SGSOY vs. AWK
SGSOY (SGS SA) and AWK (American Water Works Company, Inc.) are both stocks. SGSOY operates in Consulting Services (Industrials), while AWK operates in Utilities - Regulated Water (Utilities). Over the past 10 years, SGSOY returned 6.34%/yr vs 7.12%/yr for AWK. Their 0.23 correlation means their historical movements had little consistent relationship.
Performance
SGSOY vs. AWK - Performance Comparison
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Returns By Period
In the year-to-date period, SGSOY achieves a 7.91% return, which is significantly higher than AWK's 4.25% return. Over the past 10 years, SGSOY has underperformed AWK with an annualized return of 6.34%, while AWK has yielded a comparatively higher 7.12% annualized return.
SGSOY
- 1D
- -1.25%
- 1M
- 0.94%
- 6M
- 2.77%
- YTD
- 7.91%
- 1Y
- 21.46%
- 3Y*
- 11.63%
- 5Y*
- 1.83%
- 10Y*
- 6.34%
- ALL TIME*
- 7.62%
AWK
- 1D
- -1.93%
- 1M
- -1.97%
- 6M
- 5.36%
- YTD
- 4.25%
- 1Y
- -5.50%
- 3Y*
- -0.08%
- 5Y*
- -2.62%
- 10Y*
- 7.12%
- ALL TIME*
- 13.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $350.60M | $305.70M | $284.77M | |
SGSOY SGS SA | $673.41K | $593.00K | $810.62K |
SGSOY vs. AWK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGSOY SGS SA | 7.91% | 19.14% | 20.15% | -4.05% | -29.29% | 16.08% | 12.53% | 23.36% | -12.00% | 35.62% |
AWK American Water Works Company, Inc. | 4.25% | 7.40% | -3.53% | -11.68% | -17.89% | 24.83% | 26.88% | 37.79% | 1.32% | 29.01% |
Correlation
The correlation between SGSOY and AWK is 0.13, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.13 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.24 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.24 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2008 | 0.23 |
The correlation between SGSOY and AWK shifts across timeframes, from 0.13 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SGSOY:
$22.93B
AWK:
$26.66B
SGSOY:
CHF 0.67
AWK:
$5.78
SGSOY:
14.33
AWK:
23.22
SGSOY:
1.31
AWK:
4.96
SGSOY:
18.63
AWK:
2.25
SGSOY:
CHF 14.14B
AWK:
$5.28B
SGSOY:
CHF 8.85B
AWK:
$2.35B
SGSOY:
CHF 2.82B
AWK:
$2.53B
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Return for Risk
SGSOY vs. AWK — Risk / Return Rank
SGSOY
AWK
SGSOY vs. AWK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SGS SA (SGSOY) 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.
| SGSOY | AWK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.01 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | -0.12 | +1.32 |
| Martin ratioReturn relative to average drawdown | 3.42 | -0.20 | +3.63 |
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Drawdowns
SGSOY vs. AWK - Drawdown Comparison
The maximum SGSOY drawdown since its inception was -53.49%, which is greater than AWK's maximum drawdown of -37.10%. Use the drawdown chart below to compare losses from any high point for SGSOY and AWK.
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Drawdown Indicators
| SGSOY | AWK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.49% | -37.10% | -16.39% |
Max Drawdown (1Y)Largest decline over 1 year | -17.90% | -15.45% | -2.45% |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | -18.99% | -4.23% |
Max Drawdown (5Y)Largest decline over 5 years | -36.92% | -37.10% | +0.18% |
Max Drawdown (10Y)Largest decline over 10 years | -36.92% | -37.10% | +0.18% |
Current DrawdownCurrent decline from peak | -2.31% | -21.67% | +19.36% |
Average DrawdownAverage peak-to-trough decline | -12.19% | -9.61% | -2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.27% | 8.86% | -2.59% |
Volatility
SGSOY vs. AWK - Volatility Comparison
The current volatility for SGS SA (SGSOY) is 5.37%, while American Water Works Company, Inc. (AWK) has a volatility of 8.37%. This indicates that SGSOY experiences smaller price fluctuations and is considered to be less risky 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
| SGSOY | AWK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 8.37% | -3.00% |
Volatility (6M)Calculated over the trailing 6-month period | 15.50% | 16.93% | -1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.68% | 22.74% | -2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.96% | 23.04% | -0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.33% | 23.83% | -2.50% |
Dividends
SGSOY vs. AWK - Dividend Comparison
SGSOY's dividend yield for the trailing twelve months is around 3.48%, more than AWK's 2.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AWK American Water Works Company, Inc. | 2.52% | 2.49% | 2.41% | 2.10% | 1.68% | 1.25% | 1.40% | 1.59% | 1.96% | 1.77% | 2.02% | 2.23% |
SGSOY SGS SA | 3.48% | 3.19% | 3.64% | 3.96% | 3.72% | 2.52% | 1.61% | 1.69% | 2.10% | 4.35% | 5.56% | 2.04% |
Financials
SGSOY vs. AWK - Financials Comparison
This section allows you to compare key financial metrics between SGS SA 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.
Total Revenue: Total amount of money received from sales and other business activities
SGSOY vs. AWK - Profitability Comparison
SGSOY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, SGS SA reported a gross profit of 1.38B and revenue of 3.76B. Therefore, the gross margin over that period was 36.6%.
AWK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, American Water Works Company, Inc. reported a gross profit of 874.00M and revenue of 1.36B. Therefore, the gross margin over that period was 64.5%.
SGSOY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, SGS SA reported an operating income of 525.06M and revenue of 3.76B, resulting in an operating margin of 14.0%.
AWK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, American Water Works Company, Inc. reported an operating income of 542.00M and revenue of 1.36B, resulting in an operating margin of 40.0%.
SGSOY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, SGS SA reported a net income of 315.65M and revenue of 3.76B, resulting in a net margin of 8.4%.
AWK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, American Water Works Company, Inc. reported a net income of 315.00M and revenue of 1.36B, resulting in a net margin of 23.3%.
Frequently Asked Questions
SGSOY and AWK have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AWK has higher volatility (8.37%) compared to SGSOY (5.37%). In terms of maximum drawdown, SGSOY dropped -53.49% vs AWK's -37.10%.
SGSOY currently has the higher Sharpe Ratio (1.04 vs -0.08), 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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