PWR vs. SN

Last updated Jul 21, 2026

PWR (Quanta Services, Inc.) and SN (SharkNinja Inc.) are both stocks. PWR operates in Engineering & Construction (Industrials), while SN operates in Furnishings, Fixtures & Appliances (Consumer Cyclical). Over the past year, PWR returned 56.98% vs 32.83% for SN. At a 0.32 correlation, their price movements are largely independent.

Performance

PWR vs. SN - Performance Comparison

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

Returns By Period

In the year-to-date period, PWR achieves a 49.97% return, which is significantly higher than SN's 36.58% return.

PWR

• 1D: 0.64%
• 1M: -9.91%
• 6M: 35.57%
• YTD: 49.97%
• 1Y: 56.98%
• 3Y*: 46.60%
• 5Y*: 48.08%
• 10Y*: 38.19%
• ALL TIME*: 17.05%

SN

• 1D: -1.10%
• 1M: 8.51%
• 6M: 20.28%
• YTD: 36.58%
• 1Y: 32.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 74.27%

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

PWR vs. SN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
PWR Quanta Services, Inc.	49.97%	33.70%	46.60%	7.73%
SN SharkNinja Inc.	36.58%	14.93%	90.27%	74.33%

Correlation

The correlation between PWR and SN is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (All Time) Calculated using the full available price history since Jul 31, 2023	0.32

Fundamentals

Market Cap PWR : $94.92B SN : $21.63B
EPS PWR : $7.28 SN : $4.96
PE Ratio PWR : 86.89 SN : 30.83
PEG Ratio PWR : 4.30 SN : 0.76
PS Ratio PWR : 3.20 SN : 4.20
PB Ratio PWR : 10.64 SN : 7.87
Total Revenue (TTM) PWR : $29.99B SN : $5.18B
Gross Profit (TTM) PWR : $4.08B SN : $3.22B
EBITDA (TTM) PWR : $2.40B SN : $1.06B

Return for Risk

PWR vs. SN — Risk / Return Rank

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

PWR

PWR Risk / Return Rank: 84
PWR Sharpe Ratio Rank: 85
PWR Sortino Ratio Rank: 82
PWR Omega Ratio Rank: 81
PWR Calmar Ratio Rank: 86
PWR Martin Ratio Rank: 88

SN

SN Risk / Return Rank: 68
SN Sharpe Ratio Rank: 71
SN Sortino Ratio Rank: 69
SN Omega Ratio Rank: 65
SN Calmar Ratio Rank: 68
SN Martin Ratio Rank: 68

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. SN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quanta Services, Inc. (PWR) and SharkNinja Inc. (SN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	PWR	SN	Difference
Sharpe ratio: Return per unit of total volatility	1.47	0.80	+0.67
Sortino ratio: Return per unit of downside risk	2.15	1.41	+0.74
Omega ratio: Gain probability vs. loss probability	1.27	1.16	+0.11
Calmar ratio: Return relative to maximum drawdown	2.87	1.09	+1.78
Martin ratio: Return relative to average drawdown	8.33	2.42	+5.91

PWR vs. SN - Sharpe Ratio Comparison

The current PWR Sharpe Ratio is 1.47, which is higher than the SN Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of PWR and SN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PWR vs. SN - Drawdown Comparison

The maximum PWR drawdown since its inception was -97.07%, which is greater than SN's maximum drawdown of -42.64%. Use the drawdown chart below to compare losses from any high point for PWR and SN.

Drawdown Indicators

	PWR	SN	Difference
Max Drawdown Largest peak-to-trough decline	-97.07%	-42.64%	-54.43%
Max Drawdown (1Y) Largest decline over 1 year	-19.94%	-30.23%	+10.29%
Max Drawdown (3Y) Largest decline over 3 years	-33.89%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-33.89%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-45.53%	—	—
Current Drawdown Current decline from peak	-19.43%	-1.10%	-18.33%
Average Drawdown Average peak-to-trough decline	-46.72%	-9.06%	-37.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.87%	13.61%	-6.74%

Volatility

PWR vs. SN - Volatility Comparison

Quanta Services, Inc. (PWR) has a higher volatility of 12.56% compared to SharkNinja Inc. (SN) at 10.33%. This indicates that PWR's price experiences larger fluctuations and is considered to be riskier than SN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PWR	SN	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.56%	10.33%	+2.23%
Volatility (6M) Calculated over the trailing 6-month period	30.89%	31.50%	-0.61%
Volatility (1Y) Calculated over the trailing 1-year period	38.96%	41.35%	-2.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.07%	53.99%	-17.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.90%	53.99%	-20.09%

Dividends

PWR vs. SN - Dividend Comparison

PWR's dividend yield for the trailing twelve months is around 0.07%, while SN has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
PWR Quanta Services, Inc.	0.07%	0.09%	0.09%	0.15%	0.25%	0.16%	0.29%	0.42%	0.13%
SN SharkNinja Inc.	0.00%	0.00%	0.00%	2.11%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both PWR and SN in my portfolio?

PWR and SN have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PWR or SN?

PWR has higher volatility (12.56%) compared to SN (10.33%). In terms of maximum drawdown, PWR dropped -97.07% vs SN's -42.64%.

Which has better risk-adjusted returns?

PWR currently has the higher Sharpe Ratio (1.47 vs 0.80), 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.