AWK vs. WM
Compare and contrast key facts about American Water Works Company, Inc. (AWK) and Waste Management, Inc. (WM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AWK or WM.
Performance
AWK vs. WM - Performance Comparison
Returns By Period
In the year-to-date period, AWK achieves a 6.84% return, which is significantly lower than WM's 23.49% return. Over the past 10 years, AWK has underperformed WM with an annualized return of 12.36%, while WM has yielded a comparatively higher 18.70% annualized return.
AWK
6.84%
-1.69%
4.24%
7.79%
4.85%
12.36%
WM
23.49%
3.29%
4.99%
29.36%
16.58%
18.70%
Fundamentals
| AWK | WM | |
|---|---|---|
| Market Cap | $26.87B | $87.81B |
| EPS | $5.04 | $6.54 |
| PE Ratio | 27.36 | 33.45 |
| PEG Ratio | 3.08 | 2.33 |
| Total Revenue (TTM) | $4.52B | $21.39B |
| Gross Profit (TTM) | $2.32B | $7.35B |
| EBITDA (TTM) | $2.47B | $6.15B |
Key characteristics
| AWK | WM | |
|---|---|---|
| Sharpe Ratio | 0.40 | 1.66 |
| Sortino Ratio | 0.69 | 2.18 |
| Omega Ratio | 1.08 | 1.36 |
| Calmar Ratio | 0.21 | 2.51 |
| Martin Ratio | 1.16 | 7.21 |
| Ulcer Index | 6.80% | 4.12% |
| Daily Std Dev | 19.78% | 17.96% |
| Max Drawdown | -37.10% | -77.85% |
| Current Drawdown | -22.52% | -3.06% |
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Correlation
The correlation between AWK and WM is 0.41, 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.
Risk-Adjusted Performance
AWK vs. WM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Water Works Company, Inc. (AWK) and Waste Management, Inc. (WM). 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. WM - Dividend Comparison
AWK's dividend yield for the trailing twelve months is around 2.18%, more than WM's 1.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AWK American Water Works Company, Inc. | 2.18% | 2.11% | 1.68% | 1.25% | 1.40% | 1.59% | 1.96% | 1.77% | 2.02% | 2.23% | 2.27% | 1.99% |
WM Waste Management, Inc. | 1.35% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% | 2.92% | 3.25% |
Drawdowns
AWK vs. WM - Drawdown Comparison
The maximum AWK drawdown since its inception was -37.10%, smaller than the maximum WM drawdown of -77.85%. Use the drawdown chart below to compare losses from any high point for AWK and WM. For additional features, visit the drawdowns tool.
Volatility
AWK vs. WM - Volatility Comparison
American Water Works Company, Inc. (AWK) and Waste Management, Inc. (WM) have volatilities of 6.61% and 6.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
AWK vs. WM - Financials Comparison
This section allows you to compare key financial metrics between American Water Works Company, Inc. and Waste Management, 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.
Total Revenue: Total amount of money received from sales and other business activities