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

Correlation

The correlation between AWK and YORW 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.


-0.50.00.51.00.4

Performance

AWK vs. YORW - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
815.28%
215.25%
AWK
YORW

Key characteristics

Sharpe Ratio

AWK:

-0.08

YORW:

-0.52

Sortino Ratio

AWK:

0.03

YORW:

-0.62

Omega Ratio

AWK:

1.00

YORW:

0.93

Calmar Ratio

AWK:

-0.04

YORW:

-0.32

Martin Ratio

AWK:

-0.21

YORW:

-1.23

Ulcer Index

AWK:

7.18%

YORW:

8.96%

Daily Std Dev

AWK:

19.92%

YORW:

21.07%

Max Drawdown

AWK:

-37.10%

YORW:

-46.68%

Current Drawdown

AWK:

-29.25%

YORW:

-33.23%

Fundamentals

Market Cap

AWK:

$25.18B

YORW:

$503.96M

EPS

AWK:

$5.04

YORW:

$1.48

PE Ratio

AWK:

25.63

YORW:

23.69

PEG Ratio

AWK:

2.89

YORW:

7.71

Total Revenue (TTM)

AWK:

$4.52B

YORW:

$74.19M

Gross Profit (TTM)

AWK:

$2.32B

YORW:

$48.64M

EBITDA (TTM)

AWK:

$2.47B

YORW:

$41.49M

Returns By Period

In the year-to-date period, AWK achieves a -2.43% return, which is significantly higher than YORW's -11.93% return. Over the past 10 years, AWK has outperformed YORW with an annualized return of 11.15%, while YORW has yielded a comparatively lower 5.42% annualized return.


AWK

YTD

-2.43%

1M

-8.68%

6M

-2.47%

1Y

-2.07%

5Y*

2.33%

10Y*

11.15%

YORW

YTD

-11.93%

1M

-5.75%

6M

-5.72%

1Y

-11.58%

5Y*

-4.44%

10Y*

5.42%

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. YORW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Water Works Company, Inc. (AWK) and The York Water Company (YORW). 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-4.00-2.000.002.00-0.08-0.52
The chart of Sortino ratio for AWK, currently valued at 0.03, compared to the broader market-4.00-2.000.002.004.000.03-0.62
The chart of Omega ratio for AWK, currently valued at 1.00, compared to the broader market0.501.001.502.001.000.93
The chart of Calmar ratio for AWK, currently valued at -0.04, compared to the broader market0.002.004.006.00-0.04-0.32
The chart of Martin ratio for AWK, currently valued at -0.21, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.21-1.23
AWK
YORW

The current AWK Sharpe Ratio is -0.08, which is higher than the YORW Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of AWK and YORW, 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
-0.08
-0.52
AWK
YORW

Dividends

AWK vs. YORW - Dividend Comparison

AWK's dividend yield for the trailing twelve months is around 2.38%, less than YORW's 2.52% 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%
YORW
The York Water Company
2.52%2.12%1.75%1.52%1.56%1.52%2.10%1.91%1.64%2.42%2.49%2.67%

Drawdowns

AWK vs. YORW - Drawdown Comparison

The maximum AWK drawdown since its inception was -37.10%, smaller than the maximum YORW drawdown of -46.68%. Use the drawdown chart below to compare losses from any high point for AWK and YORW. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-29.25%
-33.23%
AWK
YORW

Volatility

AWK vs. YORW - Volatility Comparison

American Water Works Company, Inc. (AWK) and The York Water Company (YORW) have volatilities of 5.39% and 5.23%, 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%JulyAugustSeptemberOctoberNovemberDecember
5.39%
5.23%
AWK
YORW

Financials

AWK vs. YORW - Financials Comparison

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