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MSEX vs. GWRS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
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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MSEX vs. GWRS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSEX
Middlesex Water Company
5.19%-1.65%-18.00%-15.19%-33.75%68.50%15.78%21.12%36.54%-4.92%
GWRS
Global Water Resources, Inc.
-8.65%-24.33%-9.94%0.95%-20.68%20.65%12.34%33.21%11.84%5.74%

Fundamentals

Market Cap

MSEX:

$971.34M

GWRS:

$207.13M

EPS

MSEX:

$2.35

GWRS:

$0.11

PE Ratio

MSEX:

22.39

GWRS:

70.79

PEG Ratio

MSEX:

3.67

GWRS:

46.72

PS Ratio

MSEX:

4.92

GWRS:

3.75

PB Ratio

MSEX:

1.97

GWRS:

2.39

Total Revenue (TTM)

MSEX:

$194.69M

GWRS:

$55.76M

Gross Profit (TTM)

MSEX:

$89.52M

GWRS:

$51.72M

EBITDA (TTM)

MSEX:

$92.45M

GWRS:

$30.76M

Returns By Period

In the year-to-date period, MSEX achieves a 5.19% return, which is significantly higher than GWRS's -8.65% return.


MSEX

1D
1.23%
1M
-3.41%
YTD
5.19%
6M
1.18%
1Y
-15.86%
3Y*
-10.29%
5Y*
-6.02%
10Y*
7.32%

GWRS

1D
0.79%
1M
-15.74%
YTD
-8.65%
6M
-21.97%
1Y
-23.77%
3Y*
-12.60%
5Y*
-12.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 2020
Overall Rank
MSEX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
MSEX Sortino Ratio Rank: 1818
Sortino Ratio Rank
MSEX Omega Ratio Rank: 1818
Omega Ratio Rank
MSEX Calmar Ratio Rank: 2020
Calmar Ratio Rank
MSEX Martin Ratio Rank: 2525
Martin Ratio Rank

GWRS
GWRS Risk / Return Rank: 1212
Overall Rank
GWRS Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
GWRS Sortino Ratio Rank: 1313
Sortino Ratio Rank
GWRS Omega Ratio Rank: 1212
Omega Ratio Rank
GWRS Calmar Ratio Rank: 1717
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

-0.52

-0.75

+0.22

Sortino ratio

Return per unit of downside risk

-0.55

-0.85

+0.30

Omega ratio

Gain probability vs. loss probability

0.93

0.88

+0.04

Calmar ratio

Return relative to maximum drawdown

-0.61

-0.69

+0.08

Martin ratio

Return relative to average drawdown

-0.90

-1.59

+0.69

MSEX vs. GWRS - Sharpe Ratio Comparison

The current MSEX Sharpe Ratio is -0.52, which is comparable to the GWRS Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of MSEX and GWRS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MSEXGWRSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.52

-0.75

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

-0.38

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.14

+0.18

Correlation

The correlation between MSEX and GWRS is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MSEX vs. GWRS - Dividend Comparison

MSEX's dividend yield for the trailing twelve months is around 2.66%, less than GWRS's 3.97% yield.


TTM20252024202320222021202020192018201720162015
MSEX
Middlesex Water Company
2.66%2.74%2.50%1.92%1.50%1.16%1.44%1.54%1.71%2.15%1.88%2.92%
GWRS
Global Water Resources, Inc.
3.97%3.60%2.62%2.28%2.22%1.71%2.01%2.18%2.81%2.94%1.90%0.00%

Drawdowns

MSEX vs. GWRS - Drawdown Comparison

The maximum MSEX drawdown since its inception was -60.51%, roughly equal to the maximum GWRS drawdown of -60.89%. 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%

-60.89%

+0.38%

Max Drawdown (1Y)

Largest decline over 1 year

-25.57%

-33.97%

+8.40%

Max Drawdown (5Y)

Largest decline over 5 years

-60.51%

-60.89%

+0.38%

Max Drawdown (10Y)

Largest decline over 10 years

-60.51%

Current Drawdown

Current decline from peak

-52.34%

-58.08%

+5.74%

Average Drawdown

Average peak-to-trough decline

-12.66%

-21.11%

+8.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.41%

14.76%

+2.65%

Volatility

MSEX vs. GWRS - Volatility Comparison

The current volatility for Middlesex Water Company (MSEX) is 7.19%, while Global Water Resources, Inc. (GWRS) has a volatility of 18.16%. 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

7.19%

18.16%

-10.97%

Volatility (6M)

Calculated over the trailing 6-month period

24.69%

26.66%

-1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

30.33%

31.93%

-1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.93%

31.96%

-1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.34%

33.74%

-1.40%

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


10.00M20.00M30.00M40.00M50.00M60.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
46.98M
13.54M
(MSEX) Total Revenue
(GWRS) Total Revenue
Values in USD except per share items