PW vs. SPY

In the year-to-date period, PW achieves a -13.89% return, which is significantly lower than SPY's -3.30% return. Over the past 10 years, PW has underperformed SPY with an annualized return of -15.77%, while SPY has yielded a comparatively higher 12.33% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Power REIT (PW) and SPDR S&P 500 ETF (SPY). 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 0.91, which is higher than the SPY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of PW and SPY, 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 SPY's dividend yield for the trailing twelve months is around 1.27%.

The maximum PW drawdown since its inception was -99.48%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for PW and SPY. For additional features, visit the drawdowns tool.

The current volatility for Power REIT (PW) is 9.19%, while SPDR S&P 500 ETF (SPY) has a volatility of 12.36%. This indicates that PW experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.