GEV vs PWR: returns, Sharpe ratio and drawdown

Over the past year, PWR returned +59.41% against +57.56% for GEV. Over five years, GEV averaged +130.44% a year, compared with +43.72% for PWR. PWR had the higher Sharpe ratio over the past year (1.18 vs 1.05), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -24.57% for GEV and -28.54% for PWR.