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American Water Works Company, Inc. (AWK) Sortino Ratio: -0.18

Equity · Currency in USD · Last updated Jul 14, 2026

American Water Works Company, Inc. is a regulated water and wastewater utility serving residential, commercial, industrial, and public authority customers across multiple U.S. states. The company owns and operates water and wastewater infrastructure and provides related utility services.

AWK's Sortino Ratio of -0.18 indicates that for each unit of downside volatility, it generates -0.18 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 14, 2026).

Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.

AWK Sortino Ratio Rank

AWK Sortino Ratio Rank: 29.730
Below Average

AWK ranks above 29.7% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with minimal downside volatility → Higher rank
  • Severe or frequent drawdowns → Lower rank
  • Upside volatility → No impact (Sortino doesn't penalize upside swings)

What you can do with this information

  • Returns may not adequately compensate for downside risk taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better downside protection
  • Assess whether downside exposure aligns with your portfolio goals

AWK Sortino Ratio Market Positioning

The chart shows AWK's Sortino Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.

  • Red zone (bottom 25%): -0.38 or lower
  • Yellow zone (middle 50%): -0.38 to 1.73
  • Green zone (top 25%): 1.73 or higher
  • Top 1%: 5.82+
  • Median: 0.62 — half of all investments score higher

How it compares to other similar stocks

The table compares American Water Works Company, Inc.'s Sortino Ratio with other stocks in the Utilities - Regulated Water industry across multiple time periods, showing how AWK's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jul 14, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
SBSCompanhia de Saneamento Básico do Estado de São Paulo - SABESP2.35
ARISAris Water Solutions, Inc.2.31
UUGRYUnited Utilities Group PLC ADR1.74
HTOH2O America1.66
ZWSZurn Water Solutions Corporation1.61
GGDVYGuangdong Investment Ltd1.45
TTAPYTTW Public Company Limited1.42
STRNYSevern Trent PLC PK1.27
AWRAmerican States Water Company1.19
CDZICadiz Inc.1.03
AWKAmerican Water Works Company, Inc.-0.18

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows AWK's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when AWK consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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