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

Correlation

The correlation between AWK and WMS is 0.19, 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.


-0.50.00.51.00.2

Performance

AWK vs. WMS - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
218.22%
697.99%
AWK
WMS

Key characteristics

Sharpe Ratio

AWK:

-0.08

WMS:

-0.41

Sortino Ratio

AWK:

0.03

WMS:

-0.36

Omega Ratio

AWK:

1.00

WMS:

0.95

Calmar Ratio

AWK:

-0.04

WMS:

-0.42

Martin Ratio

AWK:

-0.21

WMS:

-1.13

Ulcer Index

AWK:

7.18%

WMS:

13.41%

Daily Std Dev

AWK:

19.92%

WMS:

37.13%

Max Drawdown

AWK:

-37.10%

WMS:

-53.58%

Current Drawdown

AWK:

-29.25%

WMS:

-35.55%

Fundamentals

Market Cap

AWK:

$25.18B

WMS:

$9.44B

EPS

AWK:

$5.04

WMS:

$6.28

PE Ratio

AWK:

25.63

WMS:

19.39

PEG Ratio

AWK:

2.89

WMS:

1.02

Total Revenue (TTM)

AWK:

$4.52B

WMS:

$2.91B

Gross Profit (TTM)

AWK:

$2.32B

WMS:

$1.11B

EBITDA (TTM)

AWK:

$2.47B

WMS:

$881.15M

Returns By Period

In the year-to-date period, AWK achieves a -2.43% return, which is significantly higher than WMS's -17.80% return. Over the past 10 years, AWK has underperformed WMS with an annualized return of 11.15%, while WMS has yielded a comparatively higher 18.84% annualized return.


AWK

YTD

-2.43%

1M

-8.68%

6M

-2.47%

1Y

-2.07%

5Y*

2.33%

10Y*

11.15%

WMS

YTD

-17.80%

1M

-10.22%

6M

-30.24%

1Y

-18.37%

5Y*

24.67%

10Y*

18.84%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AWK vs. WMS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Water Works Company, Inc. (AWK) and Advanced Drainage Systems, Inc. (WMS). 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 AWK, currently valued at -0.08, compared to the broader market-4.00-2.000.002.00-0.08-0.41
The chart of Sortino ratio for AWK, currently valued at 0.03, compared to the broader market-4.00-2.000.002.004.000.03-0.36
The chart of Omega ratio for AWK, currently valued at 1.00, compared to the broader market0.501.001.502.001.000.95
The chart of Calmar ratio for AWK, currently valued at -0.04, compared to the broader market0.002.004.006.00-0.04-0.42
The chart of Martin ratio for AWK, currently valued at -0.21, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.21-1.13
AWK
WMS

The current AWK Sharpe Ratio is -0.08, which is higher than the WMS Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of AWK and WMS, 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.08
-0.41
AWK
WMS

Dividends

AWK vs. WMS - Dividend Comparison

AWK's dividend yield for the trailing twelve months is around 2.38%, more than WMS's 0.54% yield.


TTM20232022202120202019201820172016201520142013
AWK
American Water Works Company, Inc.
2.38%2.11%1.68%1.25%1.40%1.59%1.96%1.77%2.02%2.23%2.27%1.99%
WMS
Advanced Drainage Systems, Inc.
0.54%0.38%0.57%0.31%0.43%3.48%1.28%1.13%1.12%0.79%0.17%0.00%

Drawdowns

AWK vs. WMS - Drawdown Comparison

The maximum AWK drawdown since its inception was -37.10%, smaller than the maximum WMS drawdown of -53.58%. Use the drawdown chart below to compare losses from any high point for AWK and WMS. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-29.25%
-35.55%
AWK
WMS

Volatility

AWK vs. WMS - Volatility Comparison

The current volatility for American Water Works Company, Inc. (AWK) is 5.39%, while Advanced Drainage Systems, Inc. (WMS) has a volatility of 8.27%. This indicates that AWK experiences smaller price fluctuations and is considered to be less risky than WMS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.39%
8.27%
AWK
WMS

Financials

AWK vs. WMS - Financials Comparison

This section allows you to compare key financial metrics between American Water Works Company, Inc. and Advanced Drainage Systems, 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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