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PWR vs. VH2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PWR vs. VH2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quanta Services, Inc. (PWR) and Friedrich Vorwerk Group SE (VH2.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PWR is traded in USD, while VH2.DE is traded in EUR. To make them comparable, the VH2.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PWR achieves a 67.76% return, which is significantly higher than VH2.DE's -20.09% return.


PWR

1D
3.58%
1M
-8.53%
YTD
67.76%
6M
61.62%
1Y
97.52%
3Y*
56.60%
5Y*
50.60%
10Y*
41.17%

VH2.DE

1D
6.60%
1M
-12.70%
YTD
-20.09%
6M
-19.45%
1Y
12.44%
3Y*
85.88%
5Y*
9.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PWR vs. VH2.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PWR
Quanta Services, Inc.
67.76%33.70%46.60%51.70%24.63%39.61%
VH2.DE
Friedrich Vorwerk Group SE
-20.09%239.49%67.29%-26.65%-26.57%-41.36%

Correlation

The correlation between PWR and VH2.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.23

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

0.21

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2021

0.21

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Return for Risk

PWR vs. VH2.DE — 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: 9494
Sharpe Ratio Rank
PWR Sortino Ratio Rank: 9292
Sortino Ratio Rank
PWR Omega Ratio Rank: 9292
Omega Ratio Rank
PWR Calmar Ratio Rank: 9494
Calmar Ratio Rank
PWR Martin Ratio Rank: 9595
Martin Ratio Rank

VH2.DE
VH2.DE Risk / Return Rank: 5050
Overall Rank
VH2.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VH2.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
VH2.DE Omega Ratio Rank: 4848
Omega Ratio Rank
VH2.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
VH2.DE Martin Ratio Rank: 4949
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. VH2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quanta Services, Inc. (PWR) and Friedrich Vorwerk Group SE (VH2.DE). 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.


PWRVH2.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.43

Sortino ratioReturn per unit of downside risk

+2.56

Omega ratioGain probability vs. loss probability

1.44

1.09

+0.36

Calmar ratioReturn relative to maximum drawdown

5.73

0.27

+5.47

Martin ratioReturn relative to average drawdown

18.09

0.58

+17.51

PWR vs. VH2.DE - Sharpe Ratio Comparison

The current PWR Sharpe Ratio is 2.64, which is higher than the VH2.DE Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of PWR and VH2.DE, 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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Drawdowns

PWR vs. VH2.DE - Drawdown Comparison

The maximum PWR drawdown since its inception was -97.07%, which is greater than VH2.DE's maximum drawdown of -84.51%. Use the drawdown chart below to compare losses from any high point for PWR and VH2.DE.


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Drawdown Indicators


PWRVH2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-97.07%

-84.51%

-12.56%

Max Drawdown (1Y)

Largest decline over 1 year

-17.11%

-46.42%

+29.31%

Max Drawdown (3Y)

Largest decline over 3 years

-33.89%

-46.42%

+12.53%

Max Drawdown (5Y)

Largest decline over 5 years

-33.89%

-83.17%

+49.28%

Max Drawdown (10Y)

Largest decline over 10 years

-45.53%

Current Drawdown

Current decline from peak

-9.87%

-37.98%

+28.11%

Average Drawdown

Average peak-to-trough decline

-46.84%

-46.85%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.41%

21.54%

-16.13%

Volatility

PWR vs. VH2.DE - Volatility Comparison

The current volatility for Quanta Services, Inc. (PWR) is 13.07%, while Friedrich Vorwerk Group SE (VH2.DE) has a volatility of 16.41%. This indicates that PWR experiences smaller price fluctuations and is considered to be less risky than VH2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PWRVH2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.07%

16.41%

-3.34%

Volatility (6M)

Calculated over the trailing 6-month period

30.74%

41.54%

-10.80%

Volatility (1Y)

Calculated over the trailing 1-year period

37.12%

57.75%

-20.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.79%

54.16%

-18.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.78%

53.40%

-19.62%

Dividends

PWR vs. VH2.DE - Dividend Comparison

PWR's dividend yield for the trailing twelve months is around 0.06%, less than VH2.DE's 1.69% yield.


PositionTTM20252024202320222021202020192018
PWR
Quanta Services, Inc.
0.06%0.09%0.09%0.15%0.25%0.16%0.29%0.42%0.13%
VH2.DE
Friedrich Vorwerk Group SE
1.69%0.37%0.44%0.77%0.91%0.00%0.00%0.00%0.00%

Financials

PWR vs. VH2.DE - Financials Comparison

This section allows you to compare key financial metrics between Quanta Services, Inc. and Friedrich Vorwerk Group SE. 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


Please note, different currencies. PWR values in USD, VH2.DE values in EUR

Frequently Asked Questions


PWR and VH2.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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