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RR.L vs. AWK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RR.L vs. AWK - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Rolls-Royce Holdings PLC (RR.L) and American Water Works Company, Inc. (AWK). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

RR.L is traded in GBp, while AWK is traded in USD. To make them comparable, the AWK values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, RR.L achieves a 14.24% return, which is significantly higher than AWK's -1.36% return. Over the past 10 years, RR.L has outperformed AWK with an annualized return of 20.98%, while AWK has yielded a comparatively lower 7.57% annualized return.


RR.L

1D
4.41%
1M
8.55%
YTD
14.24%
6M
19.81%
1Y
48.66%
3Y*
106.71%
5Y*
64.05%
10Y*
20.98%

AWK

1D
1.58%
1M
0.04%
YTD
-1.36%
6M
-2.88%
1Y
-6.81%
3Y*
-4.46%
5Y*
-1.64%
10Y*
7.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RR.L vs. AWK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RR.L
Rolls-Royce Holdings PLC
14.24%104.79%89.72%221.57%-24.15%10.45%-52.55%-16.52%-0.63%27.42%
AWK
American Water Works Company, Inc.
-1.36%-0.25%-1.85%-16.09%-8.13%26.01%23.15%32.55%7.33%17.85%

Correlation

The correlation between RR.L and AWK is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.17

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

-0.06

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

-0.06

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Apr 23, 2008

0.04

The correlation between RR.L and AWK shifts across timeframes, from -0.17 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

RR.L:

£109.90B

AWK:

$24.63B

EPS

RR.L:

£0.99

AWK:

$5.65

PE Ratio

RR.L:

13.19

AWK:

22.35

PS Ratio

RR.L:

2.75

AWK:

4.73

PB Ratio

RR.L:

40.32

AWK:

2.23

Total Revenue (TTM)

RR.L:

£40.12B

AWK:

$5.21B

Gross Profit (TTM)

RR.L:

£10.12B

AWK:

$2.27B

EBITDA (TTM)

RR.L:

£9.20B

AWK:

$2.48B

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Return for Risk

RR.L vs. AWK — Risk / Return Rank

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

RR.L
RR.L Risk / Return Rank: 7979
Overall Rank
RR.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
RR.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
RR.L Omega Ratio Rank: 7575
Omega Ratio Rank
RR.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
RR.L Martin Ratio Rank: 8383
Martin Ratio Rank

AWK
AWK Risk / Return Rank: 2424
Overall Rank
AWK Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
AWK Sortino Ratio Rank: 2323
Sortino Ratio Rank
AWK Omega Ratio Rank: 2424
Omega Ratio Rank
AWK Calmar Ratio Rank: 2424
Calmar Ratio Rank
AWK Martin Ratio Rank: 2323
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.

RR.L vs. AWK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings PLC (RR.L) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RR.LAWKDifference
Sharpe ratioReturn per unit of total volatility

+1.64

Sortino ratioReturn per unit of downside risk

+2.31

Omega ratioGain probability vs. loss probability

1.25

0.97

+0.28

Calmar ratioReturn relative to maximum drawdown

2.54

-0.38

+2.93

Martin ratioReturn relative to average drawdown

7.03

-0.74

+7.77

RR.L vs. AWK - Sharpe Ratio Comparison

The current RR.L Sharpe Ratio is 1.34, which is higher than the AWK Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of RR.L and AWK, 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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Drawdowns

RR.L vs. AWK - Drawdown Comparison

The maximum RR.L drawdown since its inception was -90.25%, which is greater than AWK's maximum drawdown of -31.49%. Use the drawdown chart below to compare losses from any high point for RR.L and AWK.


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Drawdown Indicators


RR.LAWKDifference

Max Drawdown

Largest peak-to-trough decline

-90.25%

-31.49%

-58.76%

Max Drawdown (1Y)

Largest decline over 1 year

-19.04%

-17.91%

-1.13%

Max Drawdown (3Y)

Largest decline over 3 years

-21.78%

-21.18%

-0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-55.09%

-31.49%

-23.60%

Max Drawdown (10Y)

Largest decline over 10 years

-89.41%

-31.49%

-57.92%

Current Drawdown

Current decline from peak

-3.61%

-25.55%

+21.94%

Average Drawdown

Average peak-to-trough decline

-28.29%

-8.85%

-19.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.91%

9.21%

-2.30%

Volatility

RR.L vs. AWK - Volatility Comparison

Rolls-Royce Holdings PLC (RR.L) has a higher volatility of 11.80% compared to American Water Works Company, Inc. (AWK) at 6.42%. This indicates that RR.L'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.


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Volatility by Period


RR.LAWKDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.80%

6.42%

+5.38%

Volatility (6M)

Calculated over the trailing 6-month period

31.08%

17.11%

+13.97%

Volatility (1Y)

Calculated over the trailing 1-year period

36.24%

22.46%

+13.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.06%

22.61%

+19.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.60%

24.49%

+24.11%

Dividends

RR.L vs. AWK - Dividend Comparison

RR.L's dividend yield for the trailing twelve months is around 0.73%, less than AWK's 2.67% yield.


PositionTTM20252024202320222021202020192018201720162015
AWK
American Water Works Company, Inc.
2.67%2.49%2.41%2.10%1.68%1.25%1.40%1.59%1.96%1.77%2.02%2.23%
RR.L
Rolls-Royce Holdings PLC
0.73%0.91%0.00%0.00%0.00%0.00%0.00%1.71%1.41%0.54%1.75%4.06%

Financials

RR.L vs. AWK - Financials Comparison

This section allows you to compare key financial metrics between Rolls-Royce Holdings PLC 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


0.002.00B4.00B6.00B8.00B10.00B12.00B202120222023202420252026
11.72B
1.21B
(RR.L) Total Revenue
(AWK) Total Revenue
Please note, different currencies. RR.L values in GBP, AWK values in USD

RR.L vs. AWK - Profitability Comparison

The chart below illustrates the profitability comparison between Rolls-Royce Holdings PLC and American Water Works Company, 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%202120222023202420252026
27.4%
59.2%
Portfolio components
RR.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings PLC reported a gross profit of 3.21B and revenue of 11.72B. Therefore, the gross margin over that period was 27.4%.

AWK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, American Water Works Company, Inc. reported a gross profit of 714.00M and revenue of 1.21B. Therefore, the gross margin over that period was 59.2%.

RR.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings PLC reported an operating income of 3.25B and revenue of 11.72B, resulting in an operating margin of 27.7%.

AWK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, American Water Works Company, Inc. reported an operating income of 391.00M and revenue of 1.21B, resulting in an operating margin of 32.4%.

RR.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings PLC reported a net income of 1.43B and revenue of 11.72B, resulting in a net margin of 12.2%.

AWK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, American Water Works Company, Inc. reported a net income of 196.00M and revenue of 1.21B, resulting in a net margin of 16.2%.


Frequently Asked Questions


RR.L and AWK have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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