PW vs. FLO

In the year-to-date period, PW achieves a -13.91% return, which is significantly lower than FLO's -8.66% return. Over the past 10 years, PW has underperformed FLO with an annualized return of -19.67%, while FLO has yielded a comparatively higher 1.94% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Power REIT (PW) and Flowers Foods, Inc. (FLO). 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 PW Sharpe Ratio is 0.39, which is higher than the FLO Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of PW and FLO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PW has not paid dividends to shareholders, while FLO's dividend yield for the trailing twelve months is around 5.03%.

The maximum PW drawdown since its inception was -99.48%, which is greater than FLO's maximum drawdown of -83.49%. Use the drawdown chart below to compare losses from any high point for PW and FLO. For additional features, visit the drawdowns tool.

Power REIT (PW) has a higher volatility of 15.91% compared to Flowers Foods, Inc. (FLO) at 7.12%. This indicates that PW's price experiences larger fluctuations and is considered to be riskier than FLO 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 Power REIT and Flowers Foods, 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.