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PWR vs. FTLF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PWR vs. FTLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quanta Services, Inc. (PWR) and FitLife Brands Inc. Common Stock (FTLF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PWR achieves a 64.46% return, which is significantly higher than FTLF's -36.26% return. Over the past 10 years, PWR has underperformed FTLF with an annualized return of 40.58%, while FTLF has yielded a comparatively higher 49.37% annualized return.


PWR

1D
-0.19%
1M
-6.87%
YTD
64.46%
6M
49.89%
1Y
92.19%
3Y*
56.18%
5Y*
49.77%
10Y*
40.58%

FTLF

1D
5.07%
1M
8.59%
YTD
-36.26%
6M
-37.45%
1Y
-27.53%
3Y*
9.61%
5Y*
18.17%
10Y*
49.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PWR vs. FTLF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PWR
Quanta Services, Inc.
64.46%33.70%46.60%51.70%24.63%59.50%77.74%35.84%-22.93%12.22%
FTLF
FitLife Brands Inc. Common Stock
-36.26%-0.18%70.68%19.75%-0.31%196.30%53.19%3,182.89%78.96%-74.74%

Correlation

The correlation between PWR and FTLF is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2007

0.06

Fundamentals

EPS

PWR:

$7.29

FTLF:

$0.68

PE Ratio

PWR:

95.17

FTLF:

15.32

PEG Ratio

PWR:

4.72

FTLF:

1.69

PS Ratio

PWR:

3.51

FTLF:

1.47

Total Revenue (TTM)

PWR:

$29.99B

FTLF:

$70.56M

Gross Profit (TTM)

PWR:

$4.08B

FTLF:

$28.73M

EBITDA (TTM)

PWR:

$2.40B

FTLF:

$11.02M

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Return for Risk

PWR vs. FTLF — Risk / Return Rank

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

PWR
PWR Risk / Return Rank: 9393
Overall Rank
PWR Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PWR Sortino Ratio Rank: 9191
Sortino Ratio Rank
PWR Omega Ratio Rank: 9191
Omega Ratio Rank
PWR Calmar Ratio Rank: 9696
Calmar Ratio Rank
PWR Martin Ratio Rank: 9595
Martin Ratio Rank

FTLF
FTLF Risk / Return Rank: 2121
Overall Rank
FTLF Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FTLF Sortino Ratio Rank: 2020
Sortino Ratio Rank
FTLF Omega Ratio Rank: 2020
Omega Ratio Rank
FTLF Calmar Ratio Rank: 2626
Calmar Ratio Rank
FTLF Martin Ratio Rank: 2222
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.

PWR vs. FTLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quanta Services, Inc. (PWR) and FitLife Brands Inc. Common Stock (FTLF). 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.


PWRFTLFDifference
Sharpe ratioReturn per unit of total volatility

+3.10

Sortino ratioReturn per unit of downside risk

+3.82

Omega ratioGain probability vs. loss probability

1.43

0.93

+0.50

Calmar ratioReturn relative to maximum drawdown

7.45

-0.48

+7.93

Martin ratioReturn relative to average drawdown

17.97

-0.99

+18.96

PWR vs. FTLF - Sharpe Ratio Comparison

The current PWR Sharpe Ratio is 2.55, which is higher than the FTLF Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of PWR and FTLF, 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


PWRFTLFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.55

-0.54

+3.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.41

0.40

+1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.21

0.16

+1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.02

+0.33

Drawdowns

PWR vs. FTLF - Drawdown Comparison

The maximum PWR drawdown since its inception was -97.07%, roughly equal to the maximum FTLF drawdown of -99.68%. Use the drawdown chart below to compare losses from any high point for PWR and FTLF.


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Drawdown Indicators


PWRFTLFDifference

Max Drawdown

Largest peak-to-trough decline

-97.07%

-99.68%

+2.61%

Max Drawdown (1Y)

Largest decline over 1 year

-12.45%

-57.23%

+44.78%

Max Drawdown (3Y)

Largest decline over 3 years

-33.89%

-57.23%

+23.34%

Max Drawdown (5Y)

Largest decline over 5 years

-33.89%

-57.23%

+23.34%

Max Drawdown (10Y)

Largest decline over 10 years

-45.53%

-89.06%

+43.53%

Current Drawdown

Current decline from peak

-11.64%

-50.05%

+38.41%

Average Drawdown

Average peak-to-trough decline

-46.86%

-70.92%

+24.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.15%

27.76%

-22.61%

Volatility

PWR vs. FTLF - Volatility Comparison

The current volatility for Quanta Services, Inc. (PWR) is 11.16%, while FitLife Brands Inc. Common Stock (FTLF) has a volatility of 16.37%. This indicates that PWR experiences smaller price fluctuations and is considered to be less risky than FTLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PWRFTLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.16%

16.37%

-5.21%

Volatility (6M)

Calculated over the trailing 6-month period

29.60%

36.76%

-7.16%

Volatility (1Y)

Calculated over the trailing 1-year period

36.37%

51.05%

-14.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.62%

45.16%

-9.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.70%

305.91%

-272.21%

Dividends

PWR vs. FTLF - Dividend Comparison

PWR's dividend yield for the trailing twelve months is around 0.06%, while FTLF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
FTLF
FitLife Brands Inc. Common Stock
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PWR
Quanta Services, Inc.
0.06%0.09%0.09%0.15%0.25%0.16%0.29%0.42%0.13%

Financials

PWR vs. FTLF - Financials Comparison

This section allows you to compare key financial metrics between Quanta Services, Inc. and FitLife Brands Inc. Common Stock. 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


0.002.00B4.00B6.00B8.00B20222023202420252026
7.87B
23.49M
(PWR) Total Revenue
(FTLF) Total Revenue
Values in USD except per share items

Frequently Asked Questions


PWR and FTLF have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTLF has higher volatility (16.37%) compared to PWR (11.16%). In terms of maximum drawdown, PWR dropped -97.07% vs FTLF's -99.68%.

PWR currently has the higher Sharpe Ratio (2.55 vs -0.54), 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 PWR and FTLF

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