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

Performance

HTO vs. NWN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in H2O America (HTO) 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, HTO achieves a 18.36% return, which is significantly higher than NWN's 8.81% return. Over the past 10 years, HTO has outperformed NWN with an annualized return of 6.53%, while NWN has yielded a comparatively lower 2.01% annualized return.


HTO

1D
0.74%
1M
0.96%
YTD
18.36%
6M
18.21%
1Y
10.33%
3Y*
-4.86%
5Y*
-0.18%
10Y*
6.53%

NWN

1D
1.18%
1M
0.30%
YTD
8.81%
6M
8.72%
1Y
29.18%
3Y*
9.60%
5Y*
2.37%
10Y*
2.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HTO vs. NWN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HTO
H2O America
18.36%2.92%-22.57%-17.78%13.40%7.66%-0.43%30.19%-11.20%16.22%
NWN
Northwest Natural Holding Company
8.81%23.75%6.77%-14.45%1.49%10.26%-35.52%25.46%4.48%2.82%

Correlation

The correlation between HTO and NWN is 0.51, 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

0.51

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

0.56

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

0.57

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

0.54

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

0.38

The correlation between HTO and NWN shifts across timeframes, from 0.38 (all time) to 0.57 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

HTO:

$2.90

NWN:

$4.01

PE Ratio

HTO:

19.70

NWN:

12.44

PEG Ratio

HTO:

2.04

NWN:

3.27

PS Ratio

HTO:

2.54

NWN:

1.19

Total Revenue (TTM)

HTO:

$816.28M

NWN:

$1.29B

Gross Profit (TTM)

HTO:

$335.79M

NWN:

$288.00M

EBITDA (TTM)

HTO:

$273.35M

NWN:

$426.96M

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Return for Risk

HTO vs. NWN — Risk / Return Rank

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

HTO
HTO Risk / Return Rank: 5454
Overall Rank
HTO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
HTO Sortino Ratio Rank: 5050
Sortino Ratio Rank
HTO Omega Ratio Rank: 4949
Omega Ratio Rank
HTO Calmar Ratio Rank: 5757
Calmar Ratio Rank
HTO Martin Ratio Rank: 5858
Martin Ratio Rank

NWN
NWN Risk / Return Rank: 7979
Overall Rank
NWN Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
NWN Sortino Ratio Rank: 7676
Sortino Ratio Rank
NWN Omega Ratio Rank: 7878
Omega Ratio Rank
NWN Calmar Ratio Rank: 7878
Calmar Ratio Rank
NWN Martin Ratio Rank: 8181
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. NWN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for H2O America (HTO) 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.


HTONWNDifference
Sharpe ratioReturn per unit of total volatility

-1.01

Sortino ratioReturn per unit of downside risk

-1.16

Omega ratioGain probability vs. loss probability

1.09

1.27

-0.18

Calmar ratioReturn relative to maximum drawdown

0.64

2.18

-1.54

Martin ratioReturn relative to average drawdown

1.48

6.44

-4.96

HTO vs. NWN - Sharpe Ratio Comparison

The current HTO Sharpe Ratio is 0.45, which is lower than the NWN Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of HTO 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

HTO vs. NWN - Drawdown Comparison

The maximum HTO drawdown since its inception was -54.53%, which is greater than NWN's maximum drawdown of -46.27%. Use the drawdown chart below to compare losses from any high point for HTO and NWN.


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Drawdown Indicators


HTONWNDifference

Max Drawdown

Largest peak-to-trough decline

-54.53%

-46.27%

-8.26%

Max Drawdown (1Y)

Largest decline over 1 year

-16.19%

-13.46%

-2.73%

Max Drawdown (3Y)

Largest decline over 3 years

-35.14%

-18.39%

-16.75%

Max Drawdown (5Y)

Largest decline over 5 years

-42.85%

-32.09%

-10.76%

Max Drawdown (10Y)

Largest decline over 10 years

-42.85%

-46.27%

+3.42%

Current Drawdown

Current decline from peak

-24.64%

-15.45%

-9.19%

Average Drawdown

Average peak-to-trough decline

-15.90%

-12.14%

-3.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.98%

4.55%

+2.43%

Volatility

HTO vs. NWN - Volatility Comparison

H2O America (HTO) and Northwest Natural Holding Company (NWN) have volatilities of 6.85% and 6.76%, 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


HTONWNDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.85%

6.76%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

16.54%

15.76%

+0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

23.12%

20.07%

+3.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.06%

22.88%

+1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.56%

28.15%

+1.41%

Dividends

HTO vs. NWN - Dividend Comparison

HTO's dividend yield for the trailing twelve months is around 3.01%, less than NWN's 3.95% yield.


PositionTTM20252024202320222021202020192018201720162015
HTO
H2O America
3.01%3.43%3.25%2.33%1.77%1.86%1.85%1.69%2.01%1.63%1.45%2.63%
NWN
Northwest Natural Holding Company
3.95%4.20%4.94%4.99%4.06%3.94%4.16%2.58%3.13%3.16%3.13%3.68%

Financials

HTO vs. NWN - Financials Comparison

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


100.00M200.00M300.00M400.00M500.00M20222023202420252026
183.29M
490.40M
(HTO) Total Revenue
(NWN) Total Revenue
Values in USD except per share items

HTO vs. NWN - Profitability Comparison

The chart below illustrates the profitability comparison between H2O America 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

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%.

NWN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.

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%.

NWN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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%.

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%.

NWN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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


HTO and NWN have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HTO has higher volatility (6.85%) compared to NWN (6.76%). In terms of maximum drawdown, HTO dropped -54.53% vs NWN's -46.27%.

NWN currently has the higher Sharpe Ratio (1.46 vs 0.45), 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 HTO and NWN

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