The more power you have the higher the trans loss,
This is due to all the trans getting hotter and more force on them thus adding more friction.
a 200 bhp car will lose less than a 500 bhp car and as there is more gears and shit in a 4x4 therewill be more lost.
but there is a small gain on a 4x4 car the front wheels do not need to be pushed so that unsprung weight and rotional mas is compensated for in the trans.