PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WTRG vs. WBA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WTRG and WBA is 0.21, 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.


-0.50.00.51.00.2

Performance

WTRG vs. WBA - Performance Comparison

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

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-0.70%
-37.77%
WTRG
WBA

Key characteristics

Sharpe Ratio

WTRG:

0.09

WBA:

-1.14

Sortino Ratio

WTRG:

0.27

WBA:

-1.98

Omega Ratio

WTRG:

1.03

WBA:

0.75

Calmar Ratio

WTRG:

0.06

WBA:

-0.68

Martin Ratio

WTRG:

0.35

WBA:

-1.28

Ulcer Index

WTRG:

5.45%

WBA:

47.15%

Daily Std Dev

WTRG:

21.16%

WBA:

52.64%

Max Drawdown

WTRG:

-47.95%

WBA:

-87.93%

Current Drawdown

WTRG:

-26.57%

WBA:

-85.89%

Fundamentals

Market Cap

WTRG:

$10.43B

WBA:

$8.61B

EPS

WTRG:

$1.99

WBA:

-$10.01

PEG Ratio

WTRG:

2.60

WBA:

3.55

Total Revenue (TTM)

WTRG:

$1.96B

WBA:

$110.95B

Gross Profit (TTM)

WTRG:

$891.75M

WBA:

$19.75B

EBITDA (TTM)

WTRG:

$1.08B

WBA:

-$11.89B

Returns By Period

In the year-to-date period, WTRG achieves a 0.05% return, which is significantly higher than WBA's -61.21% return. Over the past 10 years, WTRG has outperformed WBA with an annualized return of 5.91%, while WBA has yielded a comparatively lower -15.54% annualized return.


WTRG

YTD

0.05%

1M

-7.19%

6M

-0.69%

1Y

1.91%

5Y*

-2.43%

10Y*

5.91%

WBA

YTD

-61.21%

1M

12.92%

6M

-37.77%

1Y

-60.13%

5Y*

-26.77%

10Y*

-15.54%

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. WBA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Essential Utilities, Inc. (WTRG) and Walgreens Boots Alliance, Inc. (WBA). 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 0.09, compared to the broader market-4.00-2.000.002.000.09-1.14
The chart of Sortino ratio for WTRG, currently valued at 0.27, compared to the broader market-4.00-2.000.002.004.000.27-1.98
The chart of Omega ratio for WTRG, currently valued at 1.03, compared to the broader market0.501.001.502.001.030.75
The chart of Calmar ratio for WTRG, currently valued at 0.06, compared to the broader market0.002.004.006.000.06-0.68
The chart of Martin ratio for WTRG, currently valued at 0.35, compared to the broader market0.0010.0020.000.35-1.28
WTRG
WBA

The current WTRG Sharpe Ratio is 0.09, which is higher than the WBA Sharpe Ratio of -1.14. The chart below compares the historical Sharpe Ratios of WTRG and WBA, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.09
-1.14
WTRG
WBA

Dividends

WTRG vs. WBA - Dividend Comparison

WTRG's dividend yield for the trailing twelve months is around 3.50%, less than WBA's 10.68% yield.


TTM20232022202120202019201820172016201520142013
WTRG
Essential Utilities, Inc.
3.50%3.18%2.33%1.93%2.05%1.93%2.48%2.02%2.46%2.30%2.37%2.48%
WBA
Walgreens Boots Alliance, Inc.
10.68%7.35%5.13%3.63%4.64%3.05%2.46%2.13%1.78%1.64%1.71%2.05%

Drawdowns

WTRG vs. WBA - Drawdown Comparison

The maximum WTRG drawdown since its inception was -47.95%, smaller than the maximum WBA drawdown of -87.93%. Use the drawdown chart below to compare losses from any high point for WTRG and WBA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-26.57%
-85.89%
WTRG
WBA

Volatility

WTRG vs. WBA - Volatility Comparison

The current volatility for Essential Utilities, Inc. (WTRG) is 6.01%, while Walgreens Boots Alliance, Inc. (WBA) has a volatility of 21.99%. This indicates that WTRG experiences smaller price fluctuations and is considered to be less risky than WBA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
6.01%
21.99%
WTRG
WBA

Financials

WTRG vs. WBA - Financials Comparison

This section allows you to compare key financial metrics between Essential Utilities, Inc. and Walgreens Boots Alliance, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab