PortfoliosLab logo
WMS vs. AWK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WMS and AWK is 0.34, 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

WMS vs. AWK - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

WMS:

-0.76

AWK:

0.36

Sortino Ratio

WMS:

-0.97

AWK:

0.74

Omega Ratio

WMS:

0.88

AWK:

1.09

Calmar Ratio

WMS:

-0.65

AWK:

0.30

Martin Ratio

WMS:

-1.13

AWK:

1.12

Ulcer Index

WMS:

26.28%

AWK:

8.57%

Daily Std Dev

WMS:

38.97%

AWK:

24.13%

Max Drawdown

WMS:

-53.67%

AWK:

-37.10%

Current Drawdown

WMS:

-32.01%

AWK:

-18.92%

Fundamentals

Market Cap

WMS:

$9.12B

AWK:

$27.37B

EPS

WMS:

$5.98

AWK:

$5.49

PE Ratio

WMS:

19.66

AWK:

25.57

PEG Ratio

WMS:

1.05

AWK:

3.64

PS Ratio

WMS:

3.14

AWK:

5.69

PB Ratio

WMS:

5.90

AWK:

2.60

Total Revenue (TTM)

WMS:

$2.29B

AWK:

$4.82B

Gross Profit (TTM)

WMS:

$856.09M

AWK:

$2.71B

EBITDA (TTM)

WMS:

$686.17M

AWK:

$2.71B

Returns By Period

In the year-to-date period, WMS achieves a 5.42% return, which is significantly lower than AWK's 15.92% return. Over the past 10 years, WMS has outperformed AWK with an annualized return of 15.29%, while AWK has yielded a comparatively lower 12.45% annualized return.


WMS

YTD

5.42%

1M

17.60%

6M

-7.27%

1Y

-29.33%

5Y*

25.86%

10Y*

15.29%

AWK

YTD

15.92%

1M

-2.04%

6M

7.51%

1Y

8.67%

5Y*

5.86%

10Y*

12.45%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

WMS vs. AWK — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WMS
The Risk-Adjusted Performance Rank of WMS is 1414
Overall Rank
The Sharpe Ratio Rank of WMS is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of WMS is 1313
Sortino Ratio Rank
The Omega Ratio Rank of WMS is 1414
Omega Ratio Rank
The Calmar Ratio Rank of WMS is 1111
Calmar Ratio Rank
The Martin Ratio Rank of WMS is 2020
Martin Ratio Rank

AWK
The Risk-Adjusted Performance Rank of AWK is 6262
Overall Rank
The Sharpe Ratio Rank of AWK is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of AWK is 5858
Sortino Ratio Rank
The Omega Ratio Rank of AWK is 5656
Omega Ratio Rank
The Calmar Ratio Rank of AWK is 6565
Calmar Ratio Rank
The Martin Ratio Rank of AWK is 6565
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.

WMS vs. AWK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Advanced Drainage Systems, Inc. (WMS) 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 current WMS Sharpe Ratio is -0.76, which is lower than the AWK Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of WMS 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.


Loading data...

Dividends

WMS vs. AWK - Dividend Comparison

WMS's dividend yield for the trailing twelve months is around 0.53%, less than AWK's 2.19% yield.


TTM20242023202220212020201920182017201620152014
WMS
Advanced Drainage Systems, Inc.
0.53%0.54%0.38%0.57%0.31%0.43%3.48%1.28%1.13%1.12%0.79%0.17%
AWK
American Water Works Company, Inc.
2.19%2.41%2.11%1.68%1.25%1.40%1.59%1.96%1.77%2.02%2.23%2.27%

Drawdowns

WMS vs. AWK - Drawdown Comparison

The maximum WMS drawdown since its inception was -53.67%, which is greater than AWK's maximum drawdown of -37.10%. Use the drawdown chart below to compare losses from any high point for WMS and AWK. For additional features, visit the drawdowns tool.


Loading data...

Volatility

WMS vs. AWK - Volatility Comparison

Advanced Drainage Systems, Inc. (WMS) has a higher volatility of 11.48% compared to American Water Works Company, Inc. (AWK) at 9.44%. This indicates that WMS's price experiences larger fluctuations and is considered to be riskier than AWK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

WMS vs. AWK - Financials Comparison

This section allows you to compare key financial metrics between Advanced Drainage Systems, Inc. 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


400.00M600.00M800.00M1.00B1.20B1.40B20212022202320242025
690.54M
1.14B
(WMS) Total Revenue
(AWK) Total Revenue
Values in USD except per share items

WMS vs. AWK - Profitability Comparison

The chart below illustrates the profitability comparison between Advanced Drainage Systems, Inc. and American Water Works Company, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%20212022202320242025
35.0%
59.0%
(WMS) Gross Margin
(AWK) Gross Margin
WMS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Advanced Drainage Systems, Inc. reported a gross profit of 241.59M and revenue of 690.54M. Therefore, the gross margin over that period was 35.0%.

AWK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, American Water Works Company, Inc. reported a gross profit of 674.00M and revenue of 1.14B. Therefore, the gross margin over that period was 59.0%.

WMS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Advanced Drainage Systems, Inc. reported an operating income of 126.86M and revenue of 690.54M, resulting in an operating margin of 18.4%.

AWK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, American Water Works Company, Inc. reported an operating income of 371.00M and revenue of 1.14B, resulting in an operating margin of 32.5%.

WMS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Advanced Drainage Systems, Inc. reported a net income of 81.23M and revenue of 690.54M, resulting in a net margin of 11.8%.

AWK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, American Water Works Company, Inc. reported a net income of 205.00M and revenue of 1.14B, resulting in a net margin of 18.0%.