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HTO vs. MSEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HTO vs. MSEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in H2O America (HTO) and Middlesex Water Company (MSEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HTO achieves a 16.55% return, which is significantly higher than MSEX's 5.78% return. Over the past 10 years, HTO has outperformed MSEX with an annualized return of 6.46%, while MSEX has yielded a comparatively lower 4.97% annualized return.


HTO

1D
-2.16%
1M
-2.33%
YTD
16.55%
6M
22.56%
1Y
13.24%
3Y*
-6.63%
5Y*
-0.01%
10Y*
6.46%

MSEX

1D
-1.41%
1M
2.77%
YTD
5.78%
6M
4.49%
1Y
-3.59%
3Y*
-12.32%
5Y*
-7.76%
10Y*
4.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HTO vs. MSEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HTO
H2O America
16.55%2.92%-22.57%-17.78%13.40%7.66%-0.43%30.19%-11.20%16.22%
MSEX
Middlesex Water Company
5.78%-1.65%-18.00%-15.19%-33.75%68.50%15.78%21.12%36.54%-4.92%

Correlation

The correlation between HTO and MSEX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.75

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

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Mar 27, 1990

0.39

Over the past year, HTO and MSEX have become more correlated (0.75) than their long-term average of 0.39, meaning their price movements have been converging.

Fundamentals

EPS

HTO:

$2.90

MSEX:

$3.22

PE Ratio

HTO:

19.40

MSEX:

16.34

PEG Ratio

HTO:

2.01

MSEX:

2.68

PS Ratio

HTO:

2.50

MSEX:

3.61

Total Revenue (TTM)

HTO:

$816.28M

MSEX:

$199.11M

Gross Profit (TTM)

HTO:

$335.79M

MSEX:

$66.33M

EBITDA (TTM)

HTO:

$273.35M

MSEX:

$86.27M

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Return for Risk

HTO vs. MSEX — Risk / Return Rank

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

HTO
HTO Risk / Return Rank: 5858
Overall Rank
HTO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
HTO Sortino Ratio Rank: 5454
Sortino Ratio Rank
HTO Omega Ratio Rank: 5252
Omega Ratio Rank
HTO Calmar Ratio Rank: 6060
Calmar Ratio Rank
HTO Martin Ratio Rank: 6060
Martin Ratio Rank

MSEX
MSEX Risk / Return Rank: 3535
Overall Rank
MSEX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
MSEX Sortino Ratio Rank: 3232
Sortino Ratio Rank
MSEX Omega Ratio Rank: 3232
Omega Ratio Rank
MSEX Calmar Ratio Rank: 3737
Calmar Ratio Rank
MSEX Martin Ratio Rank: 3737
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.

HTO vs. MSEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for H2O America (HTO) and Middlesex Water Company (MSEX). 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.


HTOMSEXDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.11

1.01

+0.11

Calmar ratioReturn relative to maximum drawdown

0.80

-0.17

+0.97

Martin ratioReturn relative to average drawdown

1.81

-0.30

+2.11

HTO vs. MSEX - Sharpe Ratio Comparison

The current HTO Sharpe Ratio is 0.57, which is higher than the MSEX Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of HTO and MSEX, 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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Sharpe Ratios by Period


HTOMSEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

-0.12

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

-0.25

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.15

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.32

+0.07

Drawdowns

HTO vs. MSEX - Drawdown Comparison

The maximum HTO drawdown since its inception was -54.53%, smaller than the maximum MSEX drawdown of -60.51%. Use the drawdown chart below to compare losses from any high point for HTO and MSEX.


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Drawdown Indicators


HTOMSEXDifference

Max Drawdown

Largest peak-to-trough decline

-54.53%

-60.51%

+5.98%

Max Drawdown (1Y)

Largest decline over 1 year

-16.72%

-21.04%

+4.32%

Max Drawdown (3Y)

Largest decline over 3 years

-37.31%

-44.52%

+7.21%

Max Drawdown (5Y)

Largest decline over 5 years

-42.85%

-60.51%

+17.66%

Max Drawdown (10Y)

Largest decline over 10 years

-42.85%

-60.51%

+17.66%

Current Drawdown

Current decline from peak

-25.79%

-52.07%

+26.28%

Average Drawdown

Average peak-to-trough decline

-15.90%

-12.86%

-3.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.33%

12.07%

-4.74%

Volatility

HTO vs. MSEX - Volatility Comparison

H2O America (HTO) has a higher volatility of 6.28% compared to Middlesex Water Company (MSEX) at 5.32%. This indicates that HTO's price experiences larger fluctuations and is considered to be riskier than MSEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HTOMSEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

5.32%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

16.73%

18.12%

-1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

23.32%

30.28%

-6.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.04%

31.16%

-7.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.57%

32.34%

-2.77%

Dividends

HTO vs. MSEX - Dividend Comparison

HTO's dividend yield for the trailing twelve months is around 3.06%, more than MSEX's 2.70% yield.


PositionTTM20252024202320222021202020192018201720162015
HTO
H2O America
3.06%3.43%3.25%2.33%1.77%1.86%1.85%1.69%2.01%1.63%1.45%2.63%
MSEX
Middlesex Water Company
2.70%2.74%2.50%1.92%1.50%1.16%1.44%1.54%1.71%2.15%1.88%2.92%

Financials

HTO vs. MSEX - Financials Comparison

This section allows you to compare key financial metrics between H2O America and Middlesex 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


50.00M100.00M150.00M200.00M250.00M20222023202420252026
183.29M
48.71M
(HTO) Total Revenue
(MSEX) Total Revenue
Values in USD except per share items

HTO vs. MSEX - Profitability Comparison

The chart below illustrates the profitability comparison between H2O America and Middlesex Water Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%2022202320242025202600
Portfolio components
HTO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, H2O America reported a gross profit of 0.00 and revenue of 183.29M. Therefore, the gross margin over that period was 0.0%.

MSEX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Middlesex Water Company reported a gross profit of 0.00 and revenue of 48.71M. Therefore, the gross margin over that period was 0.0%.

HTO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, H2O America reported an operating income of 37.43M and revenue of 183.29M, resulting in an operating margin of 20.4%.

MSEX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Middlesex Water Company reported an operating income of 13.10M and revenue of 48.71M, resulting in an operating margin of 26.9%.

HTO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, H2O America reported a net income of 19.01M and revenue of 183.29M, resulting in a net margin of 10.4%.

MSEX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Middlesex Water Company reported a net income of 10.61M and revenue of 48.71M, resulting in a net margin of 21.8%.


Frequently Asked Questions


HTO and MSEX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HTO has higher volatility (6.28%) compared to MSEX (5.32%). In terms of maximum drawdown, HTO dropped -54.53% vs MSEX's -60.51%.

HTO currently has the higher Sharpe Ratio (0.57 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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