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

Performance

CWT vs. HTO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in California Water Service Group (CWT) and H2O America (HTO). 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 HTO's 18.36% return. Over the past 10 years, CWT has underperformed HTO with an annualized return of 5.57%, while HTO has yielded a comparatively higher 6.53% annualized return.


CWT

1D
0.49%
1M
7.30%
YTD
6.79%
6M
4.76%
1Y
1.17%
3Y*
-3.04%
5Y*
-2.91%
10Y*
5.57%

HTO

1D
0.74%
1M
3.29%
YTD
18.36%
6M
18.21%
1Y
11.35%
3Y*
-4.86%
5Y*
-0.18%
10Y*
6.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CWT vs. HTO - 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%
HTO
H2O America
18.36%2.92%-22.57%-17.78%13.40%7.66%-0.43%30.19%-11.20%16.22%

Correlation

The correlation between CWT and HTO is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.72

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

0.78

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

0.79

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

0.73

Correlation (All Time)
Calculated using the full available price history since Mar 26, 1990

0.45

Over the past year, CWT and HTO have become more correlated (0.72) than their long-term average of 0.45, meaning their price movements have been converging.

Fundamentals

Market Cap

CWT:

$2.72B

HTO:

$2.20B

EPS

CWT:

$1.99

HTO:

$2.90

PE Ratio

CWT:

22.87

HTO:

19.70

PEG Ratio

CWT:

0.55

HTO:

2.04

PS Ratio

CWT:

2.69

HTO:

2.54

PB Ratio

CWT:

1.52

HTO:

1.20

Total Revenue (TTM)

CWT:

$1.01B

HTO:

$816.28M

Gross Profit (TTM)

CWT:

$366.63M

HTO:

$335.79M

EBITDA (TTM)

CWT:

$329.51M

HTO:

$273.35M

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Return for Risk

CWT vs. HTO — 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

HTO
HTO Risk / Return Rank: 5454
Overall Rank
HTO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
HTO Sortino Ratio Rank: 5050
Sortino Ratio Rank
HTO Omega Ratio Rank: 4949
Omega Ratio Rank
HTO Calmar Ratio Rank: 5757
Calmar Ratio Rank
HTO Martin Ratio Rank: 5858
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. HTO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for California Water Service Group (CWT) and H2O America (HTO). 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.


CWTHTODifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

1.02

1.09

-0.07

Calmar ratioReturn relative to maximum drawdown

0.03

0.64

-0.61

Martin ratioReturn relative to average drawdown

0.05

1.48

-1.43

CWT vs. HTO - Sharpe Ratio Comparison

The current CWT Sharpe Ratio is 0.02, which is lower than the HTO Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of CWT and HTO, 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. HTO - Drawdown Comparison

The maximum CWT drawdown since its inception was -38.21%, smaller than the maximum HTO drawdown of -54.53%. Use the drawdown chart below to compare losses from any high point for CWT and HTO.


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Drawdown Indicators


CWTHTODifference

Max Drawdown

Largest peak-to-trough decline

-38.21%

-54.53%

+16.32%

Max Drawdown (1Y)

Largest decline over 1 year

-14.59%

-16.19%

+1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-24.13%

-35.14%

+11.01%

Max Drawdown (5Y)

Largest decline over 5 years

-38.21%

-42.85%

+4.64%

Max Drawdown (10Y)

Largest decline over 10 years

-38.21%

-42.85%

+4.64%

Current Drawdown

Current decline from peak

-29.87%

-24.64%

-5.23%

Average Drawdown

Average peak-to-trough decline

-11.70%

-15.90%

+4.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.73%

6.98%

+0.75%

Volatility

CWT vs. HTO - Volatility Comparison

California Water Service Group (CWT) has a higher volatility of 7.70% compared to H2O America (HTO) at 6.85%. This indicates that CWT's price experiences larger fluctuations and is considered to be riskier than HTO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWTHTODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

6.85%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

18.76%

16.54%

+2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

24.20%

23.12%

+1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.30%

24.06%

+0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.74%

29.56%

-1.82%

Dividends

CWT vs. HTO - Dividend Comparison

CWT's dividend yield for the trailing twelve months is around 2.79%, less than HTO's 3.01% 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%
HTO
H2O America
3.01%3.43%3.25%2.33%1.77%1.86%1.85%1.69%2.01%1.63%1.45%2.63%

Financials

CWT vs. HTO - Financials Comparison

This section allows you to compare key financial metrics between California Water Service Group and H2O America. 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


100.00M150.00M200.00M250.00M300.00M20222023202420252026
214.57M
183.29M
(CWT) Total Revenue
(HTO) Total Revenue
Values in USD except per share items

CWT vs. HTO - Profitability Comparison

The chart below illustrates the profitability comparison between California Water Service Group and H2O America 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%2022202320242025202600
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%.

HTO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, H2O America reported a gross profit of 0.00 and revenue of 183.29M. Therefore, the gross margin over that period was 0.0%.

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%.

HTO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, H2O America reported an operating income of 37.43M and revenue of 183.29M, resulting in an operating margin of 20.4%.

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%.

HTO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, H2O America reported a net income of 19.01M and revenue of 183.29M, resulting in a net margin of 10.4%.


Frequently Asked Questions


CWT and HTO have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CWT has higher volatility (7.70%) compared to HTO (6.85%). In terms of maximum drawdown, CWT dropped -38.21% vs HTO's -54.53%.

HTO currently has the higher Sharpe Ratio (0.45 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

Find the right allocation for CWT and HTO

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