CWT vs. AWK
Compare and contrast key facts about California Water Service Group (CWT) and American Water Works Company, Inc. (AWK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CWT or AWK.
Key characteristics
| CWT | AWK | |
|---|---|---|
| YTD Return | 1.64% | 3.84% |
| 1Y Return | 7.57% | 11.61% |
| 3Y Return (Ann) | -4.51% | -5.94% |
| 5Y Return (Ann) | 2.30% | 4.62% |
| 10Y Return (Ann) | 9.79% | 12.13% |
| Sharpe Ratio | 0.33 | 0.56 |
| Sortino Ratio | 0.64 | 0.94 |
| Omega Ratio | 1.07 | 1.11 |
| Calmar Ratio | 0.21 | 0.31 |
| Martin Ratio | 0.86 | 1.75 |
| Ulcer Index | 8.76% | 6.64% |
| Daily Std Dev | 23.16% | 20.69% |
| Max Drawdown | -36.49% | -37.10% |
| Current Drawdown | -23.93% | -24.70% |
Fundamentals
| CWT | AWK | |
|---|---|---|
| Market Cap | $3.08B | $26.27B |
| EPS | $3.46 | $5.04 |
| PE Ratio | 14.99 | 26.74 |
| PEG Ratio | 2.70 | 3.17 |
| Total Revenue (TTM) | $1.03B | $4.52B |
| Gross Profit (TTM) | $433.58M | $2.32B |
| EBITDA (TTM) | $394.23M | $2.46B |
Correlation
The correlation between CWT and AWK is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CWT vs. AWK - Performance Comparison
In the year-to-date period, CWT achieves a 1.64% return, which is significantly lower than AWK's 3.84% return. Over the past 10 years, CWT has underperformed AWK with an annualized return of 9.79%, while AWK has yielded a comparatively higher 12.13% 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
CWT vs. AWK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for California Water Service Group (CWT) and American Water Works Company, Inc. (AWK). 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
CWT vs. AWK - Dividend Comparison
CWT's dividend yield for the trailing twelve months is around 2.12%, less than AWK's 2.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CWT California Water Service Group | 2.12% | 2.01% | 1.65% | 1.28% | 1.57% | 1.53% | 1.57% | 1.59% | 2.04% | 2.88% | 2.64% | 2.77% |
AWK American Water Works Company, Inc. | 2.75% | 2.11% | 1.68% | 1.25% | 1.40% | 1.59% | 1.96% | 1.77% | 2.02% | 2.23% | 2.27% | 1.99% |
Drawdowns
CWT vs. AWK - Drawdown Comparison
The maximum CWT drawdown since its inception was -36.49%, roughly equal to the maximum AWK drawdown of -37.10%. Use the drawdown chart below to compare losses from any high point for CWT and AWK. For additional features, visit the drawdowns tool.
Volatility
CWT vs. AWK - Volatility Comparison
California Water Service Group (CWT) has a higher volatility of 6.67% compared to American Water Works Company, Inc. (AWK) at 6.16%. This indicates that CWT's price experiences larger fluctuations and is considered to be riskier than AWK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CWT vs. AWK - Financials Comparison
This section allows you to compare key financial metrics between California Water Service Group and American Water Works Company, Inc.. 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