MSEX vs. AWK
Compare and contrast key facts about Middlesex Water Company (MSEX) and American Water Works Company, Inc. (AWK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSEX or AWK.
Key characteristics
| MSEX | AWK | |
|---|---|---|
| YTD Return | 8.03% | 3.84% |
| 1Y Return | 15.50% | 11.61% |
| 3Y Return (Ann) | -11.55% | -5.94% |
| 5Y Return (Ann) | 4.39% | 4.62% |
| 10Y Return (Ann) | 14.51% | 12.13% |
| Sharpe Ratio | 0.38 | 0.56 |
| Sortino Ratio | 0.78 | 0.94 |
| Omega Ratio | 1.09 | 1.11 |
| Calmar Ratio | 0.21 | 0.31 |
| Martin Ratio | 0.65 | 1.75 |
| Ulcer Index | 19.21% | 6.64% |
| Daily Std Dev | 33.22% | 20.69% |
| Max Drawdown | -60.51% | -37.10% |
| Current Drawdown | -39.30% | -24.70% |
Fundamentals
| MSEX | AWK | |
|---|---|---|
| Market Cap | $1.24B | $26.27B |
| EPS | $2.30 | $5.04 |
| PE Ratio | 30.30 | 26.74 |
| PEG Ratio | 10.95 | 3.17 |
| Total Revenue (TTM) | $183.37M | $4.52B |
| Gross Profit (TTM) | $71.99M | $2.32B |
| EBITDA (TTM) | $71.27M | $2.46B |
Correlation
The correlation between MSEX and AWK is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
MSEX vs. AWK - Performance Comparison
In the year-to-date period, MSEX achieves a 8.03% return, which is significantly higher than AWK's 3.84% return. Over the past 10 years, MSEX has outperformed AWK with an annualized return of 14.51%, while AWK has yielded a comparatively lower 12.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MSEX vs. AWK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Middlesex Water Company (MSEX) and American Water Works Company, Inc. (AWK). 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.
Dividends
MSEX vs. AWK - Dividend Comparison
MSEX's dividend yield for the trailing twelve months is around 1.87%, less than AWK's 2.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSEX Middlesex Water Company | 1.87% | 1.92% | 1.50% | 0.92% | 1.44% | 1.54% | 1.71% | 2.15% | 1.88% | 2.92% | 3.31% | 3.59% |
AWK American Water Works Company, Inc. | 2.75% | 2.11% | 1.68% | 1.25% | 1.40% | 1.59% | 1.96% | 1.77% | 2.02% | 2.23% | 2.27% | 1.99% |
Drawdowns
MSEX vs. AWK - Drawdown Comparison
The maximum MSEX drawdown since its inception was -60.51%, which is greater than AWK's maximum drawdown of -37.10%. Use the drawdown chart below to compare losses from any high point for MSEX and AWK. For additional features, visit the drawdowns tool.
Volatility
MSEX vs. AWK - Volatility Comparison
Middlesex Water Company (MSEX) has a higher volatility of 10.18% compared to American Water Works Company, Inc. (AWK) at 6.16%. This indicates that MSEX's price experiences larger fluctuations and is considered to be riskier than AWK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MSEX vs. AWK - Financials Comparison
This section allows you to compare key financial metrics between Middlesex Water Company and American Water Works Company, Inc.. 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