SJW vs. AWK
Compare and contrast key facts about SJW Group (SJW) and American Water Works Company, Inc. (AWK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SJW or AWK.
Performance
SJW vs. AWK - Performance Comparison
Returns By Period
In the year-to-date period, SJW achieves a -13.43% return, which is significantly lower than AWK's 6.84% return. Over the past 10 years, SJW has underperformed AWK with an annualized return of 8.65%, while AWK has yielded a comparatively higher 12.36% annualized return.
SJW
-13.43%
-6.52%
-4.10%
-11.93%
-2.44%
8.65%
AWK
6.84%
-1.69%
4.24%
7.79%
4.85%
12.36%
Fundamentals
| SJW | AWK | |
|---|---|---|
| Market Cap | $1.83B | $26.87B |
| EPS | $2.77 | $5.04 |
| PE Ratio | 19.86 | 27.36 |
| PEG Ratio | 3.83 | 3.08 |
| Total Revenue (TTM) | $721.96M | $4.52B |
| Gross Profit (TTM) | $345.94M | $2.32B |
| EBITDA (TTM) | $278.15M | $2.47B |
Key characteristics
| SJW | AWK | |
|---|---|---|
| Sharpe Ratio | -0.60 | 0.40 |
| Sortino Ratio | -0.72 | 0.69 |
| Omega Ratio | 0.92 | 1.08 |
| Calmar Ratio | -0.37 | 0.21 |
| Martin Ratio | -0.87 | 1.16 |
| Ulcer Index | 15.54% | 6.80% |
| Daily Std Dev | 22.61% | 19.78% |
| Max Drawdown | -63.01% | -37.10% |
| Current Drawdown | -30.83% | -22.52% |
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Correlation
The correlation between SJW and AWK is 0.51, 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.
Risk-Adjusted Performance
SJW vs. AWK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SJW Group (SJW) 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.
Dividends
SJW vs. AWK - Dividend Comparison
SJW's dividend yield for the trailing twelve months is around 2.91%, more than AWK's 2.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SJW SJW Group | 2.91% | 2.33% | 1.77% | 1.86% | 1.85% | 1.69% | 2.01% | 1.63% | 1.45% | 2.63% | 2.33% | 2.45% |
AWK American Water Works Company, Inc. | 2.18% | 2.11% | 1.68% | 1.25% | 1.40% | 1.59% | 1.96% | 1.77% | 2.02% | 2.23% | 2.27% | 1.99% |
Drawdowns
SJW vs. AWK - Drawdown Comparison
The maximum SJW drawdown since its inception was -63.01%, which is greater than AWK's maximum drawdown of -37.10%. Use the drawdown chart below to compare losses from any high point for SJW and AWK. For additional features, visit the drawdowns tool.
Volatility
SJW vs. AWK - Volatility Comparison
SJW Group (SJW) has a higher volatility of 7.37% compared to American Water Works Company, Inc. (AWK) at 6.61%. This indicates that SJW'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.
Financials
SJW vs. AWK - Financials Comparison
This section allows you to compare key financial metrics between SJW Group 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