SBS vs. AWK

Last updated Apr 1, 2026

Compare and contrast key facts about Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS) and American Water Works Company, Inc. (AWK).

Performance

SBS vs. AWK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS) and American Water Works Company, Inc. (AWK). The values are adjusted to include any dividend payments, if applicable.

SBS vs. AWK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP	28.84%	80.60%	-4.21%	46.89%	48.42%	-13.79%	-40.98%	91.22%	-20.37%	23.83%
AWK American Water Works Company, Inc.	4.99%	7.40%	-3.53%	-11.68%	-17.89%	24.83%	26.88%	37.79%	1.32%	29.01%

Fundamentals

Market Cap SBS : $20.88B AWK : $26.54B
EPS SBS : $12.14 AWK : $5.70
PE Ratio SBS : 2.51 AWK : 23.89
PS Ratio SBS : 0.56 AWK : 5.16
PB Ratio SBS : 0.49 AWK : 2.45
Total Revenue (TTM) SBS : $37.34B AWK : $5.14B
Gross Profit (TTM) SBS : $13.68B AWK : $3.12B
EBITDA (TTM) SBS : $14.20B AWK : $1.70B

Returns By Period

In the year-to-date period, SBS achieves a 28.84% return, which is significantly higher than AWK's 4.99% return. Over the past 10 years, SBS has outperformed AWK with an annualized return of 19.90%, while AWK has yielded a comparatively lower 9.05% annualized return.

SBS

• 1D: 3.67%
• 1M: 2.39%
• YTD: 28.84%
• 6M: 29.57%
• 1Y: 86.69%
• 3Y*: 51.63%
• 5Y*: 37.85%
• 10Y*: 19.90%

AWK

• 1D: -1.97%
• 1M: 0.04%
• YTD: 4.99%
• 6M: -0.93%
• 1Y: -5.43%
• 3Y*: -0.15%
• 5Y*: 0.00%
• 10Y*: 9.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SBS vs. AWK — Risk / Return Rank

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

SBS

SBS Risk / Return Rank: 94
SBS Sharpe Ratio Rank: 95
SBS Sortino Ratio Rank: 93
SBS Omega Ratio Rank: 91
SBS Calmar Ratio Rank: 96
SBS Martin Ratio Rank: 95

AWK

AWK Risk / Return Rank: 31
AWK Sharpe Ratio Rank: 31
AWK Sortino Ratio Rank: 26
AWK Omega Ratio Rank: 27
AWK Calmar Ratio Rank: 34
AWK Martin Ratio Rank: 34

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.

SBS vs. AWK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS) 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.

	SBS	AWK	Difference
Sharpe ratio Return per unit of total volatility	2.62	-0.24	+2.86
Sortino ratio Return per unit of downside risk	3.26	-0.18	+3.44
Omega ratio Gain probability vs. loss probability	1.41	0.98	+0.43
Calmar ratio Return relative to maximum drawdown	6.38	-0.26	+6.64
Martin ratio Return relative to average drawdown	16.30	-0.50	+16.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SBS vs. AWK - Sharpe Ratio Comparison

The current SBS Sharpe Ratio is 2.62, which is higher than the AWK Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of SBS 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.

Sharpe Ratios by Period

	SBS	AWK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.62	-0.24	+2.86
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.03	0.00	+1.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.46	0.38	+0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.60	-0.23

Correlation

The correlation between SBS and AWK is 0.24, 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

SBS vs. AWK - Dividend Comparison

SBS's dividend yield for the trailing twelve months is around 4.17%, more than AWK's 2.43% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP	4.17%	4.68%	1.96%	1.66%	1.88%	0.97%	2.93%	1.99%	3.86%	2.76%	0.65%	1.91%
AWK American Water Works Company, Inc.	2.43%	2.49%	2.41%	2.10%	1.68%	1.25%	1.40%	1.59%	1.96%	1.77%	2.02%	2.23%

Drawdowns

SBS vs. AWK - Drawdown Comparison

The maximum SBS drawdown since its inception was -76.49%, which is greater than AWK's maximum drawdown of -37.10%. Use the drawdown chart below to compare losses from any high point for SBS and AWK.

Drawdown Indicators

	SBS	AWK	Difference
Max Drawdown Largest peak-to-trough decline	-76.49%	-37.10%	-39.39%
Max Drawdown (1Y) Largest decline over 1 year	-13.39%	-17.61%	+4.22%
Max Drawdown (5Y) Largest decline over 5 years	-30.35%	-37.10%	+6.75%
Max Drawdown (10Y) Largest decline over 10 years	-61.91%	-37.10%	-24.81%
Current Drawdown Current decline from peak	0.00%	-21.12%	+21.12%
Average Drawdown Average peak-to-trough decline	-25.83%	-9.33%	-16.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.24%	9.14%	-3.90%

Volatility

SBS vs. AWK - Volatility Comparison

Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS) has a higher volatility of 14.20% compared to American Water Works Company, Inc. (AWK) at 7.00%. This indicates that SBS'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.

Volatility by Period

	SBS	AWK	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.20%	7.00%	+7.20%
Volatility (6M) Calculated over the trailing 6-month period	23.58%	16.48%	+7.10%
Volatility (1Y) Calculated over the trailing 1-year period	33.23%	23.10%	+10.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.08%	22.77%	+14.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.62%	23.65%	+19.97%

Financials

SBS vs. AWK - Profitability Comparison

The chart below illustrates the profitability comparison between Companhia de Saneamento Básico do Estado de São Paulo - SABESP and American Water Works Company, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

SBS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Companhia de Saneamento Básico do Estado de São Paulo - SABESP reported a gross profit of 3.42B and revenue of 10.53B. Therefore, the gross margin over that period was 32.5%.

AWK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, American Water Works Company, Inc. reported a gross profit of 723.00M and revenue of 1.27B. Therefore, the gross margin over that period was 56.9%.

SBS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Companhia de Saneamento Básico do Estado de São Paulo - SABESP reported an operating income of 3.30B and revenue of 10.53B, resulting in an operating margin of 31.4%.

AWK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, American Water Works Company, Inc. reported an operating income of 405.00M and revenue of 1.27B, resulting in an operating margin of 31.9%.

SBS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Companhia de Saneamento Básico do Estado de São Paulo - SABESP reported a net income of 2.52B and revenue of 10.53B, resulting in a net margin of 23.9%.

AWK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, American Water Works Company, Inc. reported a net income of 238.00M and revenue of 1.27B, resulting in a net margin of 18.7%.