CWCO vs. SBS
Compare and contrast key facts about Consolidated Water Co. Ltd. (CWCO) and Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS).
Performance
CWCO vs. SBS - Performance Comparison
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CWCO vs. SBS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CWCO Consolidated Water Co. Ltd. | -5.46% | 38.70% | -26.46% | 144.17% | 42.62% | -9.12% | -24.11% | 43.03% | -4.40% | 18.30% |
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 27.53% | 80.60% | -4.21% | 46.89% | 48.42% | -13.79% | -40.98% | 91.22% | -20.37% | 23.83% |
Fundamentals
CWCO:
$1.05
SBS:
$12.14
CWCO:
31.46
SBS:
2.49
CWCO:
0.12
SBS:
0.05
CWCO:
4.06
SBS:
0.55
CWCO:
$130.83M
SBS:
$37.34B
CWCO:
$46.58M
SBS:
$13.68B
CWCO:
$24.46M
SBS:
$14.20B
Returns By Period
In the year-to-date period, CWCO achieves a -5.46% return, which is significantly lower than SBS's 27.53% return. Over the past 10 years, CWCO has underperformed SBS with an annualized return of 12.93%, while SBS has yielded a comparatively higher 19.77% annualized return.
CWCO
- 1D
- 0.33%
- 1M
- -12.62%
- YTD
- -5.46%
- 6M
- -1.61%
- 1Y
- 37.70%
- 3Y*
- 28.24%
- 5Y*
- 22.46%
- 10Y*
- 12.93%
SBS
- 1D
- -1.02%
- 1M
- 2.72%
- YTD
- 27.53%
- 6M
- 29.71%
- 1Y
- 83.36%
- 3Y*
- 51.12%
- 5Y*
- 37.57%
- 10Y*
- 19.77%
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Return for Risk
CWCO vs. SBS — Risk / Return Rank
CWCO
SBS
CWCO vs. SBS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Consolidated Water Co. Ltd. (CWCO) and Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS). 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.
| CWCO | SBS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 2.52 | -1.22 |
Sortino ratioReturn per unit of downside risk | 1.91 | 3.17 | -1.26 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.40 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 6.33 | -4.48 |
Martin ratioReturn relative to average drawdown | 6.89 | 16.17 | -9.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CWCO | SBS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 2.52 | -1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 1.02 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.45 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.37 | -0.12 |
Correlation
The correlation between CWCO and SBS is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CWCO vs. SBS - Dividend Comparison
CWCO's dividend yield for the trailing twelve months is around 1.69%, less than SBS's 4.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CWCO Consolidated Water Co. Ltd. | 1.69% | 1.42% | 1.16% | 1.01% | 2.30% | 3.20% | 2.82% | 2.09% | 3.64% | 1.79% | 2.76% | 2.45% |
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 4.21% | 4.68% | 1.96% | 1.66% | 1.88% | 0.97% | 2.93% | 1.99% | 3.86% | 2.76% | 0.65% | 1.91% |
Drawdowns
CWCO vs. SBS - Drawdown Comparison
The maximum CWCO drawdown since its inception was -81.47%, which is greater than SBS's maximum drawdown of -76.49%. Use the drawdown chart below to compare losses from any high point for CWCO and SBS.
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Drawdown Indicators
| CWCO | SBS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.47% | -76.49% | -4.98% |
Max Drawdown (1Y)Largest decline over 1 year | -20.58% | -13.39% | -7.19% |
Max Drawdown (5Y)Largest decline over 5 years | -38.23% | -30.35% | -7.88% |
Max Drawdown (10Y)Largest decline over 10 years | -47.74% | -61.91% | +14.17% |
Current DrawdownCurrent decline from peak | -13.53% | -1.02% | -12.51% |
Average DrawdownAverage peak-to-trough decline | -38.41% | -25.82% | -12.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.52% | 5.24% | +0.28% |
Volatility
CWCO vs. SBS - Volatility Comparison
Consolidated Water Co. Ltd. (CWCO) has a higher volatility of 14.13% compared to Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS) at 13.02%. This indicates that CWCO's price experiences larger fluctuations and is considered to be riskier than SBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CWCO | SBS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.13% | 13.02% | +1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 22.11% | 23.56% | -1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.17% | 33.25% | -4.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.35% | 37.07% | +0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.96% | 43.62% | -5.66% |
Financials
CWCO vs. SBS - Financials Comparison
This section allows you to compare key financial metrics between Consolidated Water Co. Ltd. and Companhia de Saneamento Básico do Estado de São Paulo - SABESP. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
CWCO vs. SBS - Profitability Comparison
CWCO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Consolidated Water Co. Ltd. reported a gross profit of 12.95M and revenue of 35.12M. Therefore, the gross margin over that period was 36.9%.
SBS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Companhia de Saneamento Básico do Estado de São Paulo - SABESP reported a gross profit of 3.42B and revenue of 10.53B. Therefore, the gross margin over that period was 32.5%.
CWCO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Consolidated Water Co. Ltd. reported an operating income of 5.76M and revenue of 35.12M, resulting in an operating margin of 16.4%.
SBS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Companhia de Saneamento Básico do Estado de São Paulo - SABESP reported an operating income of 3.30B and revenue of 10.53B, resulting in an operating margin of 31.4%.
CWCO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Consolidated Water Co. Ltd. reported a net income of 5.53M and revenue of 35.12M, resulting in a net margin of 15.8%.
SBS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Companhia de Saneamento Básico do Estado de São Paulo - SABESP reported a net income of 2.52B and revenue of 10.53B, resulting in a net margin of 23.9%.