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

Performance

CWT vs. NWN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in California Water Service Group (CWT) and Northwest Natural Holding Company (NWN). 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 NWN's 7.82% return. Over the past 10 years, CWT has outperformed NWN with an annualized return of 6.29%, while NWN has yielded a comparatively lower 0.95% annualized return.


CWT

1D
-0.77%
1M
2.18%
6M
13.83%
YTD
17.43%
1Y
13.36%
3Y*
1.23%
5Y*
-2.29%
10Y*
6.29%
ALL TIME*
9.58%

NWN

1D
-1.25%
1M
1.39%
6M
7.11%
YTD
7.82%
1Y
27.60%
3Y*
9.99%
5Y*
3.12%
10Y*
0.95%
ALL TIME*
7.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$24.21M$23.35M$24.82M
$10.16M$10.61M$13.82M

CWT vs. NWN - 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%
NWN
Northwest Natural Holding Company
7.82%23.75%6.77%-14.45%1.49%10.26%-35.52%25.46%4.48%2.82%

Correlation

The correlation between CWT and NWN is 0.59, 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.

0.59

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

0.58

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

0.58

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

0.57

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

0.38

Over the past year, CWT and NWN have become more correlated (0.59) than their long-term average of 0.38, meaning their price movements have been converging.

Fundamentals

Market Cap

CWT:

$3.00B

NWN:

$2.06B

EPS

CWT:

$2.23

NWN:

$4.49

PE Ratio

CWT:

22.50

NWN:

10.90

PEG Ratio

CWT:

0.54

NWN:

2.86

PS Ratio

CWT:

2.84

NWN:

1.04

Total Revenue (TTM)

CWT:

$1.05B

NWN:

$1.29B

Gross Profit (TTM)

CWT:

$196.22M

NWN:

$288.00M

EBITDA (TTM)

CWT:

$346.36M

NWN:

$426.96M

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Return for Risk

CWT vs. NWN — 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

NWN
NWN Risk / Return Rank: 8080
Overall Rank
NWN Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
NWN Sortino Ratio Rank: 7777
Sortino Ratio Rank
NWN Omega Ratio Rank: 7979
Omega Ratio Rank
NWN Calmar Ratio Rank: 8080
Calmar Ratio Rank
NWN Martin Ratio Rank: 7979
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. NWN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for California Water Service Group (CWT) and Northwest Natural Holding Company (NWN). 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.


CWTNWNDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-0.97

Omega ratioGain probability vs. loss probability

1.11

1.25

-0.14

Calmar ratioReturn relative to maximum drawdown

0.92

2.06

-1.14

Martin ratioReturn relative to average drawdown

1.74

5.01

-3.27

CWT vs. NWN - Sharpe Ratio Comparison

The current CWT Sharpe Ratio is 0.54, which is lower than the NWN Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of CWT and NWN, 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. NWN - Drawdown Comparison

The maximum CWT drawdown since its inception was -38.21%, smaller than the maximum NWN drawdown of -46.27%. Use the drawdown chart below to compare losses from any high point for CWT and NWN.


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Drawdown Indicators


CWTNWNDifference

Max Drawdown

Largest peak-to-trough decline

-38.21%

-46.27%

+8.06%

Max Drawdown (1Y)

Largest decline over 1 year

-14.59%

-13.46%

-1.13%

Max Drawdown (3Y)

Largest decline over 3 years

-24.13%

-15.14%

-8.99%

Max Drawdown (5Y)

Largest decline over 5 years

-38.21%

-32.09%

-6.12%

Max Drawdown (10Y)

Largest decline over 10 years

-38.21%

-46.27%

+8.06%

Current Drawdown

Current decline from peak

-22.88%

-16.22%

-6.66%

Average Drawdown

Average peak-to-trough decline

-11.75%

-12.15%

+0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.70%

5.53%

+2.17%

Volatility

CWT vs. NWN - Volatility Comparison

California Water Service Group (CWT) and Northwest Natural Holding Company (NWN) have volatilities of 6.85% and 6.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWTNWNDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.85%

6.67%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

19.17%

16.71%

+2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

24.72%

20.31%

+4.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.33%

22.83%

+1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.72%

28.19%

-0.47%

Dividends

CWT vs. NWN - Dividend Comparison

CWT's dividend yield for the trailing twelve months is around 2.53%, less than NWN's 4.03% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
NWN
Northwest Natural Holding Company
4.03%4.20%4.94%4.99%4.06%3.94%4.16%2.58%3.13%3.16%3.13%3.68%

Financials

CWT vs. NWN - Financials Comparison

This section allows you to compare key financial metrics between California Water Service Group and Northwest Natural Holding Company. 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. NWN - Profitability Comparison

The chart below illustrates the profitability comparison between California Water Service Group and Northwest Natural Holding Company 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%.

NWN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Northwest Natural Holding Company reported a gross profit of 0.00 and revenue of 490.40M. 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 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%.

NWN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Northwest Natural Holding Company reported an operating income of 162.87M and revenue of 490.40M, resulting in an operating margin of 33.2%.

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%.

NWN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Northwest Natural Holding Company reported a net income of 97.49M and revenue of 490.40M, resulting in a net margin of 19.9%.


Frequently Asked Questions


CWT and NWN have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CWT has higher volatility (6.85%) compared to NWN (6.67%). In terms of maximum drawdown, CWT dropped -38.21% vs NWN's -46.27%.

NWN currently has the higher Sharpe Ratio (1.37 vs 0.54), 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 NWN

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