AWK vs. YORW

Last updated Jun 24, 2026

AWK (American Water Works Company, Inc.) and YORW (The York Water Company) are both stocks. Both operate in the Utilities - Regulated Water industry within the Utilities sector. Over the past 10 years, AWK returned 6.78%/yr vs 1.87%/yr for YORW. At a 0.43 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, AWK achieves a -1.63% return, which is significantly higher than YORW's -4.46% return. Over the past 10 years, AWK has outperformed YORW with an annualized return of 6.78%, while YORW has yielded a comparatively lower 1.87% annualized return.

AWK

• 1D: 1.34%
• 1M: 1.12%
• YTD: -1.63%
• 6M: -1.82%
• 1Y: -9.76%
• 3Y*: -2.29%
• 5Y*: -1.91%
• 10Y*: 6.78%

YORW

• 1D: 2.41%
• 1M: 1.14%
• YTD: -4.46%
• 6M: -6.22%
• 1Y: -5.27%
• 3Y*: -8.09%
• 5Y*: -6.12%
• 10Y*: 1.87%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AWK vs. YORW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AWK American Water Works Company, Inc.	-1.63%	7.40%	-3.53%	-11.68%	-17.89%	24.83%	26.88%	37.79%	1.32%	29.01%
YORW The York Water Company	-4.46%	0.08%	-13.23%	-12.40%	-7.93%	8.61%	2.67%	46.40%	-3.34%	-9.61%

Correlation

The correlation between AWK and YORW is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.59
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.60
Correlation (10Y) Calculated over the trailing 10-year period	0.54
Correlation (All Time) Calculated using the full available price history since Apr 23, 2008	0.43

The correlation between AWK and YORW shifts across timeframes, from 0.43 (all time) to 0.64 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS AWK : $5.65 YORW : $1.97
PE Ratio AWK : 22.40 YORW : 15.37
Total Revenue (TTM) AWK : $5.21B YORW : -$18.46M
Gross Profit (TTM) AWK : $2.27B YORW : -$40.05M
EBITDA (TTM) AWK : $2.48B YORW : $31.13M

Return for Risk

AWK vs. YORW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AWK

AWK Risk / Return Rank: 20
AWK Sharpe Ratio Rank: 22
AWK Sortino Ratio Rank: 20
AWK Omega Ratio Rank: 22
AWK Calmar Ratio Rank: 19
AWK Martin Ratio Rank: 17

YORW

YORW Risk / Return Rank: 28
YORW Sharpe Ratio Rank: 32
YORW Sortino Ratio Rank: 26
YORW Omega Ratio Rank: 27
YORW Calmar Ratio Rank: 30
YORW Martin Ratio Rank: 27

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AWK vs. YORW - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AWK	YORW	Difference
Sharpe ratio: Return per unit of total volatility	-0.45	-0.26	-0.19
Sortino ratio: Return per unit of downside risk	-0.52	-0.23	-0.29
Omega ratio: Gain probability vs. loss probability	0.94	0.97	-0.03
Calmar ratio: Return relative to maximum drawdown	-0.63	-0.38	-0.25
Martin ratio: Return relative to average drawdown	-1.14	-0.79	-0.35

AWK vs. YORW - Sharpe Ratio Comparison

The current AWK Sharpe Ratio is -0.45, which is lower than the YORW Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of AWK and YORW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	AWK	YORW	Difference
Max Drawdown Largest peak-to-trough decline	-37.10%	-46.68%	+9.58%
Max Drawdown (1Y) Largest decline over 1 year	-15.45%	-13.93%	-1.52%
Max Drawdown (3Y) Largest decline over 3 years	-22.24%	-27.44%	+5.20%
Max Drawdown (5Y) Largest decline over 5 years	-37.10%	-39.62%	+2.52%
Max Drawdown (10Y) Largest decline over 10 years	-37.10%	-39.62%	+2.52%
Current Drawdown Current decline from peak	-26.09%	-37.10%	+11.01%
Average Drawdown Average peak-to-trough decline	-9.53%	-13.09%	+3.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.58%	6.79%	+1.79%

Volatility

AWK vs. YORW - Volatility Comparison

American Water Works Company, Inc. (AWK) has a higher volatility of 6.45% compared to The York Water Company (YORW) at 5.80%. This indicates that AWK's price experiences larger fluctuations and is considered to be riskier than YORW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AWK	YORW	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.45%	5.80%	+0.65%
Volatility (6M) Calculated over the trailing 6-month period	15.73%	14.16%	+1.57%
Volatility (1Y) Calculated over the trailing 1-year period	21.79%	20.68%	+1.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.86%	22.84%	+0.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.74%	29.25%	-5.51%

Dividends

AWK vs. YORW - Dividend Comparison

AWK's dividend yield for the trailing twelve months is around 2.67%, less than YORW's 2.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AWK American Water Works Company, Inc.	2.67%	2.49%	2.41%	2.10%	1.68%	1.25%	1.40%	1.59%	1.96%	1.77%	2.02%	2.23%
YORW The York Water Company	2.96%	2.78%	2.60%	2.12%	1.75%	1.52%	1.56%	1.52%	2.10%	1.91%	1.64%	2.42%

Financials

Frequently Asked Questions

Can I hold both AWK and YORW in my portfolio?

AWK and YORW have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AWK or YORW?

AWK has higher volatility (6.45%) compared to YORW (5.80%). In terms of maximum drawdown, AWK dropped -37.10% vs YORW's -46.68%.

Which has better risk-adjusted returns?

YORW currently has the higher Sharpe Ratio (-0.26 vs -0.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.