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

Performance

MSEX vs. AWR - Performance Comparison

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

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Returns By Period

In the year-to-date period, MSEX achieves a 6.26% return, which is significantly lower than AWR's 10.53% return. Over the past 10 years, MSEX has underperformed AWR with an annualized return of 4.78%, while AWR has yielded a comparatively higher 8.62% annualized return.


MSEX

1D
2.09%
1M
1.44%
YTD
6.26%
6M
3.81%
1Y
-5.56%
3Y*
-10.17%
5Y*
-6.83%
10Y*
4.78%

AWR

1D
1.76%
1M
3.12%
YTD
10.53%
6M
9.21%
1Y
1.40%
3Y*
0.11%
5Y*
1.88%
10Y*
8.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSEX vs. AWR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSEX
Middlesex Water Company
6.26%-1.65%-18.00%-15.19%-33.75%68.50%15.78%21.12%36.54%-4.92%
AWR
American States Water Company
10.53%-4.32%-1.18%-11.43%-8.92%32.25%-6.75%31.19%17.91%29.76%

Correlation

The correlation between MSEX and AWR is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

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

0.77

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

0.76

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

0.72

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

0.39

Over the past year, MSEX and AWR have become more correlated (0.85) than their long-term average of 0.39, meaning their price movements have been converging.

Fundamentals

EPS

MSEX:

$3.22

AWR:

$3.44

PE Ratio

MSEX:

16.41

AWR:

22.97

PEG Ratio

MSEX:

2.69

AWR:

2.16

PS Ratio

MSEX:

3.62

AWR:

4.52

Total Revenue (TTM)

MSEX:

$199.11M

AWR:

$679.25M

Gross Profit (TTM)

MSEX:

$66.33M

AWR:

$303.17M

EBITDA (TTM)

MSEX:

$86.27M

AWR:

$233.31M

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Return for Risk

MSEX vs. AWR — Risk / Return Rank

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

MSEX
MSEX Risk / Return Rank: 3333
Overall Rank
MSEX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
MSEX Sortino Ratio Rank: 3131
Sortino Ratio Rank
MSEX Omega Ratio Rank: 3030
Omega Ratio Rank
MSEX Calmar Ratio Rank: 3434
Calmar Ratio Rank
MSEX Martin Ratio Rank: 3535
Martin Ratio Rank

AWR
AWR Risk / Return Rank: 4242
Overall Rank
AWR Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
AWR Sortino Ratio Rank: 3737
Sortino Ratio Rank
AWR Omega Ratio Rank: 3737
Omega Ratio Rank
AWR Calmar Ratio Rank: 4646
Calmar Ratio Rank
AWR Martin Ratio Rank: 4646
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.

MSEX vs. AWR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Middlesex Water Company (MSEX) and American States Water Company (AWR). 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.


MSEXAWRDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

0.99

1.03

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.27

0.14

-0.40

Martin ratioReturn relative to average drawdown

-0.46

0.26

-0.72

MSEX vs. AWR - Sharpe Ratio Comparison

The current MSEX Sharpe Ratio is -0.18, which is lower than the AWR Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of MSEX and AWR, 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

MSEX vs. AWR - Drawdown Comparison

The maximum MSEX drawdown since its inception was -60.51%, which is greater than AWR's maximum drawdown of -37.39%. Use the drawdown chart below to compare losses from any high point for MSEX and AWR.


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Drawdown Indicators


MSEXAWRDifference

Max Drawdown

Largest peak-to-trough decline

-60.51%

-37.39%

-23.12%

Max Drawdown (1Y)

Largest decline over 1 year

-21.04%

-10.28%

-10.76%

Max Drawdown (3Y)

Largest decline over 3 years

-44.52%

-24.74%

-19.78%

Max Drawdown (5Y)

Largest decline over 5 years

-60.51%

-32.85%

-27.66%

Max Drawdown (10Y)

Largest decline over 10 years

-60.51%

-32.85%

-27.66%

Current Drawdown

Current decline from peak

-51.85%

-15.70%

-36.15%

Average Drawdown

Average peak-to-trough decline

-12.90%

-10.81%

-2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.35%

6.44%

+5.91%

Volatility

MSEX vs. AWR - Volatility Comparison

Middlesex Water Company (MSEX) and American States Water Company (AWR) have volatilities of 6.06% and 6.03%, 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


MSEXAWRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.06%

6.03%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

18.35%

15.44%

+2.91%

Volatility (1Y)

Calculated over the trailing 1-year period

30.38%

20.43%

+9.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.14%

22.63%

+8.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.33%

26.19%

+6.14%

Dividends

MSEX vs. AWR - Dividend Comparison

MSEX's dividend yield for the trailing twelve months is around 2.69%, more than AWR's 2.55% yield.


PositionTTM20252024202320222021202020192018201720162015
AWR
American States Water Company
2.55%2.68%2.30%2.06%1.65%1.35%1.61%1.34%1.58%1.72%2.01%2.08%
MSEX
Middlesex Water Company
2.69%2.74%2.50%1.92%1.50%1.16%1.44%1.54%1.71%2.15%1.88%2.92%

Financials

MSEX vs. AWR - Financials Comparison

This section allows you to compare key financial metrics between Middlesex Water Company and American States 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


50.00M100.00M150.00M200.00M20222023202420252026
48.71M
169.19M
(MSEX) Total Revenue
(AWR) Total Revenue
Values in USD except per share items

MSEX vs. AWR - Profitability Comparison

The chart below illustrates the profitability comparison between Middlesex Water Company and American States 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%20.0%40.0%60.0%80.0%2022202320242025202600
Portfolio components
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%.

AWR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, American States Water Company reported a gross profit of 0.00 and revenue of 169.19M. Therefore, the gross margin over that period was 0.0%.

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%.

AWR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, American States Water Company reported an operating income of 51.37M and revenue of 169.19M, resulting in an operating margin of 30.4%.

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%.

AWR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, American States Water Company reported a net income of 29.95M and revenue of 169.19M, resulting in a net margin of 17.7%.


Frequently Asked Questions


MSEX and AWR have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSEX has higher volatility (6.06%) compared to AWR (6.03%). In terms of maximum drawdown, MSEX dropped -60.51% vs AWR's -37.39%.

AWR currently has the higher Sharpe Ratio (0.07 vs -0.18), 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

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