Correlation
The correlation between STRNY and CGW is 0.14, 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.
STRNY vs. CGW
Compare and contrast key facts about Severn Trent PLC PK (STRNY) and Invesco S&P Global Water Index ETF (CGW).
CGW is a passively managed fund by Invesco that tracks the performance of the S&P Global Water Index. It was launched on May 14, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STRNY or CGW.
Performance
STRNY vs. CGW - Performance Comparison
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Key characteristics
STRNY:
1.13
CGW:
0.54
STRNY:
1.53
CGW:
0.75
STRNY:
1.19
CGW:
1.09
STRNY:
1.23
CGW:
0.47
STRNY:
3.80
CGW:
1.23
STRNY:
7.58%
CGW:
5.85%
STRNY:
28.39%
CGW:
15.64%
STRNY:
-40.41%
CGW:
-57.24%
STRNY:
0.00%
CGW:
-0.52%
Returns By Period
In the year-to-date period, STRNY achieves a 19.10% return, which is significantly higher than CGW's 12.62% return. Over the past 10 years, STRNY has underperformed CGW with an annualized return of 5.72%, while CGW has yielded a comparatively higher 9.26% annualized return.
STRNY
19.10%
1.21%
11.13%
29.20%
4.97%
8.88%
5.72%
CGW
12.62%
4.32%
3.33%
7.30%
9.72%
12.00%
9.26%
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Risk-Adjusted Performance
STRNY vs. CGW — Risk-Adjusted Performance Rank
STRNY
CGW
STRNY vs. CGW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Severn Trent PLC PK (STRNY) and Invesco S&P Global Water Index ETF (CGW). 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.
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Dividends
STRNY vs. CGW - Dividend Comparison
STRNY's dividend yield for the trailing twelve months is around 4.04%, more than CGW's 2.01% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STRNY Severn Trent PLC PK | 4.04% | 4.81% | 4.21% | 4.05% | 3.54% | 4.13% | 3.68% | 5.03% | 3.81% | 6.27% | 3.97% | 4.25% |
CGW Invesco S&P Global Water Index ETF | 2.01% | 2.27% | 1.55% | 1.45% | 1.59% | 1.41% | 1.48% | 2.14% | 1.71% | 1.65% | 1.67% | 1.77% |
Drawdowns
STRNY vs. CGW - Drawdown Comparison
The maximum STRNY drawdown since its inception was -40.41%, smaller than the maximum CGW drawdown of -57.24%. Use the drawdown chart below to compare losses from any high point for STRNY and CGW.
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Volatility
STRNY vs. CGW - Volatility Comparison
Severn Trent PLC PK (STRNY) has a higher volatility of 7.05% compared to Invesco S&P Global Water Index ETF (CGW) at 3.84%. This indicates that STRNY's price experiences larger fluctuations and is considered to be riskier than CGW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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