PW vs. NVDA
PW (Power REIT) and NVDA (NVIDIA Corporation) are both stocks. PW operates in REIT - Specialty (Real Estate), while NVDA operates in Semiconductors (Technology). Over the past 10 years, PW returned -15.02%/yr vs 68.84%/yr for NVDA. At a 0.06 correlation, their price movements are largely independent.
Performance
PW vs. NVDA - Performance Comparison
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Returns By Period
In the year-to-date period, PW achieves a 5.68% return, which is significantly lower than NVDA's 15.15% return. Over the past 10 years, PW has underperformed NVDA with an annualized return of -15.02%, while NVDA has yielded a comparatively higher 68.84% annualized return.
PW
- 1D
- 11.45%
- 1M
- 23.33%
- YTD
- 5.68%
- 6M
- -0.54%
- 1Y
- -19.47%
- 3Y*
- -21.19%
- 5Y*
- -53.92%
- 10Y*
- -15.02%
NVDA
- 1D
- -3.62%
- 1M
- 8.20%
- YTD
- 15.15%
- 6M
- 19.59%
- 1Y
- 52.10%
- 3Y*
- 76.15%
- 5Y*
- 65.05%
- 10Y*
- 68.84%
PW vs. NVDA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PW Power REIT | 5.68% | -34.19% | 104.71% | -83.55% | -94.27% | 157.92% | 196.78% | 60.71% | -9.09% | -12.22% |
NVDA NVIDIA Corporation | 15.15% | 38.92% | 171.25% | 239.02% | -50.26% | 125.48% | 122.30% | 76.94% | -30.82% | 81.99% |
Correlation
The correlation between PW and NVDA is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jan 25, 1999 | 0.06 |
The correlation between PW and NVDA shifts across timeframes, from 0.03 (1 year) to 0.14 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
PW:
-$1.19
NVDA:
$6.53
PW:
15.11
NVDA:
20.72
PW:
$2.08M
NVDA:
$253.49B
PW:
$651.40K
NVDA:
$187.95B
PW:
$791.56K
NVDA:
$192.76B
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Return for Risk
PW vs. NVDA — Risk / Return Rank
PW
NVDA
PW vs. NVDA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Power REIT (PW) and NVIDIA Corporation (NVDA). 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 | NVDA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.74 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.26 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 2.59 | -2.87 |
| Martin ratioReturn relative to average drawdown | -0.46 | 6.36 | -6.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PW | NVDA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.21 | 1.53 | -1.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.46 | 1.27 | -1.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.16 | 1.39 | -1.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.63 | -0.62 |
Drawdowns
PW vs. NVDA - Drawdown Comparison
The maximum PW drawdown since its inception was -99.48%, which is greater than NVDA's maximum drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for PW and NVDA.
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Drawdown Indicators
| PW | NVDA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.48% | -89.72% | -9.76% |
Max Drawdown (1Y)Largest decline over 1 year | -68.90% | -20.21% | -48.69% |
Max Drawdown (3Y)Largest decline over 3 years | -79.64% | -36.88% | -42.76% |
Max Drawdown (5Y)Largest decline over 5 years | -99.48% | -66.34% | -33.14% |
Max Drawdown (10Y)Largest decline over 10 years | -99.48% | -66.34% | -33.14% |
Current DrawdownCurrent decline from peak | -98.84% | -8.90% | -89.94% |
Average DrawdownAverage peak-to-trough decline | -25.12% | -36.21% | +11.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.78% | 8.21% | +34.57% |
Volatility
PW vs. NVDA - Volatility Comparison
Power REIT (PW) has a higher volatility of 31.85% compared to NVIDIA Corporation (NVDA) at 12.53%. This indicates that PW's price experiences larger fluctuations and is considered to be riskier than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PW | NVDA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 31.85% | 12.53% | +19.32% |
Volatility (6M)Calculated over the trailing 6-month period | 59.02% | 25.54% | +33.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 94.14% | 34.22% | +59.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 118.83% | 51.69% | +67.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 95.26% | 49.80% | +45.46% |
Dividends
PW vs. NVDA - Dividend Comparison
PW has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.02%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 0.02% | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% |
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% |
Financials
PW vs. NVDA - Financials Comparison
This section allows you to compare key financial metrics between Power REIT and NVIDIA 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
PW and NVDA have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PW has higher volatility (31.85%) compared to NVDA (12.53%). In terms of maximum drawdown, PW dropped -99.48% vs NVDA's -89.72%.
NVDA currently has the higher Sharpe Ratio (1.53 vs -0.21), 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.
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