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BKH vs. MSEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BKH vs. MSEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Black Hills Corporation (BKH) and Middlesex Water Company (MSEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with BKH having a 5.99% return and MSEX slightly lower at 5.78%. Both investments have delivered pretty close results over the past 10 years, with BKH having a 5.15% annualized return and MSEX not far behind at 4.97%.


BKH

1D
-0.81%
1M
-3.13%
YTD
5.99%
6M
4.93%
1Y
31.40%
3Y*
9.12%
5Y*
5.05%
10Y*
5.15%

MSEX

1D
-1.41%
1M
2.77%
YTD
5.78%
6M
4.49%
1Y
-3.59%
3Y*
-12.32%
5Y*
-7.76%
10Y*
4.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BKH vs. MSEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BKH
Black Hills Corporation
5.99%23.93%13.57%-19.95%3.08%18.86%-19.05%28.60%7.98%0.81%
MSEX
Middlesex Water Company
5.78%-1.65%-18.00%-15.19%-33.75%68.50%15.78%21.12%36.54%-4.92%

Correlation

The correlation between BKH and MSEX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.50

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

0.53

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

0.52

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

0.31

The correlation between BKH and MSEX shifts across timeframes, from 0.31 (all time) to 0.53 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

BKH:

$2.10

MSEX:

$3.22

PE Ratio

BKH:

34.46

MSEX:

16.34

PEG Ratio

BKH:

20.56

MSEX:

2.68

PS Ratio

BKH:

2.34

MSEX:

3.61

Total Revenue (TTM)

BKH:

$2.29B

MSEX:

$199.11M

Gross Profit (TTM)

BKH:

$596.90M

MSEX:

$66.33M

EBITDA (TTM)

BKH:

$554.70M

MSEX:

$86.27M

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Return for Risk

BKH vs. MSEX — Risk / Return Rank

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

BKH
BKH Risk / Return Rank: 8282
Overall Rank
BKH Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BKH Sortino Ratio Rank: 8080
Sortino Ratio Rank
BKH Omega Ratio Rank: 7878
Omega Ratio Rank
BKH Calmar Ratio Rank: 8484
Calmar Ratio Rank
BKH Martin Ratio Rank: 8787
Martin Ratio Rank

MSEX
MSEX Risk / Return Rank: 3535
Overall Rank
MSEX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
MSEX Sortino Ratio Rank: 3232
Sortino Ratio Rank
MSEX Omega Ratio Rank: 3232
Omega Ratio Rank
MSEX Calmar Ratio Rank: 3737
Calmar Ratio Rank
MSEX Martin Ratio Rank: 3737
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.

BKH vs. MSEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Black Hills Corporation (BKH) and Middlesex Water Company (MSEX). 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.


BKHMSEXDifference
Sharpe ratioReturn per unit of total volatility

+1.68

Sortino ratioReturn per unit of downside risk

+2.19

Omega ratioGain probability vs. loss probability

1.28

1.01

+0.27

Calmar ratioReturn relative to maximum drawdown

3.02

-0.17

+3.19

Martin ratioReturn relative to average drawdown

9.08

-0.30

+9.38

BKH vs. MSEX - Sharpe Ratio Comparison

The current BKH Sharpe Ratio is 1.56, which is higher than the MSEX Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of BKH and MSEX, 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


BKHMSEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

-0.12

+1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

-0.25

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.15

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.32

+0.12

Drawdowns

BKH vs. MSEX - Drawdown Comparison

The maximum BKH drawdown since its inception was -65.72%, which is greater than MSEX's maximum drawdown of -60.51%. Use the drawdown chart below to compare losses from any high point for BKH and MSEX.


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Drawdown Indicators


BKHMSEXDifference

Max Drawdown

Largest peak-to-trough decline

-65.72%

-60.51%

-5.21%

Max Drawdown (1Y)

Largest decline over 1 year

-10.45%

-21.04%

+10.59%

Max Drawdown (3Y)

Largest decline over 3 years

-23.55%

-44.52%

+20.97%

Max Drawdown (5Y)

Largest decline over 5 years

-36.98%

-60.51%

+23.53%

Max Drawdown (10Y)

Largest decline over 10 years

-40.45%

-60.51%

+20.06%

Current Drawdown

Current decline from peak

-5.14%

-52.07%

+46.93%

Average Drawdown

Average peak-to-trough decline

-16.20%

-12.86%

-3.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

12.07%

-8.60%

Volatility

BKH vs. MSEX - Volatility Comparison

Black Hills Corporation (BKH) has a higher volatility of 6.20% compared to Middlesex Water Company (MSEX) at 5.32%. This indicates that BKH's price experiences larger fluctuations and is considered to be riskier than MSEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKHMSEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.20%

5.32%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

15.66%

18.12%

-2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

20.27%

30.28%

-10.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.11%

31.16%

-9.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.39%

32.34%

-6.95%

Dividends

BKH vs. MSEX - Dividend Comparison

BKH's dividend yield for the trailing twelve months is around 3.82%, more than MSEX's 2.70% yield.


PositionTTM20252024202320222021202020192018201720162015
BKH
Black Hills Corporation
3.82%3.90%4.44%4.63%3.43%3.25%3.53%2.61%3.07%3.01%2.74%3.49%
MSEX
Middlesex Water Company
2.70%2.74%2.50%1.92%1.50%1.16%1.44%1.54%1.71%2.15%1.88%2.92%

Financials

BKH vs. MSEX - Financials Comparison

This section allows you to compare key financial metrics between Black Hills Corporation and Middlesex 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


0.00200.00M400.00M600.00M800.00M1.00B20222023202420252026
780.70M
48.71M
(BKH) Total Revenue
(MSEX) Total Revenue
Values in USD except per share items

BKH vs. MSEX - Profitability Comparison

The chart below illustrates the profitability comparison between Black Hills Corporation and Middlesex Water Company 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%10.0%20.0%30.0%40.0%50.0%60.0%2022202320242025202600
Portfolio components
BKH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Black Hills Corporation reported a gross profit of 0.00 and revenue of 780.70M. Therefore, the gross margin over that period was 0.0%.

MSEX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Middlesex Water Company reported a gross profit of 0.00 and revenue of 48.71M. Therefore, the gross margin over that period was 0.0%.

BKH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Black Hills Corporation reported an operating income of 201.90M and revenue of 780.70M, resulting in an operating margin of 25.9%.

MSEX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Middlesex Water Company reported an operating income of 13.10M and revenue of 48.71M, resulting in an operating margin of 26.9%.

BKH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Black Hills Corporation reported a net income of -2.10M and revenue of 780.70M, resulting in a net margin of -0.3%.

MSEX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Middlesex Water Company reported a net income of 10.61M and revenue of 48.71M, resulting in a net margin of 21.8%.


Frequently Asked Questions


BKH and MSEX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BKH has higher volatility (6.20%) compared to MSEX (5.32%). In terms of maximum drawdown, BKH dropped -65.72% vs MSEX's -60.51%.

BKH currently has the higher Sharpe Ratio (1.56 vs -0.12), 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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