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PW vs. NVDA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PW vs. NVDA - Performance Comparison

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

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

PW vs. NVDA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

EPS

PW:

-$1.19

NVDA:

$6.53

PS Ratio

PW:

15.11

NVDA:

20.72

Total Revenue (TTM)

PW:

$2.08M

NVDA:

$253.49B

Gross Profit (TTM)

PW:

$651.40K

NVDA:

$187.95B

EBITDA (TTM)

PW:

$791.56K

NVDA:

$192.76B

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Return for Risk

PW vs. NVDA — Risk / Return Rank

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

PW
PW Risk / Return Rank: 3434
Overall Rank
PW Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PW Sortino Ratio Rank: 3939
Sortino Ratio Rank
PW Omega Ratio Rank: 3838
Omega Ratio Rank
PW Calmar Ratio Rank: 3232
Calmar Ratio Rank
PW Martin Ratio Rank: 3232
Martin Ratio Rank

NVDA
NVDA Risk / Return Rank: 7878
Overall Rank
NVDA Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
NVDA Sortino Ratio Rank: 7777
Sortino Ratio Rank
NVDA Omega Ratio Rank: 7373
Omega Ratio Rank
NVDA Calmar Ratio Rank: 7979
Calmar Ratio Rank
NVDA Martin Ratio Rank: 7979
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.

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.


PWNVDADifference
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

PW vs. NVDA - Sharpe Ratio Comparison

The current PW Sharpe Ratio is -0.21, which is lower than the NVDA Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of PW and NVDA, 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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Sharpe Ratios by Period


PWNVDADifference

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


PWNVDADifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-98.84%

-8.90%

-89.94%

Average Drawdown

Average peak-to-trough decline

-25.12%

-36.21%

+11.09%

Ulcer Index

Depth 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


PWNVDADifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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.


Quarterly
Annual

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


0.0020.00B40.00B60.00B80.00B20222023202420252026
513.11K
81.62B
(PW) Total Revenue
(NVDA) Total Revenue
Values in USD except per share items

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.

Portfolio Optimizer

Find the right allocation for PW and NVDA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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