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SJW vs. ARCC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SJW and ARCC is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

SJW vs. ARCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SJW Group (SJW) and Ares Capital Corporation (ARCC). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
397.36%
1,085.96%
SJW
ARCC

Key characteristics

Sharpe Ratio

SJW:

0.02

ARCC:

0.57

Sortino Ratio

SJW:

0.21

ARCC:

0.92

Omega Ratio

SJW:

1.02

ARCC:

1.14

Calmar Ratio

SJW:

0.01

ARCC:

0.61

Martin Ratio

SJW:

0.05

ARCC:

2.78

Ulcer Index

SJW:

10.89%

ARCC:

4.13%

Daily Std Dev

SJW:

25.28%

ARCC:

20.23%

Max Drawdown

SJW:

-54.53%

ARCC:

-79.36%

Current Drawdown

SJW:

-31.85%

ARCC:

-9.31%

Fundamentals

Market Cap

SJW:

$1.86B

ARCC:

$14.45B

EPS

SJW:

$2.87

ARCC:

$2.44

PE Ratio

SJW:

18.74

ARCC:

8.65

PEG Ratio

SJW:

3.83

ARCC:

3.95

PS Ratio

SJW:

2.48

ARCC:

4.83

PB Ratio

SJW:

1.34

ARCC:

1.08

Total Revenue (TTM)

SJW:

$599.06M

ARCC:

$1.53B

Gross Profit (TTM)

SJW:

$396.00M

ARCC:

$1.54B

EBITDA (TTM)

SJW:

$227.84M

ARCC:

$1.40B

Returns By Period

In the year-to-date period, SJW achieves a 10.15% return, which is significantly higher than ARCC's -1.35% return. Over the past 10 years, SJW has underperformed ARCC with an annualized return of 8.38%, while ARCC has yielded a comparatively higher 12.38% annualized return.


SJW

YTD

10.15%

1M

2.85%

6M

-3.20%

1Y

3.50%

5Y*

-0.20%

10Y*

8.38%

ARCC

YTD

-1.35%

1M

-5.59%

6M

2.29%

1Y

11.26%

5Y*

22.67%

10Y*

12.38%

*Annualized

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Risk-Adjusted Performance

SJW vs. ARCC — Risk-Adjusted Performance Rank

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

SJW
The Risk-Adjusted Performance Rank of SJW is 4949
Overall Rank
The Sharpe Ratio Rank of SJW is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of SJW is 4444
Sortino Ratio Rank
The Omega Ratio Rank of SJW is 4343
Omega Ratio Rank
The Calmar Ratio Rank of SJW is 5353
Calmar Ratio Rank
The Martin Ratio Rank of SJW is 5353
Martin Ratio Rank

ARCC
The Risk-Adjusted Performance Rank of ARCC is 7272
Overall Rank
The Sharpe Ratio Rank of ARCC is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of ARCC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ARCC is 6868
Omega Ratio Rank
The Calmar Ratio Rank of ARCC is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ARCC is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SJW vs. ARCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SJW Group (SJW) and Ares Capital Corporation (ARCC). 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.


The chart of Sharpe ratio for SJW, currently valued at 0.02, compared to the broader market-2.00-1.000.001.002.003.00
SJW: 0.02
ARCC: 0.57
The chart of Sortino ratio for SJW, currently valued at 0.21, compared to the broader market-6.00-4.00-2.000.002.004.00
SJW: 0.21
ARCC: 0.92
The chart of Omega ratio for SJW, currently valued at 1.02, compared to the broader market0.501.001.502.00
SJW: 1.02
ARCC: 1.14
The chart of Calmar ratio for SJW, currently valued at 0.01, compared to the broader market0.001.002.003.004.005.00
SJW: 0.01
ARCC: 0.61
The chart of Martin ratio for SJW, currently valued at 0.05, compared to the broader market-5.000.005.0010.0015.0020.00
SJW: 0.05
ARCC: 2.78

The current SJW Sharpe Ratio is 0.02, which is lower than the ARCC Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of SJW and ARCC, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.02
0.57
SJW
ARCC

Dividends

SJW vs. ARCC - Dividend Comparison

SJW's dividend yield for the trailing twelve months is around 3.01%, less than ARCC's 9.10% yield.


TTM20242023202220212020201920182017201620152014
SJW
SJW Group
3.01%3.25%2.33%1.77%1.86%1.85%1.69%2.01%1.63%1.45%2.63%2.33%
ARCC
Ares Capital Corporation
9.10%8.77%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%10.06%

Drawdowns

SJW vs. ARCC - Drawdown Comparison

The maximum SJW drawdown since its inception was -54.53%, smaller than the maximum ARCC drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for SJW and ARCC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-31.85%
-9.31%
SJW
ARCC

Volatility

SJW vs. ARCC - Volatility Comparison

The current volatility for SJW Group (SJW) is 8.77%, while Ares Capital Corporation (ARCC) has a volatility of 15.61%. This indicates that SJW experiences smaller price fluctuations and is considered to be less risky than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
8.77%
15.61%
SJW
ARCC

Financials

SJW vs. ARCC - Financials Comparison

This section allows you to compare key financial metrics between SJW Group and Ares Capital 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


Values in USD except per share items