PW vs. FLO

Last updated Apr 1, 2026

Compare and contrast key facts about Power REIT (PW) and Flowers Foods, Inc. (FLO).

Performance

PW vs. FLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Power REIT (PW) and Flowers Foods, Inc. (FLO). The values are adjusted to include any dividend payments, if applicable.

PW vs. FLO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PW Power REIT	-2.89%	-34.19%	104.71%	-83.55%	-94.27%	157.92%	196.78%	60.71%	-9.06%	-12.25%
FLO Flowers Foods, Inc.	-23.22%	-43.63%	-4.34%	-18.63%	7.97%	25.63%	7.73%	21.80%	-0.93%	0.22%

Fundamentals

EPS PW : -$1.19 FLO : $0.40
PS Ratio PW : 1.39 FLO : 0.33
Total Revenue (TTM) PW : $2.08M FLO : $5.26B
Gross Profit (TTM) PW : $651.40K FLO : $2.53B
EBITDA (TTM) PW : $791.56K FLO : $495.11M

Returns By Period

In the year-to-date period, PW achieves a -2.89% return, which is significantly higher than FLO's -23.22% return. Over the past 10 years, PW has underperformed FLO with an annualized return of -15.62%, while FLO has yielded a comparatively higher -3.89% annualized return.

PW

• 1D: 10.42%
• 1M: -5.87%
• YTD: -2.89%
• 6M: -15.84%
• 1Y: -24.11%
• 3Y*: -38.95%
• 5Y*: -55.04%
• 10Y*: -15.62%

FLO

• 1D: -0.25%
• 1M: -12.25%
• YTD: -23.22%
• 6M: -34.69%
• 1Y: -53.39%
• 3Y*: -29.50%
• 5Y*: -15.61%
• 10Y*: -3.89%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

PW vs. FLO — Risk / Return Rank

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

PW

PW Risk / Return Rank: 31
PW Sharpe Ratio Rank: 28
PW Sortino Ratio Rank: 34
PW Omega Ratio Rank: 34
PW Calmar Ratio Rank: 29
PW Martin Ratio Rank: 29

FLO

FLO Risk / Return Rank: 2
FLO Sharpe Ratio Rank: 0
FLO Sortino Ratio Rank: 0
FLO Omega Ratio Rank: 1
FLO Calmar Ratio Rank: 2
FLO Martin Ratio Rank: 4

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.

PW vs. FLO - Risk-Adjusted Trends Comparison

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.

	PW	FLO	Difference
Sharpe ratio Return per unit of total volatility	-0.28	-1.74	+1.46
Sortino ratio Return per unit of downside risk	0.17	-2.86	+3.04
Omega ratio Gain probability vs. loss probability	1.02	0.67	+0.36
Calmar ratio Return relative to maximum drawdown	-0.42	-0.99	+0.57
Martin ratio Return relative to average drawdown	-0.75	-1.71	+0.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PW vs. FLO - Sharpe Ratio Comparison

The current PW Sharpe Ratio is -0.28, which is higher than the FLO Sharpe Ratio of -1.74. 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.

Sharpe Ratios by Period

	PW	FLO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.28	-1.74	+1.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.47	-0.67	+0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.17	-0.16	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.00	0.18	-0.17

Correlation

The correlation between PW and FLO is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

PW vs. FLO - Dividend Comparison

PW has not paid dividends to shareholders, while FLO's dividend yield for the trailing twelve months is around 12.18%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PW Power REIT	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FLO Flowers Foods, Inc.	12.18%	9.03%	4.60%	4.04%	3.03%	3.02%	3.49%	3.45%	3.84%	3.47%	3.13%	2.64%

Drawdowns

PW vs. FLO - Drawdown Comparison

The maximum PW drawdown since its inception was -99.48%, which is greater than FLO's maximum drawdown of -67.87%. Use the drawdown chart below to compare losses from any high point for PW and FLO.

Drawdown Indicators

	PW	FLO	Difference
Max Drawdown Largest peak-to-trough decline	-99.48%	-67.87%	-31.61%
Max Drawdown (1Y) Largest decline over 1 year	-63.82%	-54.05%	-9.77%
Max Drawdown (5Y) Largest decline over 5 years	-99.48%	-67.87%	-31.61%
Max Drawdown (10Y) Largest decline over 10 years	-99.48%	-67.87%	-31.61%
Current Drawdown Current decline from peak	-98.94%	-67.87%	-31.07%
Average Drawdown Average peak-to-trough decline	-24.83%	-20.38%	-4.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	35.82%	31.41%	+4.41%

Volatility

PW vs. FLO - Volatility Comparison

Power REIT (PW) has a higher volatility of 20.97% compared to Flowers Foods, Inc. (FLO) at 7.56%. 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.

Volatility by Period

	PW	FLO	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.97%	7.56%	+13.41%
Volatility (6M) Calculated over the trailing 6-month period	63.96%	24.72%	+39.24%
Volatility (1Y) Calculated over the trailing 1-year period	86.39%	30.69%	+55.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	117.88%	23.37%	+94.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	94.62%	24.56%	+70.06%

Financials