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PWI.TO vs. MOAT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PWI.TO vs. MOAT - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Sustainable Power & Infrastructure Split Corp. (PWI.TO) and VanEck Vectors Morningstar Wide Moat ETF (MOAT). The values are adjusted to include any dividend payments, if applicable.

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PWI.TO vs. MOAT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PWI.TO
Sustainable Power & Infrastructure Split Corp.
16.15%29.36%58.91%-8.32%-15.79%7.81%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
-5.68%8.01%20.25%28.98%-7.51%10.73%
Different Trading Currencies

PWI.TO is traded in CAD, while MOAT is traded in USD. To make them comparable, the MOAT values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PWI.TO achieves a 16.15% return, which is significantly higher than MOAT's -5.68% return.


PWI.TO

1D
-0.17%
1M
-9.96%
YTD
16.15%
6M
17.63%
1Y
57.07%
3Y*
30.77%
5Y*
10Y*

MOAT

1D
-0.40%
1M
-7.92%
YTD
-5.68%
6M
-2.97%
1Y
8.36%
3Y*
11.65%
5Y*
10.15%
10Y*
14.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PWI.TO vs. MOAT — Risk / Return Rank

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

PWI.TO
PWI.TO Risk / Return Rank: 9292
Overall Rank
PWI.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PWI.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
PWI.TO Omega Ratio Rank: 9595
Omega Ratio Rank
PWI.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
PWI.TO Martin Ratio Rank: 9494
Martin Ratio Rank

MOAT
MOAT Risk / Return Rank: 3131
Overall Rank
MOAT Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MOAT Sortino Ratio Rank: 3232
Sortino Ratio Rank
MOAT Omega Ratio Rank: 3030
Omega Ratio Rank
MOAT Calmar Ratio Rank: 3232
Calmar Ratio Rank
MOAT Martin Ratio Rank: 3434
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.

PWI.TO vs. MOAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sustainable Power & Infrastructure Split Corp. (PWI.TO) and VanEck Vectors Morningstar Wide Moat ETF (MOAT). 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.


PWI.TOMOATDifference

Sharpe ratio

Return per unit of total volatility

2.40

0.43

+1.97

Sortino ratio

Return per unit of downside risk

3.00

0.73

+2.28

Omega ratio

Gain probability vs. loss probability

1.50

1.10

+0.40

Calmar ratio

Return relative to maximum drawdown

3.29

0.56

+2.74

Martin ratio

Return relative to average drawdown

15.12

1.74

+13.38

PWI.TO vs. MOAT - Sharpe Ratio Comparison

The current PWI.TO Sharpe Ratio is 2.40, which is higher than the MOAT Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of PWI.TO and MOAT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PWI.TOMOATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

0.43

+1.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.00

-0.40

Correlation

The correlation between PWI.TO and MOAT is 0.25, 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

PWI.TO vs. MOAT - Dividend Comparison

PWI.TO's dividend yield for the trailing twelve months is around 9.14%, more than MOAT's 1.46% yield.


TTM20252024202320222021202020192018201720162015
PWI.TO
Sustainable Power & Infrastructure Split Corp.
9.14%9.92%9.69%11.91%10.65%4.75%0.00%0.00%0.00%0.00%0.00%0.00%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
1.46%1.36%1.37%0.86%1.25%1.08%1.46%1.31%1.79%1.07%1.17%2.13%

Drawdowns

PWI.TO vs. MOAT - Drawdown Comparison

The maximum PWI.TO drawdown since its inception was -46.67%, which is greater than MOAT's maximum drawdown of -27.08%. Use the drawdown chart below to compare losses from any high point for PWI.TO and MOAT.


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Drawdown Indicators


PWI.TOMOATDifference

Max Drawdown

Largest peak-to-trough decline

-46.67%

-33.31%

-13.36%

Max Drawdown (1Y)

Largest decline over 1 year

-17.27%

-13.30%

-3.97%

Max Drawdown (5Y)

Largest decline over 5 years

-23.96%

Max Drawdown (10Y)

Largest decline over 10 years

-33.31%

Current Drawdown

Current decline from peak

-10.57%

-10.42%

-0.15%

Average Drawdown

Average peak-to-trough decline

-10.57%

-3.80%

-6.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

3.55%

+0.21%

Volatility

PWI.TO vs. MOAT - Volatility Comparison

The current volatility for Sustainable Power & Infrastructure Split Corp. (PWI.TO) is 3.78%, while VanEck Vectors Morningstar Wide Moat ETF (MOAT) has a volatility of 4.77%. This indicates that PWI.TO experiences smaller price fluctuations and is considered to be less risky than MOAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PWI.TOMOATDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

4.77%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

13.22%

10.37%

+2.85%

Volatility (1Y)

Calculated over the trailing 1-year period

23.91%

19.61%

+4.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.46%

16.17%

+9.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.46%

17.04%

+8.42%