SJW vs. CWCO
Compare and contrast key facts about SJW Group (SJW) and Consolidated Water Co. Ltd. (CWCO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SJW or CWCO.
Performance
SJW vs. CWCO - Performance Comparison
Returns By Period
In the year-to-date period, SJW achieves a -13.31% return, which is significantly higher than CWCO's -25.33% return. Over the past 10 years, SJW has underperformed CWCO with an annualized return of 8.48%, while CWCO has yielded a comparatively higher 10.57% annualized return.
SJW
-13.31%
-5.56%
-1.12%
-12.66%
-2.41%
8.48%
CWCO
-25.33%
3.79%
-6.98%
-25.57%
12.78%
10.57%
Fundamentals
| SJW | CWCO | |
|---|---|---|
| Market Cap | $1.83B | $417.25M |
| EPS | $2.77 | $1.66 |
| PE Ratio | 19.86 | 15.87 |
| PEG Ratio | 3.83 | 2.35 |
| Total Revenue (TTM) | $721.96M | $158.81M |
| Gross Profit (TTM) | $345.94M | $56.42M |
| EBITDA (TTM) | $278.15M | $37.40M |
Key characteristics
| SJW | CWCO | |
|---|---|---|
| Sharpe Ratio | -0.54 | -0.72 |
| Sortino Ratio | -0.64 | -0.88 |
| Omega Ratio | 0.93 | 0.90 |
| Calmar Ratio | -0.34 | -0.68 |
| Martin Ratio | -0.79 | -0.94 |
| Ulcer Index | 15.59% | 26.40% |
| Daily Std Dev | 22.62% | 34.40% |
| Max Drawdown | -63.01% | -81.47% |
| Current Drawdown | -30.74% | -29.43% |
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Correlation
The correlation between SJW and CWCO is 0.27, 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.
Risk-Adjusted Performance
SJW vs. CWCO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SJW Group (SJW) and Consolidated Water Co. Ltd. (CWCO). 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. CWCO - Dividend Comparison
SJW's dividend yield for the trailing twelve months is around 2.90%, more than CWCO's 1.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SJW SJW Group | 2.90% | 2.33% | 1.77% | 1.86% | 1.85% | 1.69% | 2.01% | 1.63% | 1.45% | 2.63% | 2.33% | 2.45% |
CWCO Consolidated Water Co. Ltd. | 1.50% | 1.01% | 2.30% | 3.20% | 2.82% | 2.09% | 3.64% | 1.79% | 2.76% | 2.45% | 2.81% | 2.13% |
Drawdowns
SJW vs. CWCO - Drawdown Comparison
The maximum SJW drawdown since its inception was -63.01%, smaller than the maximum CWCO drawdown of -81.47%. Use the drawdown chart below to compare losses from any high point for SJW and CWCO. For additional features, visit the drawdowns tool.
Volatility
SJW vs. CWCO - Volatility Comparison
The current volatility for SJW Group (SJW) is 7.38%, while Consolidated Water Co. Ltd. (CWCO) has a volatility of 9.57%. This indicates that SJW experiences smaller price fluctuations and is considered to be less risky than CWCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SJW vs. CWCO - Financials Comparison
This section allows you to compare key financial metrics between SJW Group and Consolidated Water Co. Ltd.. 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