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.
Key characteristics
| STRNY | CGW | |
|---|---|---|
| YTD Return | 6.24% | 11.73% |
| 1Y Return | 8.79% | 27.23% |
| 3Y Return (Ann) | 0.89% | 1.03% |
| 5Y Return (Ann) | 8.73% | 10.33% |
| 10Y Return (Ann) | 6.58% | 9.46% |
| Sharpe Ratio | 0.31 | 1.87 |
| Sortino Ratio | 0.64 | 2.73 |
| Omega Ratio | 1.08 | 1.33 |
| Calmar Ratio | 0.33 | 1.26 |
| Martin Ratio | 1.34 | 9.22 |
| Ulcer Index | 6.12% | 2.89% |
| Daily Std Dev | 26.23% | 14.30% |
| Max Drawdown | -40.41% | -57.24% |
| Current Drawdown | -10.03% | -3.22% |
Correlation
The correlation between STRNY and CGW is 0.30, 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.
Performance
STRNY vs. CGW - Performance Comparison
In the year-to-date period, STRNY achieves a 6.24% return, which is significantly lower than CGW's 11.73% return. Over the past 10 years, STRNY has underperformed CGW with an annualized return of 6.58%, while CGW has yielded a comparatively higher 9.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
STRNY vs. CGW - Dividend Comparison
STRNY's dividend yield for the trailing twelve months is around 4.37%, more than CGW's 1.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STRNY Severn Trent PLC PK | 4.37% | 4.19% | 4.05% | 3.52% | 4.11% | 3.65% | 5.06% | 3.80% | 6.27% | 3.95% | 4.25% | 4.35% |
CGW Invesco S&P Global Water Index ETF | 1.39% | 1.55% | 1.45% | 1.59% | 1.41% | 1.48% | 2.14% | 1.71% | 1.65% | 1.67% | 1.77% | 1.52% |
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. For additional features, visit the drawdowns tool.
Volatility
STRNY vs. CGW - Volatility Comparison
Severn Trent PLC PK (STRNY) has a higher volatility of 7.29% compared to Invesco S&P Global Water Index ETF (CGW) at 4.07%. 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.