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

Performance

AWK vs. WTRG - Performance Comparison

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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.27%
7.95%
AWK
WTRG

Returns By Period

In the year-to-date period, AWK achieves a 6.40% return, which is significantly lower than WTRG's 9.41% return. Over the past 10 years, AWK has outperformed WTRG with an annualized return of 12.36%, while WTRG has yielded a comparatively lower 6.86% annualized return.


AWK

YTD

6.40%

1M

-2.84%

6M

8.27%

1Y

7.63%

5Y (annualized)

4.76%

10Y (annualized)

12.36%

WTRG

YTD

9.41%

1M

-1.07%

6M

7.95%

1Y

16.88%

5Y (annualized)

0.73%

10Y (annualized)

6.86%

Fundamentals


AWKWTRG
Market Cap$27.05B$10.70B
EPS$5.04$1.99
PE Ratio27.5419.57
PEG Ratio3.082.67
Total Revenue (TTM)$4.52B$1.96B
Gross Profit (TTM)$2.32B$891.75M
EBITDA (TTM)$2.47B$1.08B

Key characteristics


AWKWTRG
Sharpe Ratio0.390.80
Sortino Ratio0.661.22
Omega Ratio1.081.15
Calmar Ratio0.210.51
Martin Ratio1.123.24
Ulcer Index6.83%5.22%
Daily Std Dev19.82%21.21%
Max Drawdown-37.10%-47.95%
Current Drawdown-22.85%-19.70%

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Correlation

-0.50.00.51.00.7

The correlation between AWK and WTRG is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

AWK vs. WTRG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Water Works Company, Inc. (AWK) and Essential Utilities, Inc. (WTRG). 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 0.39, compared to the broader market-4.00-2.000.002.004.000.390.80
The chart of Sortino ratio for AWK, currently valued at 0.66, compared to the broader market-4.00-2.000.002.004.000.661.22
The chart of Omega ratio for AWK, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.15
The chart of Calmar ratio for AWK, currently valued at 0.21, compared to the broader market0.002.004.006.000.210.51
The chart of Martin ratio for AWK, currently valued at 1.12, compared to the broader market0.0010.0020.0030.001.123.24
AWK
WTRG

The current AWK Sharpe Ratio is 0.39, which is lower than the WTRG Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of AWK and WTRG, 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.39
0.80
AWK
WTRG

Dividends

AWK vs. WTRG - Dividend Comparison

AWK's dividend yield for the trailing twelve months is around 2.19%, less than WTRG's 3.20% yield.


TTM20232022202120202019201820172016201520142013
AWK
American Water Works Company, Inc.
2.19%2.11%1.68%1.25%1.40%1.59%1.96%1.77%2.02%2.23%2.27%1.99%
WTRG
Essential Utilities, Inc.
3.20%3.18%2.33%1.93%2.05%1.93%2.48%2.02%2.46%2.30%2.37%2.48%

Drawdowns

AWK vs. WTRG - Drawdown Comparison

The maximum AWK drawdown since its inception was -37.10%, smaller than the maximum WTRG drawdown of -47.95%. Use the drawdown chart below to compare losses from any high point for AWK and WTRG. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-22.85%
-19.70%
AWK
WTRG

Volatility

AWK vs. WTRG - Volatility Comparison

American Water Works Company, Inc. (AWK) and Essential Utilities, Inc. (WTRG) have volatilities of 6.44% and 6.55%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
6.44%
6.55%
AWK
WTRG

Financials

AWK vs. WTRG - Financials Comparison

This section allows you to compare key financial metrics between American Water Works Company, Inc. and Essential Utilities, 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