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WTRG vs. AWK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WTRG and AWK is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

WTRG vs. AWK - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
291.45%
815.28%
WTRG
AWK

Key characteristics

Sharpe Ratio

WTRG:

0.12

AWK:

-0.08

Sortino Ratio

WTRG:

0.31

AWK:

0.03

Omega Ratio

WTRG:

1.04

AWK:

1.00

Calmar Ratio

WTRG:

0.08

AWK:

-0.04

Martin Ratio

WTRG:

0.46

AWK:

-0.21

Ulcer Index

WTRG:

5.45%

AWK:

7.18%

Daily Std Dev

WTRG:

21.16%

AWK:

19.92%

Max Drawdown

WTRG:

-47.95%

AWK:

-37.10%

Current Drawdown

WTRG:

-26.14%

AWK:

-29.25%

Fundamentals

Market Cap

WTRG:

$10.43B

AWK:

$25.18B

EPS

WTRG:

$1.99

AWK:

$5.04

PE Ratio

WTRG:

19.09

AWK:

25.63

PEG Ratio

WTRG:

2.60

AWK:

2.89

Total Revenue (TTM)

WTRG:

$1.96B

AWK:

$4.52B

Gross Profit (TTM)

WTRG:

$891.75M

AWK:

$2.32B

EBITDA (TTM)

WTRG:

$1.08B

AWK:

$2.47B

Returns By Period

In the year-to-date period, WTRG achieves a 0.63% return, which is significantly higher than AWK's -2.43% return. Over the past 10 years, WTRG has underperformed AWK with an annualized return of 5.76%, while AWK has yielded a comparatively higher 11.15% annualized return.


WTRG

YTD

0.63%

1M

-7.62%

6M

-0.71%

1Y

1.20%

5Y*

-2.18%

10Y*

5.76%

AWK

YTD

-2.43%

1M

-8.68%

6M

-2.47%

1Y

-2.07%

5Y*

2.33%

10Y*

11.15%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

WTRG vs. AWK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Essential Utilities, Inc. (WTRG) 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.


Sharpe ratio
The chart of Sharpe ratio for WTRG, currently valued at 0.12, compared to the broader market-4.00-2.000.002.000.12-0.08
The chart of Sortino ratio for WTRG, currently valued at 0.31, compared to the broader market-4.00-2.000.002.004.000.310.03
The chart of Omega ratio for WTRG, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.00
The chart of Calmar ratio for WTRG, currently valued at 0.08, compared to the broader market0.002.004.006.000.08-0.04
The chart of Martin ratio for WTRG, currently valued at 0.46, compared to the broader market-5.000.005.0010.0015.0020.0025.000.46-0.21
WTRG
AWK

The current WTRG Sharpe Ratio is 0.12, which is higher than the AWK Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of WTRG 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.12
-0.08
WTRG
AWK

Dividends

WTRG vs. AWK - Dividend Comparison

WTRG's dividend yield for the trailing twelve months is around 3.48%, more than AWK's 2.38% yield.


TTM20232022202120202019201820172016201520142013
WTRG
Essential Utilities, Inc.
3.48%3.18%2.33%1.93%2.05%1.93%2.48%2.02%2.46%2.30%2.37%2.48%
AWK
American Water Works Company, Inc.
2.38%2.11%1.68%1.25%1.40%1.59%1.96%1.77%2.02%2.23%2.27%1.99%

Drawdowns

WTRG vs. AWK - Drawdown Comparison

The maximum WTRG drawdown since its inception was -47.95%, which is greater than AWK's maximum drawdown of -37.10%. Use the drawdown chart below to compare losses from any high point for WTRG and AWK. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-26.14%
-29.25%
WTRG
AWK

Volatility

WTRG vs. AWK - Volatility Comparison

Essential Utilities, Inc. (WTRG) has a higher volatility of 6.07% compared to American Water Works Company, Inc. (AWK) at 5.39%. This indicates that WTRG'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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.07%
5.39%
WTRG
AWK

Financials

WTRG vs. AWK - Financials Comparison

This section allows you to compare key financial metrics between Essential Utilities, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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