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

Correlation

The correlation between SJW and AWK is 0.42, 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. AWK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SJW Group (SJW) and American Water Works Company, Inc. (AWK). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
174.90%
952.98%
SJW
AWK

Key characteristics

Sharpe Ratio

SJW:

0.02

AWK:

1.00

Sortino Ratio

SJW:

0.21

AWK:

1.55

Omega Ratio

SJW:

1.02

AWK:

1.19

Calmar Ratio

SJW:

0.01

AWK:

0.69

Martin Ratio

SJW:

0.05

AWK:

2.71

Ulcer Index

SJW:

10.89%

AWK:

8.46%

Daily Std Dev

SJW:

25.28%

AWK:

22.91%

Max Drawdown

SJW:

-54.53%

AWK:

-37.10%

Current Drawdown

SJW:

-31.85%

AWK:

-18.60%

Fundamentals

Market Cap

SJW:

$1.86B

AWK:

$28.48B

EPS

SJW:

$2.87

AWK:

$5.39

PE Ratio

SJW:

18.94

AWK:

27.09

PEG Ratio

SJW:

3.83

AWK:

3.82

PS Ratio

SJW:

2.48

AWK:

6.08

PB Ratio

SJW:

1.37

AWK:

2.78

Total Revenue (TTM)

SJW:

$599.06M

AWK:

$3.67B

Gross Profit (TTM)

SJW:

$396.00M

AWK:

$2.03B

EBITDA (TTM)

SJW:

$227.84M

AWK:

$2.08B

Returns By Period

In the year-to-date period, SJW achieves a 10.15% return, which is significantly lower than AWK's 16.37% return. Over the past 10 years, SJW has underperformed AWK with an annualized return of 8.18%, while AWK has yielded a comparatively higher 12.28% annualized return.


SJW

YTD

10.15%

1M

3.52%

6M

-3.20%

1Y

1.03%

5Y*

0.24%

10Y*

8.18%

AWK

YTD

16.37%

1M

2.01%

6M

5.83%

1Y

21.19%

5Y*

4.78%

10Y*

12.28%

*Annualized

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Risk-Adjusted Performance

SJW vs. AWK — 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 4343
Sortino Ratio Rank
The Omega Ratio Rank of SJW is 4343
Omega Ratio Rank
The Calmar Ratio Rank of SJW is 5252
Calmar Ratio Rank
The Martin Ratio Rank of SJW is 5252
Martin Ratio Rank

AWK
The Risk-Adjusted Performance Rank of AWK is 7979
Overall Rank
The Sharpe Ratio Rank of AWK is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of AWK is 7979
Sortino Ratio Rank
The Omega Ratio Rank of AWK is 7575
Omega Ratio Rank
The Calmar Ratio Rank of AWK is 7878
Calmar Ratio Rank
The Martin Ratio Rank of AWK 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. 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.


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
AWK: 1.00
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
AWK: 1.55
The chart of Omega ratio for SJW, currently valued at 1.02, compared to the broader market0.501.001.502.00
SJW: 1.02
AWK: 1.19
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
AWK: 0.69
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
AWK: 2.71

The current SJW Sharpe Ratio is 0.02, which is lower than the AWK Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of SJW 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.02
1.00
SJW
AWK

Dividends

SJW vs. AWK - Dividend Comparison

SJW's dividend yield for the trailing twelve months is around 3.01%, more than AWK's 2.13% 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%
AWK
American Water Works Company, Inc.
2.13%2.41%2.11%1.68%1.25%1.40%1.59%1.96%1.77%2.02%2.23%2.27%

Drawdowns

SJW vs. AWK - Drawdown Comparison

The maximum SJW drawdown since its inception was -54.53%, 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.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%NovemberDecember2025FebruaryMarchApril
-31.85%
-18.60%
SJW
AWK

Volatility

SJW vs. AWK - Volatility Comparison

SJW Group (SJW) and American Water Works Company, Inc. (AWK) have volatilities of 8.77% and 8.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%11.00%NovemberDecember2025FebruaryMarchApril
8.77%
8.83%
SJW
AWK

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items