PW vs. XLK

In the year-to-date period, PW achieves a -18.05% return, which is significantly lower than XLK's -0.52% return. Over the past 10 years, PW has underperformed XLK with an annualized return of -14.76%, while XLK has yielded a comparatively higher 19.65% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Power REIT (PW) and Technology Select Sector SPDR Fund (XLK). 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 0.36, which is comparable to the XLK Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of PW and XLK, 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 XLK's dividend yield for the trailing twelve months is around 0.68%.

The maximum PW drawdown since its inception was -99.48%, which is greater than XLK's maximum drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for PW and XLK.

Power REIT (PW) has a higher volatility of 7.21% compared to Technology Select Sector SPDR Fund (XLK) at 6.47%. This indicates that PW's price experiences larger fluctuations and is considered to be riskier than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.