AWK vs. VOO
Compare and contrast key facts about American Water Works Company, Inc. (AWK) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AWK or VOO.
Performance
AWK vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, AWK achieves a 5.90% return, which is significantly lower than VOO's 25.02% return. Over the past 10 years, AWK has underperformed VOO with an annualized return of 12.27%, while VOO has yielded a comparatively higher 13.11% annualized return.
AWK
5.90%
-3.18%
3.45%
5.81%
4.40%
12.27%
VOO
25.02%
0.63%
11.74%
32.35%
15.50%
13.11%
Key characteristics
| AWK | VOO | |
|---|---|---|
| Sharpe Ratio | 0.34 | 2.67 |
| Sortino Ratio | 0.60 | 3.56 |
| Omega Ratio | 1.07 | 1.50 |
| Calmar Ratio | 0.18 | 3.85 |
| Martin Ratio | 0.99 | 17.51 |
| Ulcer Index | 6.77% | 1.86% |
| Daily Std Dev | 19.82% | 12.23% |
| Max Drawdown | -37.10% | -33.99% |
| Current Drawdown | -23.21% | -1.76% |
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Correlation
The correlation between AWK and VOO is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
AWK vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Water Works Company, Inc. (AWK) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
AWK vs. VOO - Dividend Comparison
AWK's dividend yield for the trailing twelve months is around 2.20%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AWK American Water Works Company, Inc. | 2.20% | 2.11% | 1.68% | 1.25% | 1.40% | 1.59% | 1.96% | 1.77% | 2.02% | 2.23% | 2.27% | 1.99% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
AWK vs. VOO - Drawdown Comparison
The maximum AWK drawdown since its inception was -37.10%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AWK and VOO. For additional features, visit the drawdowns tool.
Volatility
AWK vs. VOO - Volatility Comparison
American Water Works Company, Inc. (AWK) has a higher volatility of 6.51% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that AWK's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.