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AGR vs. AWK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AGR and AWK is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

AGR vs. AWK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avangrid, Inc. (AGR) and American Water Works Company, Inc. (AWK). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
41.94%
147.17%
AGR
AWK

Key characteristics

Sharpe Ratio

AGR:

0.82

AWK:

-0.23

Sortino Ratio

AGR:

1.60

AWK:

-0.18

Omega Ratio

AGR:

1.26

AWK:

0.98

Calmar Ratio

AGR:

0.38

AWK:

-0.12

Martin Ratio

AGR:

3.62

AWK:

-0.63

Ulcer Index

AGR:

4.29%

AWK:

7.11%

Daily Std Dev

AGR:

18.91%

AWK:

19.89%

Max Drawdown

AGR:

-44.27%

AWK:

-37.10%

Current Drawdown

AGR:

-25.06%

AWK:

-30.42%

Fundamentals

Market Cap

AGR:

$13.80B

AWK:

$25.18B

EPS

AGR:

$2.90

AWK:

$5.04

PE Ratio

AGR:

12.30

AWK:

25.63

PEG Ratio

AGR:

1.54

AWK:

2.89

Total Revenue (TTM)

AGR:

$8.72B

AWK:

$4.52B

Gross Profit (TTM)

AGR:

$2.69B

AWK:

$2.32B

EBITDA (TTM)

AGR:

$2.70B

AWK:

$2.47B

Returns By Period

In the year-to-date period, AGR achieves a 16.01% return, which is significantly higher than AWK's -4.05% return.


AGR

YTD

16.01%

1M

0.56%

6M

3.79%

1Y

17.02%

5Y*

-3.16%

10Y*

N/A

AWK

YTD

-4.05%

1M

-10.40%

6M

-3.88%

1Y

-3.18%

5Y*

1.99%

10Y*

11.11%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

AGR vs. AWK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avangrid, Inc. (AGR) and American Water Works Company, Inc. (AWK). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for AGR, currently valued at 0.82, compared to the broader market-4.00-2.000.002.000.82-0.23
The chart of Sortino ratio for AGR, currently valued at 1.60, compared to the broader market-4.00-2.000.002.004.001.60-0.18
The chart of Omega ratio for AGR, currently valued at 1.26, compared to the broader market0.501.001.502.001.260.98
The chart of Calmar ratio for AGR, currently valued at 0.38, compared to the broader market0.002.004.006.000.38-0.12
The chart of Martin ratio for AGR, currently valued at 3.62, compared to the broader market0.0010.0020.003.62-0.63
AGR
AWK

The current AGR Sharpe Ratio is 0.82, which is higher than the AWK Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of AGR and AWK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.82
-0.23
AGR
AWK

Dividends

AGR vs. AWK - Dividend Comparison

AGR's dividend yield for the trailing twelve months is around 4.93%, more than AWK's 2.43% yield.


TTM20232022202120202019201820172016201520142013
AGR
Avangrid, Inc.
4.93%5.43%4.09%3.53%3.87%3.44%3.48%3.42%4.56%0.00%0.00%0.00%
AWK
American Water Works Company, Inc.
2.43%2.11%1.68%1.25%1.40%1.59%1.96%1.77%2.02%2.23%2.27%1.99%

Drawdowns

AGR vs. AWK - Drawdown Comparison

The maximum AGR drawdown since its inception was -44.27%, which is greater than AWK's maximum drawdown of -37.10%. Use the drawdown chart below to compare losses from any high point for AGR and AWK. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-25.06%
-30.42%
AGR
AWK

Volatility

AGR vs. AWK - Volatility Comparison

The current volatility for Avangrid, Inc. (AGR) is 1.31%, while American Water Works Company, Inc. (AWK) has a volatility of 4.92%. This indicates that AGR experiences smaller price fluctuations and is considered to be less risky than AWK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
1.31%
4.92%
AGR
AWK

Financials

AGR vs. AWK - Financials Comparison

This section allows you to compare key financial metrics between Avangrid, Inc. and American Water Works Company, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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