YORW vs. AWK

Last updated Apr 1, 2026

Compare and contrast key facts about The York Water Company (YORW) and American Water Works Company, Inc. (AWK).

Performance

YORW vs. AWK - Performance Comparison

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

YORW vs. AWK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
YORW The York Water Company	-3.70%	0.08%	-13.23%	-12.40%	-7.93%	8.61%	2.67%	46.40%	-3.34%	-9.61%
AWK American Water Works Company, Inc.	4.99%	7.40%	-3.53%	-11.68%	-17.89%	24.83%	26.88%	37.79%	1.32%	29.01%

Fundamentals

EPS YORW : $2.09 AWK : $5.70
PE Ratio YORW : 14.58 AWK : 23.89
Total Revenue (TTM) YORW : $0.00 AWK : $5.14B
Gross Profit (TTM) YORW : -$20.81M AWK : $3.12B
EBITDA (TTM) YORW : $33.48M AWK : $1.70B

Returns By Period

In the year-to-date period, YORW achieves a -3.70% return, which is significantly lower than AWK's 4.99% return. Over the past 10 years, YORW has underperformed AWK with an annualized return of 2.03%, while AWK has yielded a comparatively higher 9.05% annualized return.

YORW

• 1D: -1.33%
• 1M: -7.39%
• YTD: -3.70%
• 6M: 1.51%
• 1Y: -9.69%
• 3Y*: -9.80%
• 5Y*: -7.02%
• 10Y*: 2.03%

AWK

• 1D: -1.97%
• 1M: 0.04%
• YTD: 4.99%
• 6M: -0.93%
• 1Y: -5.43%
• 3Y*: -0.15%
• 5Y*: 0.00%
• 10Y*: 9.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

YORW vs. AWK — Risk / Return Rank

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

YORW

YORW Risk / Return Rank: 22
YORW Sharpe Ratio Rank: 22
YORW Sortino Ratio Rank: 20
YORW Omega Ratio Rank: 21
YORW Calmar Ratio Rank: 22
YORW Martin Ratio Rank: 27

AWK

AWK Risk / Return Rank: 31
AWK Sharpe Ratio Rank: 31
AWK Sortino Ratio Rank: 26
AWK Omega Ratio Rank: 27
AWK Calmar Ratio Rank: 34
AWK Martin Ratio Rank: 34

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

YORW vs. AWK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The York Water Company (YORW) 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.

	YORW	AWK	Difference
Sharpe ratio Return per unit of total volatility	-0.45	-0.24	-0.21
Sortino ratio Return per unit of downside risk	-0.49	-0.18	-0.31
Omega ratio Gain probability vs. loss probability	0.94	0.98	-0.04
Calmar ratio Return relative to maximum drawdown	-0.59	-0.26	-0.33
Martin ratio Return relative to average drawdown	-0.88	-0.50	-0.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YORW vs. AWK - Sharpe Ratio Comparison

The current YORW Sharpe Ratio is -0.45, which is lower than the AWK Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of YORW 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.

Sharpe Ratios by Period

	YORW	AWK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.45	-0.24	-0.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.30	0.00	-0.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.07	0.38	-0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.60	-0.29

Correlation

The correlation between YORW and AWK is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

YORW vs. AWK - Dividend Comparison

YORW's dividend yield for the trailing twelve months is around 2.94%, more than AWK's 2.43% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
YORW The York Water Company	2.94%	2.78%	2.60%	2.12%	1.75%	1.52%	1.56%	1.52%	2.10%	1.91%	1.64%	2.42%
AWK American Water Works Company, Inc.	2.43%	2.49%	2.41%	2.10%	1.68%	1.25%	1.40%	1.59%	1.96%	1.77%	2.02%	2.23%

Drawdowns

YORW vs. AWK - Drawdown Comparison

The maximum YORW drawdown since its inception was -46.68%, which is greater than AWK's maximum drawdown of -37.10%. Use the drawdown chart below to compare losses from any high point for YORW and AWK.

Drawdown Indicators

	YORW	AWK	Difference
Max Drawdown Largest peak-to-trough decline	-46.68%	-37.10%	-9.58%
Max Drawdown (1Y) Largest decline over 1 year	-16.38%	-17.61%	+1.23%
Max Drawdown (5Y) Largest decline over 5 years	-39.62%	-37.10%	-2.52%
Max Drawdown (10Y) Largest decline over 10 years	-39.62%	-37.10%	-2.52%
Current Drawdown Current decline from peak	-36.60%	-21.12%	-15.48%
Average Drawdown Average peak-to-trough decline	-12.89%	-9.33%	-3.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.89%	9.14%	+1.75%

Volatility

YORW vs. AWK - Volatility Comparison

The current volatility for The York Water Company (YORW) is 6.28%, while American Water Works Company, Inc. (AWK) has a volatility of 7.00%. This indicates that YORW experiences smaller price fluctuations and is considered to be less risky than AWK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YORW	AWK	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.28%	7.00%	-0.72%
Volatility (6M) Calculated over the trailing 6-month period	14.93%	16.48%	-1.55%
Volatility (1Y) Calculated over the trailing 1-year period	21.76%	23.10%	-1.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.20%	22.77%	+0.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.66%	23.65%	+6.01%

Financials