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PNR vs. CWCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PNR and CWCO is 0.20, 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.


-0.50.00.51.00.2

Performance

PNR vs. CWCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pentair plc (PNR) and Consolidated Water Co. Ltd. (CWCO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
28.21%
-0.57%
PNR
CWCO

Key characteristics

Sharpe Ratio

PNR:

1.84

CWCO:

-0.81

Sortino Ratio

PNR:

2.49

CWCO:

-1.06

Omega Ratio

PNR:

1.33

CWCO:

0.88

Calmar Ratio

PNR:

3.59

CWCO:

-0.76

Martin Ratio

PNR:

10.58

CWCO:

-1.06

Ulcer Index

PNR:

4.34%

CWCO:

26.01%

Daily Std Dev

PNR:

24.94%

CWCO:

33.99%

Max Drawdown

PNR:

-58.95%

CWCO:

-81.47%

Current Drawdown

PNR:

-7.36%

CWCO:

-33.81%

Fundamentals

Market Cap

PNR:

$17.43B

CWCO:

$411.71M

EPS

PNR:

$4.00

CWCO:

$1.66

PE Ratio

PNR:

26.37

CWCO:

15.66

PEG Ratio

PNR:

1.94

CWCO:

2.24

Total Revenue (TTM)

PNR:

$4.09B

CWCO:

$158.81M

Gross Profit (TTM)

PNR:

$1.60B

CWCO:

$56.42M

EBITDA (TTM)

PNR:

$939.50M

CWCO:

$38.36M

Returns By Period

In the year-to-date period, PNR achieves a 40.74% return, which is significantly higher than CWCO's -29.96% return. Over the past 10 years, PNR has underperformed CWCO with an annualized return of 10.47%, while CWCO has yielded a comparatively higher 12.43% annualized return.


PNR

YTD

40.74%

1M

-4.44%

6M

27.78%

1Y

43.56%

5Y*

19.14%

10Y*

10.47%

CWCO

YTD

-29.96%

1M

-6.24%

6M

0.11%

1Y

-27.91%

5Y*

10.70%

10Y*

12.43%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

PNR vs. CWCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pentair plc (PNR) and Consolidated Water Co. Ltd. (CWCO). 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 PNR, currently valued at 1.84, compared to the broader market-4.00-2.000.002.001.84-0.81
The chart of Sortino ratio for PNR, currently valued at 2.49, compared to the broader market-4.00-2.000.002.004.002.49-1.06
The chart of Omega ratio for PNR, currently valued at 1.33, compared to the broader market0.501.001.502.001.330.88
The chart of Calmar ratio for PNR, currently valued at 3.59, compared to the broader market0.002.004.006.003.59-0.76
The chart of Martin ratio for PNR, currently valued at 10.58, compared to the broader market0.0010.0020.0010.58-1.06
PNR
CWCO

The current PNR Sharpe Ratio is 1.84, which is higher than the CWCO Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of PNR and CWCO, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.84
-0.81
PNR
CWCO

Dividends

PNR vs. CWCO - Dividend Comparison

PNR's dividend yield for the trailing twelve months is around 0.91%, less than CWCO's 1.60% yield.


TTM20232022202120202019201820172016201520142013
PNR
Pentair plc
0.91%1.21%1.87%1.10%1.43%1.57%2.17%1.95%2.39%2.58%1.66%1.24%
CWCO
Consolidated Water Co. Ltd.
1.60%1.01%2.30%3.20%2.82%2.09%3.64%1.79%2.76%2.45%2.81%2.13%

Drawdowns

PNR vs. CWCO - Drawdown Comparison

The maximum PNR drawdown since its inception was -58.95%, smaller than the maximum CWCO drawdown of -81.47%. Use the drawdown chart below to compare losses from any high point for PNR and CWCO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.36%
-33.81%
PNR
CWCO

Volatility

PNR vs. CWCO - Volatility Comparison

The current volatility for Pentair plc (PNR) is 5.87%, while Consolidated Water Co. Ltd. (CWCO) has a volatility of 8.76%. This indicates that PNR experiences smaller price fluctuations and is considered to be less risky than CWCO 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%JulyAugustSeptemberOctoberNovemberDecember
5.87%
8.76%
PNR
CWCO

Financials

PNR vs. CWCO - Financials Comparison

This section allows you to compare key financial metrics between Pentair plc and Consolidated Water Co. Ltd.. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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