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WMS vs. AWK
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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WMS vs. AWK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WMS
Advanced Drainage Systems, Inc.
-5.22%25.97%-17.48%72.44%-39.53%63.46%116.70%67.74%2.78%17.27%
AWK
American Water Works Company, Inc.
4.99%7.40%-3.53%-11.68%-17.89%24.83%26.88%37.79%1.32%29.01%

Fundamentals

Market Cap

WMS:

$10.74B

AWK:

$26.54B

EPS

WMS:

$6.02

AWK:

$5.70

PE Ratio

WMS:

22.80

AWK:

23.89

PS Ratio

WMS:

3.59

AWK:

5.16

PB Ratio

WMS:

137.28

AWK:

2.45

Total Revenue (TTM)

WMS:

$2.99B

AWK:

$5.14B

Gross Profit (TTM)

WMS:

$1.16B

AWK:

$3.12B

EBITDA (TTM)

WMS:

$741.90M

AWK:

$1.70B

Returns By Period

In the year-to-date period, WMS achieves a -5.22% return, which is significantly lower than AWK's 4.99% return. Over the past 10 years, WMS has outperformed AWK with an annualized return of 21.38%, while AWK has yielded a comparatively lower 9.05% annualized return.


WMS

1D
4.31%
1M
-19.88%
YTD
-5.22%
6M
-0.91%
1Y
26.86%
3Y*
18.21%
5Y*
5.38%
10Y*
21.38%

AWK

1D
-1.97%
1M
0.04%
YTD
4.99%
6M
-0.93%
1Y
-5.43%
3Y*
-0.15%
5Y*
0.00%
10Y*
9.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WMS vs. AWK — Risk / Return Rank

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

WMS
WMS Risk / Return Rank: 6666
Overall Rank
WMS Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
WMS Sortino Ratio Rank: 6565
Sortino Ratio Rank
WMS Omega Ratio Rank: 6060
Omega Ratio Rank
WMS Calmar Ratio Rank: 6666
Calmar Ratio Rank
WMS Martin Ratio Rank: 7272
Martin Ratio Rank

AWK
AWK Risk / Return Rank: 3131
Overall Rank
AWK Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
AWK Sortino Ratio Rank: 2626
Sortino Ratio Rank
AWK Omega Ratio Rank: 2727
Omega Ratio Rank
AWK Calmar Ratio Rank: 3434
Calmar Ratio Rank
AWK Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WMS vs. AWK - Risk-Adjusted Trends 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.


WMSAWKDifference

Sharpe ratio

Return per unit of total volatility

0.65

-0.24

+0.89

Sortino ratio

Return per unit of downside risk

1.33

-0.18

+1.51

Omega ratio

Gain probability vs. loss probability

1.15

0.98

+0.17

Calmar ratio

Return relative to maximum drawdown

1.10

-0.26

+1.36

Martin ratio

Return relative to average drawdown

3.69

-0.50

+4.20

WMS vs. AWK - Sharpe Ratio Comparison

The current WMS Sharpe Ratio is 0.65, which is higher than the AWK Sharpe Ratio of -0.24. 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.


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Sharpe Ratios by Period


WMSAWKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

-0.24

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.00

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.38

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.60

-0.08

Correlation

The correlation between WMS and AWK is 0.17, 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.


Dividends

WMS vs. AWK - Dividend Comparison

WMS's dividend yield for the trailing twelve months is around 0.53%, less than AWK's 2.43% yield.


TTM20252024202320222021202020192018201720162015
WMS
Advanced Drainage Systems, Inc.
0.53%0.48%0.54%0.38%0.57%0.31%0.43%3.48%1.28%1.13%1.12%0.79%
AWK
American Water Works Company, Inc.
2.43%2.49%2.41%2.10%1.68%1.25%1.40%1.59%1.96%1.77%2.02%2.23%

Drawdowns

WMS vs. AWK - Drawdown Comparison

The maximum WMS drawdown since its inception was -53.58%, 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.


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Drawdown Indicators


WMSAWKDifference

Max Drawdown

Largest peak-to-trough decline

-53.58%

-37.10%

-16.48%

Max Drawdown (1Y)

Largest decline over 1 year

-24.96%

-17.61%

-7.35%

Max Drawdown (5Y)

Largest decline over 5 years

-50.12%

-37.10%

-13.02%

Max Drawdown (10Y)

Largest decline over 10 years

-53.58%

-37.10%

-16.48%

Current Drawdown

Current decline from peak

-22.75%

-21.12%

-1.63%

Average Drawdown

Average peak-to-trough decline

-17.87%

-9.33%

-8.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.41%

9.14%

-1.73%

Volatility

WMS vs. AWK - Volatility Comparison

Advanced Drainage Systems, Inc. (WMS) has a higher volatility of 13.66% compared to American Water Works Company, Inc. (AWK) at 7.00%. 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.


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Volatility by Period


WMSAWKDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.66%

7.00%

+6.66%

Volatility (6M)

Calculated over the trailing 6-month period

23.91%

16.48%

+7.43%

Volatility (1Y)

Calculated over the trailing 1-year period

41.31%

23.10%

+18.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.87%

22.77%

+19.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.47%

23.65%

+17.82%

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


400.00M600.00M800.00M1.00B1.20B1.40BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
693.35M
1.27B
(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%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
37.4%
56.9%
Portfolio components
WMS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Advanced Drainage Systems, Inc. reported a gross profit of 259.15M and revenue of 693.35M. Therefore, the gross margin over that period was 37.4%.

AWK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, American Water Works Company, Inc. reported a gross profit of 723.00M and revenue of 1.27B. Therefore, the gross margin over that period was 56.9%.

WMS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Advanced Drainage Systems, Inc. reported an operating income of 136.82M and revenue of 693.35M, resulting in an operating margin of 19.7%.

AWK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, American Water Works Company, Inc. reported an operating income of 405.00M and revenue of 1.27B, resulting in an operating margin of 31.9%.

WMS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Advanced Drainage Systems, Inc. reported a net income of 93.63M and revenue of 693.35M, resulting in a net margin of 13.5%.

AWK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, American Water Works Company, Inc. reported a net income of 238.00M and revenue of 1.27B, resulting in a net margin of 18.7%.