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CWT vs. AWK
Performance
Return for Risk
Dividends
Drawdowns
Volatility
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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CWT vs. AWK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CWT
California Water Service Group
5.43%-1.81%-10.64%-12.83%-14.13%35.05%6.68%9.85%7.06%36.39%
AWK
American Water Works Company, Inc.
4.99%7.40%-3.53%-11.68%-17.89%24.83%26.88%37.79%1.32%29.01%

Fundamentals

Market Cap

CWT:

$2.71B

AWK:

$26.54B

EPS

CWT:

$2.15

AWK:

$5.70

PE Ratio

CWT:

21.09

AWK:

23.89

PS Ratio

CWT:

2.70

AWK:

5.16

PB Ratio

CWT:

1.60

AWK:

2.45

Total Revenue (TTM)

CWT:

$1.00B

AWK:

$5.14B

Gross Profit (TTM)

CWT:

$436.14M

AWK:

$3.12B

EBITDA (TTM)

CWT:

$329.61M

AWK:

$1.70B

Returns By Period

In the year-to-date period, CWT achieves a 5.43% return, which is significantly higher than AWK's 4.99% return. Over the past 10 years, CWT has underperformed AWK with an annualized return of 7.48%, while AWK has yielded a comparatively higher 9.05% annualized return.


CWT

1D
-1.54%
1M
0.58%
YTD
5.43%
6M
0.20%
1Y
-3.91%
3Y*
-5.76%
5Y*
-2.19%
10Y*
7.48%

AWK

1D
-1.97%
1M
0.04%
YTD
4.99%
6M
-0.93%
1Y
-5.43%
3Y*
-0.15%
5Y*
0.00%
10Y*
9.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CWT vs. AWK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CWT
CWT Risk / Return Rank: 3232
Overall Rank
CWT Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
CWT Sortino Ratio Rank: 2929
Sortino Ratio Rank
CWT Omega Ratio Rank: 2828
Omega Ratio Rank
CWT Calmar Ratio Rank: 3535
Calmar Ratio Rank
CWT Martin Ratio Rank: 3636
Martin Ratio Rank

AWK
AWK Risk / Return Rank: 3131
Overall Rank
AWK Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
AWK Sortino Ratio Rank: 2626
Sortino Ratio Rank
AWK Omega Ratio Rank: 2727
Omega Ratio Rank
AWK Calmar Ratio Rank: 3434
Calmar Ratio Rank
AWK Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


CWTAWKDifference

Sharpe ratio

Return per unit of total volatility

-0.17

-0.24

+0.07

Sortino ratio

Return per unit of downside risk

-0.08

-0.18

+0.10

Omega ratio

Gain probability vs. loss probability

0.99

0.98

+0.01

Calmar ratio

Return relative to maximum drawdown

-0.22

-0.26

+0.04

Martin ratio

Return relative to average drawdown

-0.37

-0.50

+0.14

CWT vs. AWK - Sharpe Ratio Comparison

The current CWT Sharpe Ratio is -0.17, which is comparable to the AWK Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of CWT and AWK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CWTAWKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.17

-0.24

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.00

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.38

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.60

-0.29

Correlation

The correlation between CWT and AWK is 0.60, 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.


Dividends

CWT vs. AWK - Dividend Comparison

CWT's dividend yield for the trailing twelve months is around 2.72%, more than AWK's 2.43% yield.


TTM20252024202320222021202020192018201720162015
CWT
California Water Service Group
2.72%2.86%2.47%2.01%1.65%1.28%1.57%1.53%1.57%1.59%2.04%2.88%
AWK
American Water Works Company, Inc.
2.43%2.49%2.41%2.10%1.68%1.25%1.40%1.59%1.96%1.77%2.02%2.23%

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

-16.03%

-17.61%

+1.58%

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

-30.76%

-21.12%

-9.64%

Average Drawdown

Average peak-to-trough decline

-11.59%

-9.33%

-2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.56%

9.14%

+0.42%

Volatility

CWT vs. AWK - Volatility Comparison

California Water Service Group (CWT) has a higher volatility of 8.43% compared to American Water Works Company, Inc. (AWK) at 7.00%. 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.


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Volatility by Period


CWTAWKDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.43%

7.00%

+1.43%

Volatility (6M)

Calculated over the trailing 6-month period

17.84%

16.48%

+1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

23.04%

23.10%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.85%

22.77%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.56%

23.65%

+3.91%

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


200.00M400.00M600.00M800.00M1.00B1.20B1.40BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
219.98M
1.27B
(CWT) Total Revenue
(AWK) Total Revenue
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

0.0%10.0%20.0%30.0%40.0%50.0%60.0%70.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
56.9%
Portfolio components
CWT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, California Water Service Group reported a gross profit of 0.00 and revenue of 219.98M. Therefore, the gross margin over that period was 0.0%.

AWK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, American Water Works Company, Inc. reported a gross profit of 723.00M and revenue of 1.27B. Therefore, the gross margin over that period was 56.9%.

CWT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, California Water Service Group reported an operating income of 25.60M and revenue of 219.98M, resulting in an operating margin of 11.6%.

AWK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, American Water Works Company, Inc. reported an operating income of 405.00M and revenue of 1.27B, resulting in an operating margin of 31.9%.

CWT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, California Water Service Group reported a net income of 11.48M and revenue of 219.98M, resulting in a net margin of 5.2%.

AWK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, American Water Works Company, Inc. reported a net income of 238.00M and revenue of 1.27B, resulting in a net margin of 18.7%.