CWT vs. YORW
CWT (California Water Service Group) and YORW (The York Water Company) are both stocks. Both operate in the Utilities - Regulated Water industry within the Utilities sector. Over the past 10 years, CWT returned 6.29%/yr vs 2.08%/yr for YORW. Their 0.37 correlation means their historical movements had little consistent relationship.
Performance
CWT vs. YORW - Performance Comparison
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Returns By Period
In the year-to-date period, CWT achieves a 17.43% return, which is significantly higher than YORW's -1.33% return. Over the past 10 years, CWT has outperformed YORW with an annualized return of 6.29%, while YORW has yielded a comparatively lower 2.08% annualized return.
CWT
- 1D
- -0.77%
- 1M
- -0.24%
- 6M
- 13.83%
- YTD
- 17.43%
- 1Y
- 10.84%
- 3Y*
- 1.23%
- 5Y*
- -2.29%
- 10Y*
- 6.29%
- ALL TIME*
- 9.58%
YORW
- 1D
- 0.19%
- 1M
- -1.43%
- 6M
- -6.44%
- YTD
- -1.33%
- 1Y
- 4.67%
- 3Y*
- -6.40%
- 5Y*
- -6.39%
- 10Y*
- 2.08%
- ALL TIME*
- 9.33%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $24.21M | $23.35M | $24.82M | |
| $3.68M | $5.44M | $4.49M |
CWT vs. YORW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
YORW The York Water Company | -1.33% | 0.08% | -13.23% | -12.40% | -7.93% | 8.61% | 2.67% | 46.40% | -3.34% | -9.61% |
Correlation
The correlation between CWT and YORW is 0.73, 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. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.63 |
Correlation (All Time) Calculated using the full available price history since May 3, 1999 | 0.37 |
Over the past year, CWT and YORW have become more correlated (0.73) than their long-term average of 0.37, meaning their price movements have been converging.
Fundamentals
CWT:
$3.00B
YORW:
$502.00M
CWT:
$2.23
YORW:
$2.21
CWT:
22.50
YORW:
14.01
CWT:
0.54
YORW:
5.78
CWT:
$1.05B
YORW:
-$18.46M
CWT:
$196.22M
YORW:
-$40.05M
CWT:
$346.36M
YORW:
$31.13M
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Return for Risk
CWT vs. YORW — Risk / Return Rank
CWT
YORW
CWT vs. YORW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for California Water Service Group (CWT) and The York Water Company (YORW). 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 | YORW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.06 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.92 | 0.38 | +0.54 |
| Martin ratioReturn relative to average drawdown | 1.74 | 0.78 | +0.96 |
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Drawdowns
CWT vs. YORW - Drawdown Comparison
The maximum CWT drawdown since its inception was -38.21%, smaller than the maximum YORW drawdown of -46.68%. Use the drawdown chart below to compare losses from any high point for CWT and YORW.
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Drawdown Indicators
| CWT | YORW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.21% | -46.68% | +8.47% |
Max Drawdown (1Y)Largest decline over 1 year | -14.59% | -13.93% | -0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -24.13% | -26.79% | +2.66% |
Max Drawdown (5Y)Largest decline over 5 years | -38.21% | -39.62% | +1.41% |
Max Drawdown (10Y)Largest decline over 10 years | -38.21% | -39.62% | +1.41% |
Current DrawdownCurrent decline from peak | -22.88% | -35.04% | +12.16% |
Average DrawdownAverage peak-to-trough decline | -11.75% | -13.18% | +1.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.70% | 6.84% | +0.86% |
Volatility
CWT vs. YORW - Volatility Comparison
California Water Service Group (CWT) and The York Water Company (YORW) have volatilities of 6.85% and 7.20%, 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
| CWT | YORW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.85% | 7.20% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 19.17% | 14.54% | +4.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.72% | 20.48% | +4.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.33% | 22.92% | +1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.72% | 29.22% | -1.50% |
Dividends
CWT vs. YORW - Dividend Comparison
CWT's dividend yield for the trailing twelve months is around 2.53%, less than YORW's 2.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
YORW The York Water Company | 2.92% | 2.78% | 2.60% | 2.12% | 1.75% | 1.52% | 1.56% | 1.52% | 2.10% | 1.91% | 1.64% | 2.42% |
Financials
CWT vs. YORW - Financials Comparison
This section allows you to compare key financial metrics between California Water Service Group and The York Water 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CWT and YORW have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YORW has higher volatility (7.20%) compared to CWT (6.85%). In terms of maximum drawdown, CWT dropped -38.21% vs YORW's -46.68%.
CWT currently has the higher Sharpe Ratio (0.54 vs 0.26), 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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