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NAT vs. AWK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

NAT vs. AWK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nordic American Tankers Limited (NAT) and American Water Works Company, Inc. (AWK). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-24.46%
3.45%
NAT
AWK

Returns By Period

In the year-to-date period, NAT achieves a -20.29% return, which is significantly lower than AWK's 5.90% return. Over the past 10 years, NAT has underperformed AWK with an annualized return of -3.22%, while AWK has yielded a comparatively higher 12.27% annualized return.


NAT

YTD

-20.29%

1M

-14.57%

6M

-24.46%

1Y

-22.46%

5Y (annualized)

4.53%

10Y (annualized)

-3.22%

AWK

YTD

5.90%

1M

-3.18%

6M

3.45%

1Y

5.81%

5Y (annualized)

4.40%

10Y (annualized)

12.27%

Fundamentals


NATAWK
Market Cap$626.39M$26.64B
EPS$0.29$5.03
PE Ratio10.3427.17
PEG Ratio-2.503.13
Total Revenue (TTM)$287.07M$4.52B
Gross Profit (TTM)$96.73M$2.32B
EBITDA (TTM)$104.55M$2.47B

Key characteristics


NATAWK
Sharpe Ratio-0.690.34
Sortino Ratio-0.870.60
Omega Ratio0.901.07
Calmar Ratio-0.290.18
Martin Ratio-1.730.99
Ulcer Index12.44%6.77%
Daily Std Dev31.13%19.82%
Max Drawdown-90.41%-37.10%
Current Drawdown-73.16%-23.21%

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Correlation

-0.50.00.51.00.1

The correlation between NAT and AWK is 0.12, 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.

Risk-Adjusted Performance

NAT vs. AWK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nordic American Tankers Limited (NAT) 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.


Sharpe ratio
The chart of Sharpe ratio for NAT, currently valued at -0.69, compared to the broader market-4.00-2.000.002.004.00-0.690.34
The chart of Sortino ratio for NAT, currently valued at -0.87, compared to the broader market-4.00-2.000.002.004.00-0.870.60
The chart of Omega ratio for NAT, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.07
The chart of Calmar ratio for NAT, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.290.18
The chart of Martin ratio for NAT, currently valued at -1.73, compared to the broader market-10.000.0010.0020.0030.00-1.730.99
NAT
AWK

The current NAT Sharpe Ratio is -0.69, which is lower than the AWK Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of NAT and AWK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.69
0.34
NAT
AWK

Dividends

NAT vs. AWK - Dividend Comparison

NAT's dividend yield for the trailing twelve months is around 13.77%, more than AWK's 2.20% yield.


TTM20232022202120202019201820172016201520142013
NAT
Nordic American Tankers Limited
13.77%11.67%3.59%3.55%15.25%1.42%3.50%21.42%16.62%9.05%6.13%6.63%
AWK
American Water Works Company, Inc.
2.20%2.11%1.68%1.25%1.40%1.59%1.96%1.77%2.02%2.23%2.27%1.99%

Drawdowns

NAT vs. AWK - Drawdown Comparison

The maximum NAT drawdown since its inception was -90.41%, which is greater than AWK's maximum drawdown of -37.10%. Use the drawdown chart below to compare losses from any high point for NAT and AWK. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-73.16%
-23.21%
NAT
AWK

Volatility

NAT vs. AWK - Volatility Comparison

Nordic American Tankers Limited (NAT) has a higher volatility of 9.84% compared to American Water Works Company, Inc. (AWK) at 6.51%. This indicates that NAT'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
9.84%
6.51%
NAT
AWK

Financials

NAT vs. AWK - Financials Comparison

This section allows you to compare key financial metrics between Nordic American Tankers Limited 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.


Quarterly
Annual

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


Values in USD except per share items