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WTRG vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WTRG and QQQ is 0.32, 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.


-0.50.00.51.00.3

Performance

WTRG vs. QQQ - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-12.20%
8.88%
WTRG
QQQ

Key characteristics

Sharpe Ratio

WTRG:

-0.12

QQQ:

1.58

Sortino Ratio

WTRG:

-0.03

QQQ:

2.13

Omega Ratio

WTRG:

1.00

QQQ:

1.28

Calmar Ratio

WTRG:

-0.08

QQQ:

2.13

Martin Ratio

WTRG:

-0.45

QQQ:

7.44

Ulcer Index

WTRG:

5.77%

QQQ:

3.88%

Daily Std Dev

WTRG:

21.20%

QQQ:

18.24%

Max Drawdown

WTRG:

-47.95%

QQQ:

-82.98%

Current Drawdown

WTRG:

-28.88%

QQQ:

-2.90%

Returns By Period

In the year-to-date period, WTRG achieves a -3.61% return, which is significantly lower than QQQ's 2.06% return. Over the past 10 years, WTRG has underperformed QQQ with an annualized return of 5.08%, while QQQ has yielded a comparatively higher 18.47% annualized return.


WTRG

YTD

-3.61%

1M

-3.71%

6M

-12.44%

1Y

-1.74%

5Y*

-4.99%

10Y*

5.08%

QQQ

YTD

2.06%

1M

0.76%

6M

8.50%

1Y

24.61%

5Y*

19.28%

10Y*

18.47%

*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

WTRG vs. QQQ — Risk-Adjusted Performance Rank

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

WTRG
The Risk-Adjusted Performance Rank of WTRG is 3636
Overall Rank
The Sharpe Ratio Rank of WTRG is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of WTRG is 3131
Sortino Ratio Rank
The Omega Ratio Rank of WTRG is 3131
Omega Ratio Rank
The Calmar Ratio Rank of WTRG is 4040
Calmar Ratio Rank
The Martin Ratio Rank of WTRG is 3737
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6161
Overall Rank
The Sharpe Ratio Rank of QQQ is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5858
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6161
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6464
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6060
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.

WTRG vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Essential Utilities, Inc. (WTRG) and Invesco QQQ (QQQ). 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-2.000.002.004.00-0.121.58
The chart of Sortino ratio for WTRG, currently valued at -0.03, compared to the broader market-4.00-2.000.002.004.006.00-0.032.13
The chart of Omega ratio for WTRG, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.28
The chart of Calmar ratio for WTRG, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.082.13
The chart of Martin ratio for WTRG, currently valued at -0.45, compared to the broader market-10.000.0010.0020.0030.00-0.457.44
WTRG
QQQ

The current WTRG Sharpe Ratio is -0.12, which is lower than the QQQ Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of WTRG and QQQ, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.12
1.58
WTRG
QQQ

Dividends

WTRG vs. QQQ - Dividend Comparison

WTRG's dividend yield for the trailing twelve months is around 3.61%, more than QQQ's 0.55% yield.


TTM20242023202220212020201920182017201620152014
WTRG
Essential Utilities, Inc.
3.61%3.48%3.18%2.33%1.93%2.05%1.93%2.48%2.02%2.46%2.30%2.37%
QQQ
Invesco QQQ
0.55%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

WTRG vs. QQQ - Drawdown Comparison

The maximum WTRG drawdown since its inception was -47.95%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for WTRG and QQQ. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-28.88%
-2.90%
WTRG
QQQ

Volatility

WTRG vs. QQQ - Volatility Comparison

Essential Utilities, Inc. (WTRG) and Invesco QQQ (QQQ) have volatilities of 6.52% and 6.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%AugustSeptemberOctoberNovemberDecember2025
6.52%
6.45%
WTRG
QQQ
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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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