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CWT vs. AWK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CWT vs. AWK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in California Water Service Group (CWT) and American Water Works Company, Inc. (AWK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CWT achieves a 17.43% return, which is significantly higher than AWK's 4.25% return. Over the past 10 years, CWT has underperformed AWK with an annualized return of 6.29%, while AWK has yielded a comparatively higher 7.12% annualized return.


CWT

1D
-0.77%
1M
-0.24%
6M
13.83%
YTD
17.43%
1Y
10.84%
3Y*
1.23%
5Y*
-2.29%
10Y*
6.29%
ALL TIME*
9.58%

AWK

1D
-1.93%
1M
-1.97%
6M
5.36%
YTD
4.25%
1Y
-5.50%
3Y*
-0.08%
5Y*
-2.62%
10Y*
7.12%
ALL TIME*
13.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$350.60M$305.70M$284.77M
$24.21M$23.35M$24.82M

CWT vs. AWK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CWT
California Water Service Group
17.43%-1.81%-10.64%-12.83%-14.13%35.05%6.68%9.85%7.06%36.39%
AWK
American Water Works Company, Inc.
4.25%7.40%-3.53%-11.68%-17.89%24.83%26.88%37.79%1.32%29.01%

Correlation

The correlation between CWT and AWK is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.70

Correlation (3Y)
Balances recent behavior with more history.

0.71

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.72

Correlation (10Y)
Provides a long-term view across more market conditions.

0.67

Correlation (All Time)
Calculated using the full available price history since Apr 23, 2008

0.60

The correlation between CWT and AWK shifts across timeframes, from 0.60 (all time) to 0.72 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CWT:

$3.00B

AWK:

$26.66B

EPS

CWT:

$2.23

AWK:

$5.78

PE Ratio

CWT:

22.50

AWK:

23.22

PS Ratio

CWT:

2.84

AWK:

4.96

PB Ratio

CWT:

1.66

AWK:

2.25

Total Revenue (TTM)

CWT:

$1.05B

AWK:

$5.28B

Gross Profit (TTM)

CWT:

$196.22M

AWK:

$2.35B

EBITDA (TTM)

CWT:

$346.36M

AWK:

$2.53B

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Return for Risk

CWT vs. AWK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CWT
CWT Risk / Return Rank: 6161
Overall Rank
CWT Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
CWT Sortino Ratio Rank: 5656
Sortino Ratio Rank
CWT Omega Ratio Rank: 5656
Omega Ratio Rank
CWT Calmar Ratio Rank: 6565
Calmar Ratio Rank
CWT Martin Ratio Rank: 6363
Martin Ratio Rank

AWK
AWK Risk / Return Rank: 3838
Overall Rank
AWK Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AWK Sortino Ratio Rank: 3434
Sortino Ratio Rank
AWK Omega Ratio Rank: 3434
Omega Ratio Rank
AWK Calmar Ratio Rank: 4141
Calmar Ratio Rank
AWK Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CWT vs. AWK - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CWTAWKDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.11

1.01

+0.11

Calmar ratioReturn relative to maximum drawdown

0.92

-0.12

+1.04

Martin ratioReturn relative to average drawdown

1.74

-0.20

+1.94

CWT vs. AWK - Sharpe Ratio Comparison

The current CWT Sharpe Ratio is 0.54, which is higher than the AWK Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of CWT and AWK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CWT vs. AWK - Drawdown Comparison

The maximum CWT drawdown since its inception was -38.21%, 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.


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Drawdown Indicators


CWTAWKDifference

Max Drawdown

Largest peak-to-trough decline

-38.21%

-37.10%

-1.11%

Max Drawdown (1Y)

Largest decline over 1 year

-14.59%

-15.45%

+0.86%

Max Drawdown (3Y)

Largest decline over 3 years

-24.13%

-18.99%

-5.14%

Max Drawdown (5Y)

Largest decline over 5 years

-38.21%

-37.10%

-1.11%

Max Drawdown (10Y)

Largest decline over 10 years

-38.21%

-37.10%

-1.11%

Current Drawdown

Current decline from peak

-22.88%

-21.67%

-1.21%

Average Drawdown

Average peak-to-trough decline

-11.75%

-9.61%

-2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.70%

8.86%

-1.16%

Volatility

CWT vs. AWK - Volatility Comparison

The current volatility for California Water Service Group (CWT) is 6.85%, while American Water Works Company, Inc. (AWK) has a volatility of 8.37%. This indicates that CWT experiences smaller price fluctuations and is considered to be less risky than AWK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWTAWKDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.85%

8.37%

-1.52%

Volatility (6M)

Calculated over the trailing 6-month period

19.17%

16.93%

+2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

24.72%

22.74%

+1.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.33%

23.04%

+1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.72%

23.83%

+3.89%

Dividends

CWT vs. AWK - Dividend Comparison

CWT's dividend yield for the trailing twelve months is around 2.53%, which matches AWK's 2.52% yield.


PositionTTM20252024202320222021202020192018201720162015
AWK
American Water Works Company, Inc.
2.52%2.49%2.41%2.10%1.68%1.25%1.40%1.59%1.96%1.77%2.02%2.23%
CWT
California Water Service Group
2.53%2.86%2.47%2.01%1.65%1.28%1.57%1.53%1.57%1.59%2.04%2.88%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

CWT vs. AWK - Profitability Comparison

The chart below illustrates the profitability comparison between California Water Service Group and American Water Works Company, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

CWT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, California Water Service Group reported a gross profit of -63.68M and revenue of 308.60M. Therefore, the gross margin over that period was -20.6%.

AWK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, American Water Works Company, Inc. reported a gross profit of 874.00M and revenue of 1.36B. Therefore, the gross margin over that period was 64.5%.

CWT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, California Water Service Group reported an operating income of 70.83M and revenue of 308.60M, resulting in an operating margin of 23.0%.

AWK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, American Water Works Company, Inc. reported an operating income of 542.00M and revenue of 1.36B, resulting in an operating margin of 40.0%.

CWT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, California Water Service Group reported a net income of 56.47M and revenue of 308.60M, resulting in a net margin of 18.3%.

AWK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, American Water Works Company, Inc. reported a net income of 315.00M and revenue of 1.36B, resulting in a net margin of 23.3%.


Frequently Asked Questions


CWT and AWK have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AWK has higher volatility (8.37%) compared to CWT (6.85%). In terms of maximum drawdown, CWT dropped -38.21% vs AWK's -37.10%.

CWT currently has the higher Sharpe Ratio (0.54 vs -0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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