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

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.


-0.50.00.51.00.3

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.

2,000.00%2,200.00%2,400.00%2,600.00%JulyAugustSeptemberOctoberNovemberDecember
2,236.33%
1,943.11%
CWCO
SJW

Key characteristics

Sharpe Ratio

CWCO:

-0.81

SJW:

-0.94

Sortino Ratio

CWCO:

-1.06

SJW:

-1.24

Omega Ratio

CWCO:

0.88

SJW:

0.86

Calmar Ratio

CWCO:

-0.76

SJW:

-0.59

Martin Ratio

CWCO:

-1.06

SJW:

-1.43

Ulcer Index

CWCO:

26.01%

SJW:

14.86%

Daily Std Dev

CWCO:

33.99%

SJW:

22.56%

Max Drawdown

CWCO:

-81.47%

SJW:

-54.53%

Current Drawdown

CWCO:

-33.81%

SJW:

-35.91%

Fundamentals

Market Cap

CWCO:

$411.71M

SJW:

$1.78B

EPS

CWCO:

$1.66

SJW:

$2.77

PE Ratio

CWCO:

15.66

SJW:

19.30

PEG Ratio

CWCO:

2.24

SJW:

3.83

Total Revenue (TTM)

CWCO:

$158.81M

SJW:

$721.96M

Gross Profit (TTM)

CWCO:

$56.42M

SJW:

$345.94M

EBITDA (TTM)

CWCO:

$38.36M

SJW:

$278.15M

Returns By Period

In the year-to-date period, CWCO achieves a -29.96% return, which is significantly lower than SJW's -19.78% return. Over the past 10 years, CWCO has outperformed SJW with an annualized return of 12.43%, while SJW has yielded a comparatively lower 7.12% annualized return.


CWCO

YTD

-29.96%

1M

-6.24%

6M

0.11%

1Y

-27.91%

5Y*

10.70%

10Y*

12.43%

SJW

YTD

-19.78%

1M

-6.95%

6M

-1.07%

1Y

-22.65%

5Y*

-4.38%

10Y*

7.12%

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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.


Sharpe ratio
The chart of Sharpe ratio for CWCO, currently valued at -0.81, compared to the broader market-4.00-2.000.002.00-0.81-0.94
The chart of Sortino ratio for CWCO, currently valued at -1.06, compared to the broader market-4.00-2.000.002.004.00-1.06-1.24
The chart of Omega ratio for CWCO, currently valued at 0.88, compared to the broader market0.501.001.502.000.880.86
The chart of Calmar ratio for CWCO, currently valued at -0.76, compared to the broader market0.002.004.006.00-0.76-0.59
The chart of Martin ratio for CWCO, currently valued at -1.06, compared to the broader market0.0010.0020.00-1.06-1.43
CWCO
SJW

The current CWCO Sharpe Ratio is -0.81, which is comparable to the SJW Sharpe Ratio of -0.94. 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.81
-0.94
CWCO
SJW

Dividends

CWCO vs. SJW - Dividend Comparison

CWCO's dividend yield for the trailing twelve months is around 1.60%, less than SJW's 3.14% yield.


TTM20232022202120202019201820172016201520142013
CWCO
Consolidated Water Co. Ltd.
1.60%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
3.14%2.33%1.77%1.86%1.85%1.69%2.01%1.63%1.45%2.63%2.34%2.44%

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.


-35.00%-30.00%-25.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-33.81%
-35.91%
CWCO
SJW

Volatility

CWCO vs. SJW - Volatility Comparison

Consolidated Water Co. Ltd. (CWCO) has a higher volatility of 8.76% compared to SJW Group (SJW) at 6.63%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.76%
6.63%
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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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