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NWE vs. BKH
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NWE vs. BKH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NorthWestern Corporation (NWE) and Black Hills Corporation (BKH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NWE achieves a 8.24% return, which is significantly higher than BKH's 4.93% return. Over the past 10 years, NWE has outperformed BKH with an annualized return of 5.81%, while BKH has yielded a comparatively lower 5.14% annualized return.


NWE

1D
-0.92%
1M
-3.85%
YTD
8.24%
6M
5.73%
1Y
34.06%
3Y*
11.42%
5Y*
6.43%
10Y*
5.81%

BKH

1D
-0.80%
1M
-3.70%
YTD
4.93%
6M
2.38%
1Y
27.04%
3Y*
9.39%
5Y*
5.02%
10Y*
5.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NWE vs. BKH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NWE
NorthWestern Corporation
8.24%26.40%10.51%-10.12%8.49%2.10%-15.15%24.50%3.52%8.74%
BKH
Black Hills Corporation
4.93%23.93%13.57%-19.95%3.08%18.86%-19.05%28.60%7.98%0.81%

Correlation

The correlation between NWE and BKH is 0.94, 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

0.94

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

0.81

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

0.80

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

0.77

Correlation (All Time)
Calculated using the full available price history since Dec 31, 2007

0.73

Over the past year, NWE and BKH have become more correlated (0.94) than their long-term average of 0.73, meaning their price movements have been converging.

Fundamentals

Market Cap

NWE:

$4.25B

BKH:

$5.40B

EPS

NWE:

$2.72

BKH:

$2.10

PE Ratio

NWE:

25.42

BKH:

34.11

PS Ratio

NWE:

2.59

BKH:

2.32

Total Revenue (TTM)

NWE:

$1.64B

BKH:

$2.29B

Gross Profit (TTM)

NWE:

$1.15B

BKH:

$596.90M

EBITDA (TTM)

NWE:

$510.42M

BKH:

$554.70M

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Return for Risk

NWE vs. BKH — Risk / Return Rank

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

NWE
NWE Risk / Return Rank: 8383
Overall Rank
NWE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
NWE Sortino Ratio Rank: 8080
Sortino Ratio Rank
NWE Omega Ratio Rank: 7878
Omega Ratio Rank
NWE Calmar Ratio Rank: 8484
Calmar Ratio Rank
NWE Martin Ratio Rank: 8989
Martin Ratio Rank

BKH
BKH Risk / Return Rank: 7777
Overall Rank
BKH Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BKH Sortino Ratio Rank: 7373
Sortino Ratio Rank
BKH Omega Ratio Rank: 7272
Omega Ratio Rank
BKH Calmar Ratio Rank: 7979
Calmar Ratio Rank
BKH Martin Ratio Rank: 8383
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.

NWE vs. BKH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NorthWestern Corporation (NWE) and Black Hills Corporation (BKH). 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.


NWEBKHDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.29

1.24

+0.05

Calmar ratioReturn relative to maximum drawdown

3.39

2.60

+0.79

Martin ratioReturn relative to average drawdown

11.34

7.92

+3.43

NWE vs. BKH - Sharpe Ratio Comparison

The current NWE Sharpe Ratio is 1.60, which is comparable to the BKH Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of NWE and BKH, 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


NWEBKHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

1.34

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.23

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.20

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.44

-0.05

Drawdowns

NWE vs. BKH - Drawdown Comparison

The maximum NWE drawdown since its inception was -39.34%, smaller than the maximum BKH drawdown of -65.72%. Use the drawdown chart below to compare losses from any high point for NWE and BKH.


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Drawdown Indicators


NWEBKHDifference

Max Drawdown

Largest peak-to-trough decline

-39.34%

-65.72%

+26.38%

Max Drawdown (1Y)

Largest decline over 1 year

-10.09%

-10.45%

+0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-19.73%

-24.45%

+4.72%

Max Drawdown (5Y)

Largest decline over 5 years

-21.97%

-36.98%

+15.01%

Max Drawdown (10Y)

Largest decline over 10 years

-39.34%

-40.45%

+1.11%

Current Drawdown

Current decline from peak

-5.73%

-6.09%

+0.36%

Average Drawdown

Average peak-to-trough decline

-10.77%

-16.20%

+5.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

3.56%

-0.42%

Volatility

NWE vs. BKH - Volatility Comparison

NorthWestern Corporation (NWE) and Black Hills Corporation (BKH) have volatilities of 6.68% and 6.40%, 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


NWEBKHDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

6.40%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

16.06%

15.72%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

21.39%

20.28%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.05%

22.10%

-1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.72%

25.38%

-0.66%

Dividends

NWE vs. BKH - Dividend Comparison

NWE's dividend yield for the trailing twelve months is around 3.83%, which matches BKH's 3.86% yield.


PositionTTM20252024202320222021202020192018201720162015
BKH
Black Hills Corporation
3.86%3.90%4.44%4.63%3.43%3.25%3.53%2.61%3.07%3.01%2.74%3.49%
NWE
NorthWestern Corporation
3.83%4.09%4.86%5.03%4.25%4.34%4.12%3.21%3.70%3.52%3.52%3.54%

Financials

NWE vs. BKH - Financials Comparison

This section allows you to compare key financial metrics between NorthWestern Corporation and Black Hills Corporation. 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


300.00M400.00M500.00M600.00M700.00M800.00M900.00M20222023202420252026
497.57M
780.70M
(NWE) Total Revenue
(BKH) Total Revenue
Values in USD except per share items

NWE vs. BKH - Profitability Comparison

The chart below illustrates the profitability comparison between NorthWestern Corporation and Black Hills Corporation 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%20222023202420252026
85.0%
0
Portfolio components
NWE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NorthWestern Corporation reported a gross profit of 423.03M and revenue of 497.57M. Therefore, the gross margin over that period was 85.0%.

BKH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Black Hills Corporation reported a gross profit of 0.00 and revenue of 780.70M. Therefore, the gross margin over that period was 0.0%.

NWE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NorthWestern Corporation reported an operating income of 114.11M and revenue of 497.57M, resulting in an operating margin of 22.9%.

BKH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Black Hills Corporation reported an operating income of 201.90M and revenue of 780.70M, resulting in an operating margin of 25.9%.

NWE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NorthWestern Corporation reported a net income of 63.46M and revenue of 497.57M, resulting in a net margin of 12.8%.

BKH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Black Hills Corporation reported a net income of -2.10M and revenue of 780.70M, resulting in a net margin of -0.3%.


Frequently Asked Questions


With a correlation of 0.94, NWE and BKH move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

NWE has higher volatility (6.68%) compared to BKH (6.40%). In terms of maximum drawdown, NWE dropped -39.34% vs BKH's -65.72%.

NWE currently has the higher Sharpe Ratio (1.60 vs 1.34), 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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