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CWT vs. SO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CWT and SO is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

CWT vs. SO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in California Water Service Group (CWT) and The Southern Company (SO). The values are adjusted to include any dividend payments, if applicable.

2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%NovemberDecember2025FebruaryMarchApril
2,539.43%
6,576.23%
CWT
SO

Key characteristics

Sharpe Ratio

CWT:

0.39

SO:

1.46

Sortino Ratio

CWT:

0.73

SO:

2.07

Omega Ratio

CWT:

1.08

SO:

1.25

Calmar Ratio

CWT:

0.23

SO:

2.03

Martin Ratio

CWT:

0.82

SO:

4.94

Ulcer Index

CWT:

10.84%

SO:

5.48%

Daily Std Dev

CWT:

22.52%

SO:

18.50%

Max Drawdown

CWT:

-38.24%

SO:

-38.43%

Current Drawdown

CWT:

-26.42%

SO:

-2.38%

Fundamentals

Market Cap

CWT:

$2.98B

SO:

$100.53B

EPS

CWT:

$3.25

SO:

$3.99

PE Ratio

CWT:

15.31

SO:

22.74

PEG Ratio

CWT:

2.70

SO:

3.07

PS Ratio

CWT:

2.88

SO:

3.76

PB Ratio

CWT:

1.81

SO:

3.00

Total Revenue (TTM)

CWT:

$766.06M

SO:

$20.08B

Gross Profit (TTM)

CWT:

$486.43M

SO:

$8.91B

EBITDA (TTM)

CWT:

$284.48M

SO:

$9.96B

Returns By Period

In the year-to-date period, CWT achieves a 10.06% return, which is significantly lower than SO's 11.18% return. Over the past 10 years, CWT has underperformed SO with an annualized return of 9.76%, while SO has yielded a comparatively higher 12.09% annualized return.


CWT

YTD

10.06%

1M

2.69%

6M

-2.83%

1Y

5.80%

5Y*

1.50%

10Y*

9.76%

SO

YTD

11.18%

1M

-0.42%

6M

0.53%

1Y

28.25%

5Y*

14.10%

10Y*

12.09%

*Annualized

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Risk-Adjusted Performance

CWT vs. SO — Risk-Adjusted Performance Rank

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

CWT
The Risk-Adjusted Performance Rank of CWT is 6262
Overall Rank
The Sharpe Ratio Rank of CWT is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of CWT is 5959
Sortino Ratio Rank
The Omega Ratio Rank of CWT is 5656
Omega Ratio Rank
The Calmar Ratio Rank of CWT is 6363
Calmar Ratio Rank
The Martin Ratio Rank of CWT is 6363
Martin Ratio Rank

SO
The Risk-Adjusted Performance Rank of SO is 8888
Overall Rank
The Sharpe Ratio Rank of SO is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of SO is 8787
Sortino Ratio Rank
The Omega Ratio Rank of SO is 8484
Omega Ratio Rank
The Calmar Ratio Rank of SO is 9494
Calmar Ratio Rank
The Martin Ratio Rank of SO is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CWT vs. SO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for California Water Service Group (CWT) and The Southern Company (SO). 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.


The chart of Sharpe ratio for CWT, currently valued at 0.39, compared to the broader market-2.00-1.000.001.002.003.00
CWT: 0.39
SO: 1.46
The chart of Sortino ratio for CWT, currently valued at 0.73, compared to the broader market-6.00-4.00-2.000.002.004.00
CWT: 0.73
SO: 2.07
The chart of Omega ratio for CWT, currently valued at 1.08, compared to the broader market0.501.001.502.00
CWT: 1.08
SO: 1.25
The chart of Calmar ratio for CWT, currently valued at 0.23, compared to the broader market0.001.002.003.004.005.00
CWT: 0.23
SO: 2.03
The chart of Martin ratio for CWT, currently valued at 0.82, compared to the broader market-5.000.005.0010.0015.0020.00
CWT: 0.82
SO: 4.94

The current CWT Sharpe Ratio is 0.39, which is lower than the SO Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of CWT and SO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.39
1.46
CWT
SO

Dividends

CWT vs. SO - Dividend Comparison

CWT's dividend yield for the trailing twelve months is around 2.30%, less than SO's 3.17% yield.


TTM20242023202220212020201920182017201620152014
CWT
California Water Service Group
2.30%2.43%2.01%1.65%1.28%1.57%1.53%1.57%1.59%2.04%2.88%2.64%
SO
The Southern Company
3.17%3.47%3.96%3.78%3.82%4.13%3.86%5.42%4.78%4.52%4.60%4.24%

Drawdowns

CWT vs. SO - Drawdown Comparison

The maximum CWT drawdown since its inception was -38.24%, roughly equal to the maximum SO drawdown of -38.43%. Use the drawdown chart below to compare losses from any high point for CWT and SO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.42%
-2.38%
CWT
SO

Volatility

CWT vs. SO - Volatility Comparison

California Water Service Group (CWT) has a higher volatility of 7.54% compared to The Southern Company (SO) at 6.50%. This indicates that CWT's price experiences larger fluctuations and is considered to be riskier than SO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
7.54%
6.50%
CWT
SO

Financials

CWT vs. SO - Financials Comparison

This section allows you to compare key financial metrics between California Water Service Group and The Southern 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