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GWH vs. CGW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GWH vs. CGW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ESS Tech, Inc. (GWH) and Invesco S&P Global Water Index ETF (CGW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GWH achieves a -58.62% return, which is significantly lower than CGW's -0.07% return.


GWH

1D
5.12%
1M
-18.75%
YTD
-58.62%
6M
-61.67%
1Y
-27.29%
3Y*
-66.09%
5Y*
-65.02%
10Y*

CGW

1D
-1.01%
1M
0.69%
YTD
-0.07%
6M
-0.77%
1Y
4.10%
3Y*
9.64%
5Y*
5.08%
10Y*
9.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GWH vs. CGW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GWH
ESS Tech, Inc.
-58.62%-68.03%-65.61%-53.09%-78.76%12.16%
CGW
Invesco S&P Global Water Index ETF
-0.07%18.10%4.55%15.50%-22.00%31.70%

Correlation

The correlation between GWH and CGW is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.29

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

0.31

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2021

0.31

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Return for Risk

GWH vs. CGW — Risk / Return Rank

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

GWH
GWH Risk / Return Rank: 4848
Overall Rank
GWH Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
GWH Sortino Ratio Rank: 6969
Sortino Ratio Rank
GWH Omega Ratio Rank: 6767
Omega Ratio Rank
GWH Calmar Ratio Rank: 3333
Calmar Ratio Rank
GWH Martin Ratio Rank: 3636
Martin Ratio Rank

CGW
CGW Risk / Return Rank: 1212
Overall Rank
CGW Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CGW Sortino Ratio Rank: 1212
Sortino Ratio Rank
CGW Omega Ratio Rank: 1212
Omega Ratio Rank
CGW Calmar Ratio Rank: 1313
Calmar Ratio Rank
CGW Martin Ratio Rank: 1313
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.

GWH vs. CGW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ESS Tech, Inc. (GWH) and Invesco S&P Global Water Index ETF (CGW). 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.


GWHCGWDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

+1.09

Omega ratioGain probability vs. loss probability

1.19

1.06

+0.13

Calmar ratioReturn relative to maximum drawdown

-0.30

0.38

-0.68

Martin ratioReturn relative to average drawdown

-0.40

0.90

-1.30

GWH vs. CGW - Sharpe Ratio Comparison

The current GWH Sharpe Ratio is -0.12, which is lower than the CGW Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of GWH and CGW, 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

GWH vs. CGW - Drawdown Comparison

The maximum GWH drawdown since its inception was -99.79%, which is greater than CGW's maximum drawdown of -57.24%. Use the drawdown chart below to compare losses from any high point for GWH and CGW.


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Drawdown Indicators


GWHCGWDifference

Max Drawdown

Largest peak-to-trough decline

-99.79%

-57.24%

-42.55%

Max Drawdown (1Y)

Largest decline over 1 year

-91.82%

-10.86%

-80.96%

Max Drawdown (3Y)

Largest decline over 3 years

-97.52%

-16.24%

-81.28%

Max Drawdown (5Y)

Largest decline over 5 years

-99.79%

-32.74%

-67.05%

Max Drawdown (10Y)

Largest decline over 10 years

-35.72%

Current Drawdown

Current decline from peak

-99.78%

-8.55%

-91.23%

Average Drawdown

Average peak-to-trough decline

-78.96%

-9.83%

-69.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

68.37%

4.54%

+63.83%

Volatility

GWH vs. CGW - Volatility Comparison

ESS Tech, Inc. (GWH) has a higher volatility of 22.04% compared to Invesco S&P Global Water Index ETF (CGW) at 4.01%. This indicates that GWH's price experiences larger fluctuations and is considered to be riskier than CGW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GWHCGWDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.04%

4.01%

+18.03%

Volatility (6M)

Calculated over the trailing 6-month period

65.38%

10.51%

+54.87%

Volatility (1Y)

Calculated over the trailing 1-year period

221.43%

13.58%

+207.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

153.58%

16.82%

+136.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

146.82%

17.63%

+129.19%

Dividends

GWH vs. CGW - Dividend Comparison

GWH has not paid dividends to shareholders, while CGW's dividend yield for the trailing twelve months is around 1.58%.


PositionTTM20252024202320222021202020192018201720162015
CGW
Invesco S&P Global Water Index ETF
1.58%1.58%2.27%1.55%1.45%1.59%1.41%1.48%2.14%1.71%1.65%1.67%
GWH
ESS Tech, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GWH and CGW have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GWH has higher volatility (22.04%) compared to CGW (4.01%). In terms of maximum drawdown, GWH dropped -99.79% vs CGW's -57.24%.

CGW currently has the higher Sharpe Ratio (0.30 vs -0.12), 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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