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

Correlation

The correlation between WTRG and WBA is 0.33, 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.


-0.50.00.51.0
Correlation: 0.3

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.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%NovemberDecember2025FebruaryMarchApril
7,059.17%
1,069.29%
WTRG
WBA

Key characteristics

Sharpe Ratio

WTRG:

0.66

WBA:

-0.55

Sortino Ratio

WTRG:

1.10

WBA:

-0.57

Omega Ratio

WTRG:

1.13

WBA:

0.93

Calmar Ratio

WTRG:

0.45

WBA:

-0.40

Martin Ratio

WTRG:

2.10

WBA:

-0.90

Ulcer Index

WTRG:

6.89%

WBA:

38.41%

Daily Std Dev

WTRG:

21.90%

WBA:

63.26%

Max Drawdown

WTRG:

-47.95%

WBA:

-87.93%

Current Drawdown

WTRG:

-17.74%

WBA:

-83.41%

Fundamentals

Market Cap

WTRG:

$11.27B

WBA:

$9.54B

EPS

WTRG:

$2.14

WBA:

-$6.69

PEG Ratio

WTRG:

4.82

WBA:

3.55

PS Ratio

WTRG:

5.40

WBA:

0.06

PB Ratio

WTRG:

1.79

WBA:

1.34

Total Revenue (TTM)

WTRG:

$1.47B

WBA:

$151.95B

Gross Profit (TTM)

WTRG:

$785.71M

WBA:

$26.43B

EBITDA (TTM)

WTRG:

$827.29M

WBA:

-$3.02B

Returns By Period

In the year-to-date period, WTRG achieves a 11.49% return, which is significantly lower than WBA's 18.01% return. Over the past 10 years, WTRG has outperformed WBA with an annualized return of 6.69%, while WBA has yielded a comparatively lower -15.47% annualized return.


WTRG

YTD

11.49%

1M

4.02%

6M

5.12%

1Y

13.48%

5Y*

1.00%

10Y*

6.69%

WBA

YTD

18.01%

1M

-0.81%

6M

22.51%

1Y

-33.08%

5Y*

-19.99%

10Y*

-15.47%

*Annualized

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Risk-Adjusted Performance

WTRG vs. WBA — 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 7171
Overall Rank
The Sharpe Ratio Rank of WTRG is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of WTRG is 6969
Sortino Ratio Rank
The Omega Ratio Rank of WTRG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of WTRG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of WTRG is 7474
Martin Ratio Rank

WBA
The Risk-Adjusted Performance Rank of WBA is 2525
Overall Rank
The Sharpe Ratio Rank of WBA is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of WBA is 2222
Sortino Ratio Rank
The Omega Ratio Rank of WBA is 2222
Omega Ratio Rank
The Calmar Ratio Rank of WBA is 2626
Calmar Ratio Rank
The Martin Ratio Rank of WBA is 3131
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. 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.


The chart of Sharpe ratio for WTRG, currently valued at 0.66, compared to the broader market-2.00-1.000.001.002.003.00
WTRG: 0.66
WBA: -0.55
The chart of Sortino ratio for WTRG, currently valued at 1.10, compared to the broader market-6.00-4.00-2.000.002.004.00
WTRG: 1.10
WBA: -0.57
The chart of Omega ratio for WTRG, currently valued at 1.13, compared to the broader market0.501.001.502.00
WTRG: 1.13
WBA: 0.93
The chart of Calmar ratio for WTRG, currently valued at 0.45, compared to the broader market0.001.002.003.004.005.00
WTRG: 0.45
WBA: -0.40
The chart of Martin ratio for WTRG, currently valued at 2.10, compared to the broader market-5.000.005.0010.0015.0020.00
WTRG: 2.10
WBA: -0.90

The current WTRG Sharpe Ratio is 0.66, which is higher than the WBA Sharpe Ratio of -0.55. 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.66
-0.55
WTRG
WBA

Dividends

WTRG vs. WBA - Dividend Comparison

WTRG's dividend yield for the trailing twelve months is around 3.20%, less than WBA's 6.81% yield.


TTM20242023202220212020201920182017201620152014
WTRG
Essential Utilities, Inc.
3.20%3.49%3.18%2.33%1.93%2.05%1.93%2.48%2.02%2.46%2.30%2.37%
WBA
Walgreens Boots Alliance, Inc.
6.81%10.72%7.35%5.13%3.63%4.64%3.05%2.46%2.13%1.78%1.64%1.71%

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%NovemberDecember2025FebruaryMarchApril
-17.74%
-83.41%
WTRG
WBA

Volatility

WTRG vs. WBA - Volatility Comparison

Essential Utilities, Inc. (WTRG) has a higher volatility of 7.80% compared to Walgreens Boots Alliance, Inc. (WBA) at 4.99%. This indicates that WTRG's price experiences larger fluctuations and is considered to be riskier than WBA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
7.80%
4.99%
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