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CWCO vs. SJW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CWCO and SJW is 0.36, 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.


Performance

CWCO vs. SJW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Consolidated Water Co. Ltd. (CWCO) and SJW Group (SJW). The values are adjusted to include any dividend payments, if applicable.

1,800.00%2,000.00%2,200.00%2,400.00%2,600.00%2,800.00%December2025FebruaryMarchAprilMay
2,117.36%
2,104.00%
CWCO
SJW

Key characteristics

Sharpe Ratio

CWCO:

-0.36

SJW:

0.02

Sortino Ratio

CWCO:

-0.30

SJW:

0.22

Omega Ratio

CWCO:

0.96

SJW:

1.02

Calmar Ratio

CWCO:

-0.31

SJW:

0.01

Martin Ratio

CWCO:

-0.92

SJW:

0.04

Ulcer Index

CWCO:

12.72%

SJW:

10.98%

Daily Std Dev

CWCO:

32.58%

SJW:

25.93%

Max Drawdown

CWCO:

-81.47%

SJW:

-54.53%

Current Drawdown

CWCO:

-38.23%

SJW:

-30.85%

Fundamentals

Market Cap

CWCO:

$368.79M

SJW:

$1.89B

EPS

CWCO:

$1.12

SJW:

$3.00

PE Ratio

CWCO:

20.69

SJW:

18.29

PEG Ratio

CWCO:

2.24

SJW:

3.83

PS Ratio

CWCO:

2.75

SJW:

2.51

PB Ratio

CWCO:

1.76

SJW:

1.39

Total Revenue (TTM)

CWCO:

$94.28M

SJW:

$766.66M

Gross Profit (TTM)

CWCO:

$31.75M

SJW:

$414.86M

EBITDA (TTM)

CWCO:

$18.03M

SJW:

$295.77M

Returns By Period

In the year-to-date period, CWCO achieves a -11.12% return, which is significantly lower than SJW's 11.77% return. Over the past 10 years, CWCO has outperformed SJW with an annualized return of 9.96%, while SJW has yielded a comparatively lower 8.65% annualized return.


CWCO

YTD

-11.12%

1M

-2.44%

6M

-10.95%

1Y

-14.22%

5Y*

12.28%

10Y*

9.96%

SJW

YTD

11.77%

1M

6.40%

6M

-2.77%

1Y

-0.30%

5Y*

0.72%

10Y*

8.65%

*Annualized

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Risk-Adjusted Performance

CWCO vs. SJW — Risk-Adjusted Performance Rank

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

CWCO
The Risk-Adjusted Performance Rank of CWCO is 3131
Overall Rank
The Sharpe Ratio Rank of CWCO is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of CWCO is 2929
Sortino Ratio Rank
The Omega Ratio Rank of CWCO is 3030
Omega Ratio Rank
The Calmar Ratio Rank of CWCO is 3333
Calmar Ratio Rank
The Martin Ratio Rank of CWCO is 3131
Martin Ratio Rank

SJW
The Risk-Adjusted Performance Rank of SJW is 4848
Overall Rank
The Sharpe Ratio Rank of SJW is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of SJW is 4343
Sortino Ratio Rank
The Omega Ratio Rank of SJW is 4242
Omega Ratio Rank
The Calmar Ratio Rank of SJW is 5252
Calmar Ratio Rank
The Martin Ratio Rank of SJW is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CWCO vs. SJW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Consolidated Water Co. Ltd. (CWCO) and SJW Group (SJW). 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.


The current CWCO Sharpe Ratio is -0.36, which is lower than the SJW Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of CWCO and SJW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.00December2025FebruaryMarchAprilMay
-0.36
0.02
CWCO
SJW

Dividends

CWCO vs. SJW - Dividend Comparison

CWCO's dividend yield for the trailing twelve months is around 1.86%, less than SJW's 2.24% yield.


TTM20242023202220212020201920182017201620152014
CWCO
Consolidated Water Co. Ltd.
1.86%1.16%1.01%2.30%3.20%2.82%2.09%3.64%1.79%2.76%2.45%2.81%
SJW
SJW Group
2.24%3.25%2.33%1.77%1.86%1.85%1.69%2.01%1.63%1.45%2.63%2.33%

Drawdowns

CWCO vs. SJW - Drawdown Comparison

The maximum CWCO drawdown since its inception was -81.47%, which is greater than SJW's maximum drawdown of -54.53%. Use the drawdown chart below to compare losses from any high point for CWCO and SJW. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%December2025FebruaryMarchAprilMay
-38.23%
-30.85%
CWCO
SJW

Volatility

CWCO vs. SJW - Volatility Comparison

The current volatility for Consolidated Water Co. Ltd. (CWCO) is 6.31%, while SJW Group (SJW) has a volatility of 8.94%. This indicates that CWCO experiences smaller price fluctuations and is considered to be less risky than SJW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
6.31%
8.94%
CWCO
SJW

Financials

CWCO vs. SJW - Financials Comparison

This section allows you to compare key financial metrics between Consolidated Water Co. Ltd. and SJW Group. 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


0.0050.00M100.00M150.00M200.00M20212022202320242025
28.41M
167.60M
(CWCO) Total Revenue
(SJW) Total Revenue
Values in USD except per share items

CWCO vs. SJW - Profitability Comparison

The chart below illustrates the profitability comparison between Consolidated Water Co. Ltd. and SJW Group over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%20212022202320242025
29.9%
60.3%
(CWCO) Gross Margin
(SJW) Gross Margin
CWCO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Consolidated Water Co. Ltd. reported a gross profit of 8.49M and revenue of 28.41M. Therefore, the gross margin over that period was 29.9%.

SJW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, SJW Group reported a gross profit of 101.13M and revenue of 167.60M. Therefore, the gross margin over that period was 60.3%.

CWCO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Consolidated Water Co. Ltd. reported an operating income of 1.08M and revenue of 28.41M, resulting in an operating margin of 3.8%.

SJW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, SJW Group reported an operating income of 35.90M and revenue of 167.60M, resulting in an operating margin of 21.4%.

CWCO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Consolidated Water Co. Ltd. reported a net income of 1.46M and revenue of 28.41M, resulting in a net margin of 5.1%.

SJW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, SJW Group reported a net income of 16.55M and revenue of 167.60M, resulting in a net margin of 9.9%.