CWT vs. LOW
CWT (California Water Service Group) and LOW (Lowe's Companies, Inc.) are both stocks. CWT operates in Utilities - Regulated Water (Utilities), while LOW operates in Home Improvement Retail (Consumer Cyclical). Over the past 10 years, CWT returned 6.11%/yr vs 11.88%/yr for LOW. At a 0.22 correlation, their price movements are largely independent.
Performance
CWT vs. LOW - Performance Comparison
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Returns By Period
In the year-to-date period, CWT achieves a 16.49% return, which is significantly higher than LOW's -11.43% return. Over the past 10 years, CWT has underperformed LOW with an annualized return of 6.11%, while LOW has yielded a comparatively higher 11.88% annualized return.
CWT
- 1D
- 1.22%
- 1M
- 9.61%
- 6M
- 15.74%
- YTD
- 16.49%
- 1Y
- 11.40%
- 3Y*
- 2.28%
- 5Y*
- -0.91%
- 10Y*
- 6.11%
LOW
- 1D
- -0.64%
- 1M
- -4.26%
- 6M
- -20.06%
- YTD
- -11.43%
- 1Y
- -3.72%
- 3Y*
- -0.74%
- 5Y*
- 3.56%
- 10Y*
- 11.88%
CWT vs. LOW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CWT California Water Service Group | 16.49% | -1.81% | -10.64% | -12.83% | -14.13% | 35.05% | 6.68% | 9.85% | 7.06% | 36.39% |
LOW Lowe's Companies, Inc. | -11.43% | -0.33% | 13.01% | 14.03% | -21.49% | 63.34% | 36.40% | 32.23% | 1.22% | 33.29% |
Correlation
The correlation between CWT and LOW is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 1990 | 0.22 |
The correlation between CWT and LOW shifts across timeframes, from 0.20 (1 year) to 0.31 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CWT:
$2.98B
LOW:
$118.66B
CWT:
$1.99
LOW:
$11.86
CWT:
24.96
LOW:
17.85
CWT:
0.60
LOW:
19.49
CWT:
2.94
LOW:
1.34
CWT:
$1.01B
LOW:
$88.43B
CWT:
$366.63M
LOW:
$29.89B
CWT:
$329.51M
LOW:
$11.50B
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Return for Risk
CWT vs. LOW — Risk / Return Rank
CWT
LOW
CWT vs. LOW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for California Water Service Group (CWT) and Lowe's Companies, Inc. (LOW). 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.
| CWT | LOW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.99 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | -0.19 | +0.91 |
| Martin ratioReturn relative to average drawdown | 1.36 | -0.39 | +1.74 |
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Drawdowns
CWT vs. LOW - Drawdown Comparison
The maximum CWT drawdown since its inception was -38.21%, smaller than the maximum LOW drawdown of -62.52%. Use the drawdown chart below to compare losses from any high point for CWT and LOW.
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Drawdown Indicators
| CWT | LOW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.21% | -62.52% | +24.31% |
Max Drawdown (1Y)Largest decline over 1 year | -14.59% | -27.75% | +13.16% |
Max Drawdown (3Y)Largest decline over 3 years | -24.13% | -27.75% | +3.62% |
Max Drawdown (5Y)Largest decline over 5 years | -38.21% | -33.86% | -4.35% |
Max Drawdown (10Y)Largest decline over 10 years | -38.21% | -48.63% | +10.42% |
Current DrawdownCurrent decline from peak | -23.50% | -26.01% | +2.51% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -16.61% | +4.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.72% | 13.78% | -6.06% |
Volatility
CWT vs. LOW - Volatility Comparison
The current volatility for California Water Service Group (CWT) is 6.02%, while Lowe's Companies, Inc. (LOW) has a volatility of 8.91%. This indicates that CWT experiences smaller price fluctuations and is considered to be less risky than LOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CWT | LOW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.02% | 8.91% | -2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 19.12% | 21.59% | -2.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.38% | 26.80% | -2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.29% | 26.47% | -2.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.69% | 29.25% | -1.56% |
Dividends
CWT vs. LOW - Dividend Comparison
CWT's dividend yield for the trailing twelve months is around 2.55%, more than LOW's 2.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CWT California Water Service Group | 2.55% | 2.86% | 2.47% | 2.01% | 1.65% | 1.28% | 1.57% | 1.53% | 1.57% | 1.59% | 2.04% | 2.88% |
LOW Lowe's Companies, Inc. | 2.27% | 1.95% | 1.82% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% |
Financials
CWT vs. LOW - Financials Comparison
This section allows you to compare key financial metrics between California Water Service Group and Lowe's Companies, 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
CWT vs. LOW - Profitability Comparison
CWT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
LOW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Lowe's Companies, Inc. reported a gross profit of 7.54B and revenue of 23.08B. Therefore, the gross margin over that period was 32.7%.
CWT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 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%.
LOW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Lowe's Companies, Inc. reported an operating income of 2.55B and revenue of 23.08B, resulting in an operating margin of 11.1%.
CWT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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%.
LOW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Lowe's Companies, Inc. reported a net income of 1.63B and revenue of 23.08B, resulting in a net margin of 7.1%.
Frequently Asked Questions
CWT and LOW have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LOW has higher volatility (8.91%) compared to CWT (6.02%). In terms of maximum drawdown, CWT dropped -38.21% vs LOW's -62.52%.
CWT currently has the higher Sharpe Ratio (0.43 vs -0.20), 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.
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