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

Performance

MSEX vs. GWRS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Middlesex Water Company (MSEX) and Global Water Resources, Inc. (GWRS). 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 5.96% return, which is significantly higher than GWRS's -14.63% return. Over the past 10 years, MSEX has outperformed GWRS with an annualized return of 5.25%, while GWRS has yielded a comparatively lower 2.23% annualized return.


MSEX

1D
1.80%
1M
4.22%
YTD
5.96%
6M
5.00%
1Y
-5.35%
3Y*
-11.83%
5Y*
-7.50%
10Y*
5.25%

GWRS

1D
-3.79%
1M
0.22%
YTD
-14.63%
6M
-13.97%
1Y
-26.56%
3Y*
-13.97%
5Y*
-14.19%
10Y*
2.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSEX vs. GWRS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSEX
Middlesex Water Company
5.96%-1.65%-18.00%-15.19%-33.75%68.50%15.78%21.12%36.54%-4.92%
GWRS
Global Water Resources, Inc.
-14.63%-24.33%-9.94%0.95%-20.68%20.65%12.34%33.21%11.84%5.74%

Correlation

The correlation between MSEX and GWRS is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.34

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

0.33

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

0.33

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2016

0.33

Fundamentals

EPS

MSEX:

$3.22

GWRS:

$0.07

PE Ratio

MSEX:

16.37

GWRS:

98.38

PEG Ratio

MSEX:

2.68

GWRS:

64.93

PS Ratio

MSEX:

3.61

GWRS:

3.48

Total Revenue (TTM)

MSEX:

$199.11M

GWRS:

$56.59M

Gross Profit (TTM)

MSEX:

$66.33M

GWRS:

$16.24M

EBITDA (TTM)

MSEX:

$86.27M

GWRS:

$19.29M

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Return for Risk

MSEX vs. GWRS — Risk / Return Rank

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

MSEX
MSEX Risk / Return Rank: 3030
Overall Rank
MSEX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MSEX Sortino Ratio Rank: 2828
Sortino Ratio Rank
MSEX Omega Ratio Rank: 2929
Omega Ratio Rank
MSEX Calmar Ratio Rank: 3030
Calmar Ratio Rank
MSEX Martin Ratio Rank: 3131
Martin Ratio Rank

GWRS
GWRS Risk / Return Rank: 1010
Overall Rank
GWRS Sharpe Ratio Rank: 99
Sharpe Ratio Rank
GWRS Sortino Ratio Rank: 1212
Sortino Ratio Rank
GWRS Omega Ratio Rank: 1111
Omega Ratio Rank
GWRS Calmar Ratio Rank: 1313
Calmar Ratio Rank
GWRS Martin Ratio Rank: 77
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. GWRS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Middlesex Water Company (MSEX) and Global Water Resources, Inc. (GWRS). 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.


MSEXGWRSDifference

Sharpe ratio

Return per unit of total volatility

-0.18

-0.79

+0.61

Sortino ratio

Return per unit of downside risk

-0.04

-0.94

+0.90

Omega ratio

Gain probability vs. loss probability

0.99

0.87

+0.12

Calmar ratio

Return relative to maximum drawdown

-0.31

-0.72

+0.41

Martin ratio

Return relative to average drawdown

-0.55

-1.40

+0.85

MSEX vs. GWRS - Sharpe Ratio Comparison

The current MSEX Sharpe Ratio is -0.18, which is higher than the GWRS Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of MSEX and GWRS, 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


MSEXGWRSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

-0.79

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

-0.44

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.07

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.12

+0.20

Drawdowns

MSEX vs. GWRS - Drawdown Comparison

The maximum MSEX drawdown since its inception was -60.51%, roughly equal to the maximum GWRS drawdown of -63.38%. Use the drawdown chart below to compare losses from any high point for MSEX and GWRS.


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Drawdown Indicators


MSEXGWRSDifference

Max Drawdown

Largest peak-to-trough decline

-60.51%

-63.38%

+2.87%

Max Drawdown (1Y)

Largest decline over 1 year

-21.04%

-38.17%

+17.13%

Max Drawdown (3Y)

Largest decline over 3 years

-44.52%

-48.36%

+3.84%

Max Drawdown (5Y)

Largest decline over 5 years

-60.51%

-63.38%

+2.87%

Max Drawdown (10Y)

Largest decline over 10 years

-60.51%

-63.38%

+2.87%

Current Drawdown

Current decline from peak

-51.99%

-60.82%

+8.83%

Average Drawdown

Average peak-to-trough decline

-12.84%

-21.76%

+8.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.95%

19.75%

-7.80%

Volatility

MSEX vs. GWRS - Volatility Comparison

The current volatility for Middlesex Water Company (MSEX) is 4.51%, while Global Water Resources, Inc. (GWRS) has a volatility of 12.93%. This indicates that MSEX experiences smaller price fluctuations and is considered to be less risky than GWRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSEXGWRSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.51%

12.93%

-8.42%

Volatility (6M)

Calculated over the trailing 6-month period

17.91%

25.76%

-7.85%

Volatility (1Y)

Calculated over the trailing 1-year period

30.19%

33.86%

-3.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.15%

32.07%

-0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.35%

33.68%

-1.33%

Dividends

MSEX vs. GWRS - Dividend Comparison

MSEX's dividend yield for the trailing twelve months is around 2.69%, less than GWRS's 4.28% yield.


PositionTTM20252024202320222021202020192018201720162015
GWRS
Global Water Resources, Inc.
4.28%3.60%2.62%2.28%2.22%1.71%2.01%2.18%2.81%2.94%1.90%0.00%
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. GWRS - Financials Comparison

This section allows you to compare key financial metrics between Middlesex Water Company and Global Water Resources, 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.


Quarterly
Annual

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


10.00M20.00M30.00M40.00M50.00M60.00M20222023202420252026
48.71M
13.29M
(MSEX) Total Revenue
(GWRS) Total Revenue
Values in USD except per share items

MSEX vs. GWRS - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%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%.

GWRS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Global Water Resources, Inc. reported a gross profit of 0.00 and revenue of 13.29M. 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%.

GWRS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Global Water Resources, Inc. reported an operating income of 389.00K and revenue of 13.29M, resulting in an operating margin of 2.9%.

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%.

GWRS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Global Water Resources, Inc. reported a net income of -366.00K and revenue of 13.29M, resulting in a net margin of -2.8%.


Frequently Asked Questions


MSEX and GWRS have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GWRS has higher volatility (12.93%) compared to MSEX (4.51%). In terms of maximum drawdown, MSEX dropped -60.51% vs GWRS's -63.38%.

MSEX currently has the higher Sharpe Ratio (-0.18 vs -0.79), 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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