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Middlesex Water Company (MSEX) Sharpe Ratio: -0.52

MSEX's Sharpe Ratio of -0.52 indicates that for each unit of volatility, it generates -0.52 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

MSEX Sharpe Ratio Rank

MSEX Sharpe Ratio Rank: 17.618
Concerning

MSEX ranks above 17.6% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

MSEX Sharpe Ratio Market Positioning

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

  • Red zone (bottom 25%): -0.34 or lower
  • Yellow zone (middle 50%): -0.34 to 1.11
  • Green zone (top 25%): 1.11 or higher
  • Top 1%: 4.83+
  • Median: 0.28 — half of all investments score higher

How it compares to other similar stocks

The table compares Middlesex Water Company's Sharpe Ratio with other stocks in the Utilities - Regulated Water industry across multiple time periods, showing how MSEX'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 Apr 2, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SBSCompanhia de Saneamento Básico do Estado de São Paulo - SABESP2.52
UUGRYUnited Utilities Group PLC ADR1.93
STRNYSevern Trent PLC PK1.30
CWCOConsolidated Water Co. Ltd.1.30
ZWSZurn Water Solutions Corporation1.24
CDZICadiz Inc.1.20
GGDVYGuangdong Investment Ltd1.07
PEGRYPennon Group PLC ADR1.02
TTAPYTTW Public Company Limited0.58
HTOH2O America0.48
MSEXMiddlesex Water Company-0.52

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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

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Explore MSEX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

MSEX Sortino Ratio