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

Performance

AWR vs. AWK - Performance Comparison

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

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AWR vs. AWK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AWR
American States Water Company
5.06%-4.32%-1.18%-11.43%-8.92%32.25%-6.75%31.19%17.91%29.76%
AWK
American Water Works Company, Inc.
4.99%7.40%-3.53%-11.68%-17.89%24.83%26.88%37.79%1.32%29.01%

Fundamentals

Market Cap

AWR:

$2.92B

AWK:

$26.54B

EPS

AWR:

$3.37

AWK:

$5.70

PE Ratio

AWR:

22.42

AWK:

23.89

PS Ratio

AWR:

4.44

AWK:

5.16

PB Ratio

AWR:

2.80

AWK:

2.45

Total Revenue (TTM)

AWR:

$658.07M

AWK:

$5.14B

Gross Profit (TTM)

AWR:

$0.00

AWK:

$3.12B

EBITDA (TTM)

AWR:

$170.81M

AWK:

$1.70B

Returns By Period

The year-to-date returns for both stocks are quite close, with AWR having a 5.06% return and AWK slightly lower at 4.99%. Both investments have delivered pretty close results over the past 10 years, with AWR having a 8.71% annualized return and AWK not far ahead at 9.05%.


AWR

1D
-1.43%
1M
1.46%
YTD
5.06%
6M
4.56%
1Y
-1.33%
3Y*
-3.02%
5Y*
2.03%
10Y*
8.71%

AWK

1D
-1.97%
1M
0.04%
YTD
4.99%
6M
-0.93%
1Y
-5.43%
3Y*
-0.15%
5Y*
0.00%
10Y*
9.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

AWR vs. AWK — Risk / Return Rank

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

AWR
AWR Risk / Return Rank: 3737
Overall Rank
AWR Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
AWR Sortino Ratio Rank: 3131
Sortino Ratio Rank
AWR Omega Ratio Rank: 3131
Omega Ratio Rank
AWR Calmar Ratio Rank: 4242
Calmar Ratio Rank
AWR Martin Ratio Rank: 4242
Martin Ratio Rank

AWK
AWK Risk / Return Rank: 3131
Overall Rank
AWK Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
AWK Sortino Ratio Rank: 2626
Sortino Ratio Rank
AWK Omega Ratio Rank: 2727
Omega Ratio Rank
AWK Calmar Ratio Rank: 3434
Calmar Ratio Rank
AWK Martin Ratio Rank: 3434
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. AWK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American States Water Company (AWR) and American Water Works Company, Inc. (AWK). 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.


AWRAWKDifference

Sharpe ratio

Return per unit of total volatility

-0.07

-0.24

+0.17

Sortino ratio

Return per unit of downside risk

0.05

-0.18

+0.23

Omega ratio

Gain probability vs. loss probability

1.01

0.98

+0.03

Calmar ratio

Return relative to maximum drawdown

-0.01

-0.26

+0.26

Martin ratio

Return relative to average drawdown

-0.01

-0.50

+0.49

AWR vs. AWK - Sharpe Ratio Comparison

The current AWR Sharpe Ratio is -0.07, which is higher than the AWK Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of AWR and AWK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AWRAWKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

-0.24

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.00

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.38

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.60

-0.20

Correlation

The correlation between AWR and AWK is 0.60, 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.


Dividends

AWR vs. AWK - Dividend Comparison

AWR's dividend yield for the trailing twelve months is around 2.62%, more than AWK's 2.43% yield.


TTM20252024202320222021202020192018201720162015
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%
AWK
American Water Works Company, Inc.
2.43%2.49%2.41%2.10%1.68%1.25%1.40%1.59%1.96%1.77%2.02%2.23%

Drawdowns

AWR vs. AWK - Drawdown Comparison

The maximum AWR drawdown since its inception was -37.39%, roughly equal to the maximum AWK drawdown of -37.10%. Use the drawdown chart below to compare losses from any high point for AWR and AWK.


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Drawdown Indicators


AWRAWKDifference

Max Drawdown

Largest peak-to-trough decline

-37.39%

-37.10%

-0.29%

Max Drawdown (1Y)

Largest decline over 1 year

-12.36%

-17.61%

+5.25%

Max Drawdown (5Y)

Largest decline over 5 years

-32.85%

-37.10%

+4.25%

Max Drawdown (10Y)

Largest decline over 10 years

-32.85%

-37.10%

+4.25%

Current Drawdown

Current decline from peak

-19.87%

-21.12%

+1.25%

Average Drawdown

Average peak-to-trough decline

-10.77%

-9.33%

-1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.03%

9.14%

-2.11%

Volatility

AWR vs. AWK - Volatility Comparison

American States Water Company (AWR) and American Water Works Company, Inc. (AWK) have volatilities of 6.99% and 7.00%, 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.


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Volatility by Period


AWRAWKDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.99%

7.00%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

14.29%

16.48%

-2.19%

Volatility (1Y)

Calculated over the trailing 1-year period

19.97%

23.10%

-3.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.39%

22.77%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.28%

23.65%

+2.63%

Financials

AWR vs. AWK - Financials Comparison

This section allows you to compare key financial metrics between American States Water Company and American Water Works Company, 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


200.00M400.00M600.00M800.00M1.00B1.20B1.40BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
164.28M
1.27B
(AWR) Total Revenue
(AWK) Total Revenue
Values in USD except per share items