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AWR vs. ABM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AWR vs. ABM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American States Water Company (AWR) and ABM Industries Incorporated (ABM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AWR achieves a 7.54% return, which is significantly higher than ABM's 1.73% return. Over the past 10 years, AWR has outperformed ABM with an annualized return of 8.51%, while ABM has yielded a comparatively lower 3.34% annualized return.


AWR

1D
-1.89%
1M
0.27%
YTD
7.54%
6M
8.56%
1Y
3.04%
3Y*
-3.03%
5Y*
1.21%
10Y*
8.51%

ABM

1D
-0.26%
1M
5.55%
YTD
1.73%
6M
-2.77%
1Y
-6.64%
3Y*
-0.78%
5Y*
-0.65%
10Y*
3.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AWR vs. ABM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AWR
American States Water Company
7.54%-4.32%-1.18%-11.43%-8.92%32.25%-6.75%31.19%17.91%29.76%
ABM
ABM Industries Incorporated
1.73%-15.53%16.35%3.04%10.73%9.81%2.14%20.39%-13.05%-6.13%

Correlation

The correlation between AWR and ABM is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Mar 27, 1990

0.29

Fundamentals

Market Cap

AWR:

$3.01B

ABM:

$2.51B

EPS

AWR:

$3.44

ABM:

$2.59

PE Ratio

AWR:

22.34

ABM:

16.37

PEG Ratio

AWR:

2.10

ABM:

0.50

PS Ratio

AWR:

4.39

ABM:

0.29

PB Ratio

AWR:

2.83

ABM:

1.43

Total Revenue (TTM)

AWR:

$679.25M

ABM:

$9.05B

Gross Profit (TTM)

AWR:

$303.17M

ABM:

$1.04B

EBITDA (TTM)

AWR:

$233.31M

ABM:

$398.40M

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Return for Risk

AWR vs. ABM — Risk / Return Rank

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

AWR
AWR Risk / Return Rank: 4444
Overall Rank
AWR Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
AWR Sortino Ratio Rank: 3939
Sortino Ratio Rank
AWR Omega Ratio Rank: 3939
Omega Ratio Rank
AWR Calmar Ratio Rank: 4848
Calmar Ratio Rank
AWR Martin Ratio Rank: 4848
Martin Ratio Rank

ABM
ABM Risk / Return Rank: 3131
Overall Rank
ABM Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
ABM Sortino Ratio Rank: 2828
Sortino Ratio Rank
ABM Omega Ratio Rank: 2828
Omega Ratio Rank
ABM Calmar Ratio Rank: 3333
Calmar Ratio Rank
ABM Martin Ratio Rank: 3232
Martin Ratio Rank
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.

AWR vs. ABM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American States Water Company (AWR) and ABM Industries Incorporated (ABM). 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.


AWRABMDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.04

0.98

+0.06

Calmar ratioReturn relative to maximum drawdown

0.26

-0.28

+0.54

Martin ratioReturn relative to average drawdown

0.47

-0.55

+1.02

AWR vs. ABM - Sharpe Ratio Comparison

The current AWR Sharpe Ratio is 0.15, which is higher than the ABM Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of AWR and ABM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AWRABMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

-0.24

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

-0.02

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.10

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.29

+0.10

Drawdowns

AWR vs. ABM - Drawdown Comparison

The maximum AWR drawdown since its inception was -37.39%, smaller than the maximum ABM drawdown of -59.64%. Use the drawdown chart below to compare losses from any high point for AWR and ABM.


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Drawdown Indicators


AWRABMDifference

Max Drawdown

Largest peak-to-trough decline

-37.39%

-59.64%

+22.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.55%

-23.78%

+12.23%

Max Drawdown (3Y)

Largest decline over 3 years

-25.36%

-34.37%

+9.01%

Max Drawdown (5Y)

Largest decline over 5 years

-32.85%

-34.37%

+1.52%

Max Drawdown (10Y)

Largest decline over 10 years

-32.85%

-52.00%

+19.15%

Current Drawdown

Current decline from peak

-17.98%

-24.96%

+6.98%

Average Drawdown

Average peak-to-trough decline

-10.81%

-14.82%

+4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.41%

12.19%

-5.78%

Volatility

AWR vs. ABM - Volatility Comparison

The current volatility for American States Water Company (AWR) is 4.82%, while ABM Industries Incorporated (ABM) has a volatility of 9.24%. This indicates that AWR experiences smaller price fluctuations and is considered to be less risky than ABM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AWRABMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

9.24%

-4.42%

Volatility (6M)

Calculated over the trailing 6-month period

15.05%

22.35%

-7.30%

Volatility (1Y)

Calculated over the trailing 1-year period

20.12%

27.65%

-7.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.65%

30.96%

-8.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.16%

33.80%

-7.64%

Dividends

AWR vs. ABM - Dividend Comparison

AWR's dividend yield for the trailing twelve months is around 2.62%, which matches ABM's 2.62% yield.


PositionTTM20252024202320222021202020192018201720162015
ABM
ABM Industries Incorporated
2.62%2.51%1.76%1.96%1.76%1.86%1.47%2.40%2.18%1.80%1.62%1.69%
AWR
American States Water Company
2.62%2.68%2.30%2.06%1.65%1.35%1.61%1.34%1.58%1.72%2.01%2.08%

Financials

AWR vs. ABM - Financials Comparison

This section allows you to compare key financial metrics between American States Water Company and ABM Industries Incorporated. 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


0.00500.00M1.00B1.50B2.00B20222023202420252026
169.19M
2.29B
(AWR) Total Revenue
(ABM) Total Revenue
Values in USD except per share items

AWR vs. ABM - Profitability Comparison

The chart below illustrates the profitability comparison between American States Water Company and ABM Industries Incorporated over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%202220232024202520260
12.1%
Portfolio components
AWR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, American States Water Company reported a gross profit of 0.00 and revenue of 169.19M. Therefore, the gross margin over that period was 0.0%.

ABM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ABM Industries Incorporated reported a gross profit of 277.00M and revenue of 2.29B. Therefore, the gross margin over that period was 12.1%.

AWR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, American States Water Company reported an operating income of 51.37M and revenue of 169.19M, resulting in an operating margin of 30.4%.

ABM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ABM Industries Incorporated reported an operating income of 86.90M and revenue of 2.29B, resulting in an operating margin of 3.8%.

AWR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, American States Water Company reported a net income of 29.95M and revenue of 169.19M, resulting in a net margin of 17.7%.

ABM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ABM Industries Incorporated reported a net income of 43.10M and revenue of 2.29B, resulting in a net margin of 1.9%.


Frequently Asked Questions


AWR and ABM have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ABM has higher volatility (9.24%) compared to AWR (4.82%). In terms of maximum drawdown, AWR dropped -37.39% vs ABM's -59.64%.

AWR currently has the higher Sharpe Ratio (0.15 vs -0.24), 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.

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