WAT vs. VZ

In the year-to-date period, WAT achieves a -8.92% return, which is significantly lower than VZ's 8.43% return. Over the past 10 years, WAT has outperformed VZ with an annualized return of 10.43%, while VZ has yielded a comparatively lower 3.32% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Waters Corporation (WAT) and Verizon Communications Inc. (VZ). 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 current WAT Sharpe Ratio is 0.21, which is lower than the VZ Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of WAT and VZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WAT has not paid dividends to shareholders, while VZ's dividend yield for the trailing twelve months is around 6.44%.

The maximum WAT drawdown since its inception was -80.12%, which is greater than VZ's maximum drawdown of -50.61%. Use the drawdown chart below to compare losses from any high point for WAT and VZ. For additional features, visit the drawdowns tool.

Waters Corporation (WAT) has a higher volatility of 17.61% compared to Verizon Communications Inc. (VZ) at 8.81%. This indicates that WAT's price experiences larger fluctuations and is considered to be riskier than VZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Waters Corporation and Verizon Communications 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.