That's a winch solenoid, if I see 2 in and 2 out correctly. Signal wire that goes to it must be on the hot wire when it should be on a switched ignition wire. Or the solenoid is just bad and stuck in the closed position.

Welcome to Quadcrazy, what that part is your showing is the starting relay. If you disconnect the battery wire and hear a click then something is staying on that should not be. So what I would do is take a test light and take the positive wire off of the battery. Take the test light and connect the clip on the test light and connect it to then battery terminal. Then take the pointer part of the test light and touch the positive battery wire. With the key OFF you should not see the test light on. If you do then there is what’s called a draw on the battery. Could be a bad relay or an aftermarket part that was added to the atv.

Lol that’s great. Good stuff brother.

A couple of things to add. Avoid deep puddles either full of water or alcohol