CWCO vs. SJW
Compare and contrast key facts about Consolidated Water Co. Ltd. (CWCO) and SJW Group (SJW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CWCO or SJW.
Key characteristics
| CWCO | SJW | |
|---|---|---|
| YTD Return | -28.65% | -13.61% |
| 1Y Return | -26.44% | -13.76% |
| 3Y Return (Ann) | 33.16% | -6.09% |
| 5Y Return (Ann) | 12.12% | -1.92% |
| 10Y Return (Ann) | 9.90% | 8.51% |
| Sharpe Ratio | -0.70 | -0.36 |
| Sortino Ratio | -0.85 | -0.37 |
| Omega Ratio | 0.90 | 0.96 |
| Calmar Ratio | -0.66 | -0.23 |
| Martin Ratio | -0.92 | -0.54 |
| Ulcer Index | 25.98% | 15.37% |
| Daily Std Dev | 34.46% | 23.36% |
| Max Drawdown | -81.47% | -63.01% |
| Current Drawdown | -32.57% | -30.98% |
Fundamentals
| CWCO | SJW | |
|---|---|---|
| Market Cap | $400.30M | $1.83B |
| EPS | $1.90 | $2.77 |
| PE Ratio | 13.31 | 19.89 |
| PEG Ratio | 2.19 | 3.54 |
| Total Revenue (TTM) | $125.42M | $721.96M |
| Gross Profit (TTM) | $44.79M | $345.94M |
| EBITDA (TTM) | $29.82M | $275.92M |
Correlation
The correlation between CWCO and SJW is 0.27, 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
In the year-to-date period, CWCO achieves a -28.65% return, which is significantly lower than SJW's -13.61% return. Over the past 10 years, CWCO has outperformed SJW with an annualized return of 9.90%, while SJW has yielded a comparatively lower 8.51% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
CWCO vs. SJW - Dividend Comparison
CWCO's dividend yield for the trailing twelve months is around 1.57%, less than SJW's 2.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CWCO Consolidated Water Co. Ltd. | 1.57% | 1.01% | 2.30% | 3.20% | 2.82% | 2.09% | 3.64% | 1.79% | 2.76% | 2.45% | 2.81% | 2.13% |
SJW SJW Group | 2.91% | 2.33% | 1.77% | 1.86% | 1.85% | 1.69% | 2.01% | 1.63% | 1.45% | 2.63% | 2.33% | 2.45% |
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 -63.01%. Use the drawdown chart below to compare losses from any high point for CWCO and SJW. For additional features, visit the drawdowns tool.
Volatility
CWCO vs. SJW - Volatility Comparison
Consolidated Water Co. Ltd. (CWCO) has a higher volatility of 8.22% compared to SJW Group (SJW) at 7.36%. This indicates that CWCO's price experiences larger fluctuations and is considered to be riskier than SJW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities