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WTTR vs. AQWA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WTTR and AQWA is 0.25, 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

WTTR vs. AQWA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Select Energy Services, Inc. (WTTR) and Global X Clean Water ETF (AQWA). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
171.66%
17.00%
WTTR
AQWA

Key characteristics

Sharpe Ratio

WTTR:

1.57

AQWA:

0.46

Sortino Ratio

WTTR:

2.67

AQWA:

0.73

Omega Ratio

WTTR:

1.32

AQWA:

1.09

Calmar Ratio

WTTR:

1.04

AQWA:

0.80

Martin Ratio

WTTR:

11.06

AQWA:

1.99

Ulcer Index

WTTR:

6.24%

AQWA:

3.43%

Daily Std Dev

WTTR:

43.93%

AQWA:

14.83%

Max Drawdown

WTTR:

-89.49%

AQWA:

-29.44%

Current Drawdown

WTTR:

-38.78%

AQWA:

-8.02%

Returns By Period

In the year-to-date period, WTTR achieves a 69.42% return, which is significantly higher than AQWA's 4.94% return.


WTTR

YTD

69.42%

1M

-14.13%

6M

24.23%

1Y

68.76%

5Y*

7.41%

10Y*

N/A

AQWA

YTD

4.94%

1M

-4.89%

6M

-0.56%

1Y

6.15%

5Y*

N/A

10Y*

N/A

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

WTTR vs. AQWA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Select Energy Services, Inc. (WTTR) and Global X Clean Water ETF (AQWA). 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 WTTR, currently valued at 1.57, compared to the broader market-4.00-2.000.002.001.570.46
The chart of Sortino ratio for WTTR, currently valued at 2.67, compared to the broader market-4.00-2.000.002.004.002.670.73
The chart of Omega ratio for WTTR, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.09
The chart of Calmar ratio for WTTR, currently valued at 2.56, compared to the broader market0.002.004.006.002.560.80
The chart of Martin ratio for WTTR, currently valued at 11.06, compared to the broader market-5.000.005.0010.0015.0020.0025.0011.061.99
WTTR
AQWA

The current WTTR Sharpe Ratio is 1.57, which is higher than the AQWA Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of WTTR and AQWA, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.57
0.46
WTTR
AQWA

Dividends

WTTR vs. AQWA - Dividend Comparison

WTTR's dividend yield for the trailing twelve months is around 2.00%, more than AQWA's 1.32% yield.


TTM202320222021
WTTR
Select Energy Services, Inc.
2.00%2.77%0.54%0.00%
AQWA
Global X Clean Water ETF
1.32%1.53%1.56%1.20%

Drawdowns

WTTR vs. AQWA - Drawdown Comparison

The maximum WTTR drawdown since its inception was -89.49%, which is greater than AQWA's maximum drawdown of -29.44%. Use the drawdown chart below to compare losses from any high point for WTTR and AQWA. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.53%
-8.02%
WTTR
AQWA

Volatility

WTTR vs. AQWA - Volatility Comparison

Select Energy Services, Inc. (WTTR) has a higher volatility of 9.57% compared to Global X Clean Water ETF (AQWA) at 5.22%. This indicates that WTTR's price experiences larger fluctuations and is considered to be riskier than AQWA 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
9.57%
5.22%
WTTR
AQWA
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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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