

-$2.02

PS Ratio

PRZO:

13.95

SMR:

104.42

PB Ratio

PRZO:

11.25

SMR:

2.71

Total Revenue (TTM)

PRZO:

$741.37K

SMR:

$18.10M

Gross Profit (TTM)

PRZO:

-$40.47K

SMR:

$4.45M

EBITDA (TTM)

PRZO:

-$7.24M

SMR:

-$696.20M

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Return for Risk

PRZO vs. SMR — Risk / Return Rank

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

PRZO
PRZO Risk / Return Rank: 2424
Overall Rank
PRZO Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
PRZO Sortino Ratio Rank: 3030
Sortino Ratio Rank
PRZO Omega Ratio Rank: 3131
Omega Ratio Rank
PRZO Calmar Ratio Rank: 1919
Calmar Ratio Rank
PRZO Martin Ratio Rank: 1717
Martin Ratio Rank

SMR
SMR Risk / Return Rank: 1010
Overall Rank
SMR Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SMR Sortino Ratio Rank: 99
Sortino Ratio Rank
SMR Omega Ratio Rank: 1212
Omega Ratio Rank
SMR Calmar Ratio Rank: 66
Calmar Ratio Rank
SMR Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRZO vs. SMR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ParaZero Technologies Ltd. Ordinary Shares (PRZO) and NuScale Power Corporation (SMR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PRZOSMRDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+1.20

Omega ratioGain probability vs. loss probability

0.99

0.87

+0.12

Calmar ratioReturn relative to maximum drawdown

-0.64

-0.91

+0.27

Martin ratioReturn relative to average drawdown

-1.16

-1.32

+0.16

PRZO vs. SMR - Sharpe Ratio Comparison

The current PRZO Sharpe Ratio is -0.42, which is higher than the SMR Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of PRZO and SMR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PRZO vs. SMR - Drawdown Comparison

The maximum PRZO drawdown since its inception was -88.53%, roughly equal to the maximum SMR drawdown of -87.47%. Use the drawdown chart below to compare losses from any high point for PRZO and SMR.


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Drawdown Indicators


PRZOSMRDifference

Max Drawdown

Largest peak-to-trough decline

-88.53%

-87.47%

-1.06%

Max Drawdown (1Y)

Largest decline over 1 year

-76.78%

-82.86%

+6.08%

Max Drawdown (3Y)

Largest decline over 3 years

-82.86%

Max Drawdown (5Y)

Largest decline over 5 years

-87.47%

Current Drawdown

Current decline from peak

-85.45%

-81.49%

-3.96%

Average Drawdown

Average peak-to-trough decline

-74.24%

-35.08%

-39.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.41%

57.39%

-14.98%

Volatility

PRZO vs. SMR - Volatility Comparison

ParaZero Technologies Ltd. Ordinary Shares (PRZO) has a higher volatility of 50.24% compared to NuScale Power Corporation (SMR) at 28.93%. This indicates that PRZO's price experiences larger fluctuations and is considered to be riskier than SMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRZOSMRDifference

Volatility (1M)

Calculated over the trailing 1-month period

50.24%

28.93%

+21.31%

Volatility (6M)

Calculated over the trailing 6-month period

91.31%

69.57%

+21.74%

Volatility (1Y)

Calculated over the trailing 1-year period

117.45%

102.59%

+14.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

174.37%

93.50%

+80.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

174.37%

89.31%

+85.06%

Dividends

PRZO vs. SMR - Dividend Comparison

Neither PRZO nor SMR has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

PRZO vs. SMR - Financials Comparison

This section allows you to compare key financial metrics between ParaZero Technologies Ltd. Ordinary Shares and NuScale Power Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00M10.00M15.00M20.00M25.00M30.00M35.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
208.21K
0
(PRZO) Total Revenue
(SMR) Total Revenue
Values in USD except per share items

Frequently Asked Questions


PRZO and SMR have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRZO has higher volatility (50.24%) compared to SMR (28.93%). In terms of maximum drawdown, PRZO dropped -88.53% vs SMR's -87.47%.

PRZO currently has the higher Sharpe Ratio (-0.42 vs -0.74), 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.

Portfolio Optimizer

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