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

Performance

CWT vs. FMCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in California Water Service Group (CWT) and Farmers & Merchants Bancorp (FMCB). 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 6.79% return, which is significantly lower than FMCB's 19.88% return. Over the past 10 years, CWT has underperformed FMCB with an annualized return of 5.57%, while FMCB has yielded a comparatively higher 10.11% annualized return.


CWT

1D
0.49%
1M
5.22%
YTD
6.79%
6M
4.76%
1Y
0.41%
3Y*
-3.04%
5Y*
-2.91%
10Y*
5.57%

FMCB

1D
-1.17%
1M
1.24%
YTD
19.88%
6M
21.33%
1Y
34.49%
3Y*
12.14%
5Y*
10.51%
10Y*
10.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CWT vs. FMCB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CWT
California Water Service Group
6.79%-1.81%-10.64%-12.83%-14.13%35.05%6.68%9.85%7.06%36.39%
FMCB
Farmers & Merchants Bancorp
19.88%6.83%2.04%2.51%11.29%28.38%1.00%11.65%5.62%7.90%

Correlation

The correlation between CWT and FMCB is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2001

0.02

The correlation between CWT and FMCB shifts across timeframes, from -0.07 (1 year) to 0.05 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CWT:

$2.72B

FMCB:

$899.84M

EPS

CWT:

$1.99

FMCB:

$136.25

PE Ratio

CWT:

22.87

FMCB:

9.70

PEG Ratio

CWT:

0.55

FMCB:

0.76

PS Ratio

CWT:

2.69

FMCB:

2.97

PB Ratio

CWT:

1.52

FMCB:

1.37

Total Revenue (TTM)

CWT:

$1.01B

FMCB:

$308.67M

Gross Profit (TTM)

CWT:

$366.63M

FMCB:

$243.83M

EBITDA (TTM)

CWT:

$329.51M

FMCB:

$131.11M

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Return for Risk

CWT vs. FMCB — Risk / Return Rank

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

CWT
CWT Risk / Return Rank: 4040
Overall Rank
CWT Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
CWT Sortino Ratio Rank: 3636
Sortino Ratio Rank
CWT Omega Ratio Rank: 3636
Omega Ratio Rank
CWT Calmar Ratio Rank: 4343
Calmar Ratio Rank
CWT Martin Ratio Rank: 4343
Martin Ratio Rank

FMCB
FMCB Risk / Return Rank: 9090
Overall Rank
FMCB Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FMCB Sortino Ratio Rank: 8989
Sortino Ratio Rank
FMCB Omega Ratio Rank: 8989
Omega Ratio Rank
FMCB Calmar Ratio Rank: 9292
Calmar Ratio Rank
FMCB Martin Ratio Rank: 9292
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. FMCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for California Water Service Group (CWT) and Farmers & Merchants Bancorp (FMCB). 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.


CWTFMCBDifference
Sharpe ratioReturn per unit of total volatility

-1.82

Sortino ratioReturn per unit of downside risk

-2.73

Omega ratioGain probability vs. loss probability

1.02

1.39

-0.36

Calmar ratioReturn relative to maximum drawdown

0.03

4.83

-4.80

Martin ratioReturn relative to average drawdown

0.05

13.24

-13.19

CWT vs. FMCB - Sharpe Ratio Comparison

The current CWT Sharpe Ratio is 0.02, which is lower than the FMCB Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of CWT and FMCB, 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. FMCB - Drawdown Comparison

The maximum CWT drawdown since its inception was -38.21%, smaller than the maximum FMCB drawdown of -42.00%. Use the drawdown chart below to compare losses from any high point for CWT and FMCB.


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Drawdown Indicators


CWTFMCBDifference

Max Drawdown

Largest peak-to-trough decline

-38.21%

-42.00%

+3.79%

Max Drawdown (1Y)

Largest decline over 1 year

-14.59%

-7.17%

-7.42%

Max Drawdown (3Y)

Largest decline over 3 years

-24.13%

-14.32%

-9.81%

Max Drawdown (5Y)

Largest decline over 5 years

-38.21%

-16.91%

-21.30%

Max Drawdown (10Y)

Largest decline over 10 years

-38.21%

-25.24%

-12.97%

Current Drawdown

Current decline from peak

-29.87%

-5.43%

-24.44%

Average Drawdown

Average peak-to-trough decline

-11.70%

-9.63%

-2.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.73%

2.61%

+5.12%

Volatility

CWT vs. FMCB - Volatility Comparison

The current volatility for California Water Service Group (CWT) is 7.70%, while Farmers & Merchants Bancorp (FMCB) has a volatility of 10.54%. This indicates that CWT experiences smaller price fluctuations and is considered to be less risky than FMCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWTFMCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

10.54%

-2.84%

Volatility (6M)

Calculated over the trailing 6-month period

18.76%

14.91%

+3.85%

Volatility (1Y)

Calculated over the trailing 1-year period

24.20%

18.87%

+5.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.30%

20.83%

+3.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.74%

20.73%

+7.01%

Dividends

CWT vs. FMCB - Dividend Comparison

CWT's dividend yield for the trailing twelve months is around 2.79%, more than FMCB's 1.55% yield.


PositionTTM20252024202320222021202020192018201720162015
CWT
California Water Service Group
2.79%2.86%2.47%2.01%1.65%1.28%1.57%1.53%1.57%1.59%2.04%2.88%
FMCB
Farmers & Merchants Bancorp
1.55%1.74%1.71%1.62%1.54%1.59%1.94%1.85%1.99%2.00%2.05%2.39%

Financials

CWT vs. FMCB - Financials Comparison

This section allows you to compare key financial metrics between California Water Service Group and Farmers & Merchants Bancorp. 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


50.00M100.00M150.00M200.00M250.00M300.00M20222023202420252026
214.57M
76.87M
(CWT) Total Revenue
(FMCB) Total Revenue
Values in USD except per share items

CWT vs. FMCB - Profitability Comparison

The chart below illustrates the profitability comparison between California Water Service Group and Farmers & Merchants Bancorp 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%20.0%40.0%60.0%80.0%100.0%202220232024202520260
80.1%
Portfolio components
CWT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, California Water Service Group reported a gross profit of 0.00 and revenue of 214.57M. Therefore, the gross margin over that period was 0.0%.

FMCB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Farmers & Merchants Bancorp reported a gross profit of 61.56M and revenue of 76.87M. Therefore, the gross margin over that period was 80.1%.

CWT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, California Water Service Group reported an operating income of 18.16M and revenue of 214.57M, resulting in an operating margin of 8.5%.

FMCB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Farmers & Merchants Bancorp reported an operating income of 32.38M and revenue of 76.87M, resulting in an operating margin of 42.1%.

CWT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, California Water Service Group reported a net income of 4.04M and revenue of 214.57M, resulting in a net margin of 1.9%.

FMCB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Farmers & Merchants Bancorp reported a net income of 24.07M and revenue of 76.87M, resulting in a net margin of 31.3%.


Frequently Asked Questions


CWT and FMCB have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FMCB has higher volatility (10.54%) compared to CWT (7.70%). In terms of maximum drawdown, CWT dropped -38.21% vs FMCB's -42.00%.

FMCB currently has the higher Sharpe Ratio (1.84 vs 0.02), 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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