CWCO vs. XLU
Compare and contrast key facts about Consolidated Water Co. Ltd. (CWCO) and Utilities Select Sector SPDR Fund (XLU).
XLU is a passively managed fund by State Street that tracks the performance of the Utilities Select Sector Index. It was launched on Dec 16, 1998.
Performance
CWCO vs. XLU - Performance Comparison
Loading graphics...
CWCO vs. XLU - 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% |
XLU Utilities Select Sector SPDR Fund | 8.77% | 16.03% | 23.31% | -7.18% | 1.44% | 17.70% | 0.51% | 25.93% | 3.94% | 12.05% |
Returns By Period
In the year-to-date period, CWCO achieves a -5.46% return, which is significantly lower than XLU's 8.77% return. Over the past 10 years, CWCO has outperformed XLU with an annualized return of 12.93%, while XLU has yielded a comparatively lower 9.79% 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%
XLU
- 1D
- 0.48%
- 1M
- -1.98%
- YTD
- 8.77%
- 6M
- 6.26%
- 1Y
- 19.98%
- 3Y*
- 14.30%
- 5Y*
- 10.90%
- 10Y*
- 9.79%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CWCO vs. XLU — Risk / Return Rank
CWCO
XLU
CWCO vs. XLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Consolidated Water Co. Ltd. (CWCO) and Utilities Select Sector SPDR Fund (XLU). 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 | XLU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 1.27 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.91 | 1.73 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.23 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 2.21 | -0.36 |
Martin ratioReturn relative to average drawdown | 6.89 | 5.31 | +1.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CWCO | XLU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.27 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.64 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.51 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.41 | -0.17 |
Correlation
The correlation between CWCO and XLU is 0.23, 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. XLU - Dividend Comparison
CWCO's dividend yield for the trailing twelve months is around 1.69%, less than XLU's 2.58% 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% |
XLU Utilities Select Sector SPDR Fund | 2.58% | 2.71% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% |
Drawdowns
CWCO vs. XLU - Drawdown Comparison
The maximum CWCO drawdown since its inception was -81.47%, which is greater than XLU's maximum drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for CWCO and XLU.
Loading graphics...
Drawdown Indicators
| CWCO | XLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.47% | -51.98% | -29.49% |
Max Drawdown (1Y)Largest decline over 1 year | -20.58% | -9.18% | -11.40% |
Max Drawdown (5Y)Largest decline over 5 years | -38.23% | -25.26% | -12.97% |
Max Drawdown (10Y)Largest decline over 10 years | -47.74% | -36.07% | -11.67% |
Current DrawdownCurrent decline from peak | -13.53% | -2.72% | -10.81% |
Average DrawdownAverage peak-to-trough decline | -38.41% | -10.26% | -28.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.52% | 3.82% | +1.70% |
Volatility
CWCO vs. XLU - Volatility Comparison
Consolidated Water Co. Ltd. (CWCO) has a higher volatility of 14.13% compared to Utilities Select Sector SPDR Fund (XLU) at 5.09%. This indicates that CWCO's price experiences larger fluctuations and is considered to be riskier than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CWCO | XLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.13% | 5.09% | +9.04% |
Volatility (6M)Calculated over the trailing 6-month period | 22.11% | 10.36% | +11.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.17% | 15.79% | +13.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.35% | 17.18% | +20.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.96% | 19.21% | +18.75% |