ZTEK vs. CWCO
ZTEK (ZEN Graphene Solutions Ltd) and CWCO (Consolidated Water Co. Ltd.) are both stocks. ZTEK operates in Medical Instruments & Supplies (Healthcare), while CWCO operates in Utilities - Regulated Water (Utilities). Over the past 10 years, ZTEK returned 2.73%/yr vs 10.38%/yr for CWCO. Their 0.04 correlation means their historical movements had little consistent relationship.
Performance
ZTEK vs. CWCO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ZTEK achieves a 6.25% return, which is significantly higher than CWCO's -16.18% return. Over the past 10 years, ZTEK has underperformed CWCO with an annualized return of 2.73%, while CWCO has yielded a comparatively higher 10.38% annualized return.
ZTEK
- 1D
- 23.21%
- 1M
- 50.78%
- 6M
- -0.76%
- YTD
- 6.25%
- 1Y
- -17.40%
- 3Y*
- -25.28%
- 5Y*
- -22.13%
- 10Y*
- 2.73%
- ALL TIME*
- 0.82%
CWCO
- 1D
- -1.38%
- 1M
- -0.82%
- 6M
- -22.22%
- YTD
- -16.18%
- 1Y
- 4.46%
- 3Y*
- 16.21%
- 5Y*
- 20.46%
- 10Y*
- 10.38%
- ALL TIME*
- 11.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.56M | $2.49M | $3.07M | |
| $85.89K | $84.46K | $118.18K |
ZTEK vs. CWCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZTEK ZEN Graphene Solutions Ltd | 6.25% | -31.91% | -12.96% | -30.32% | -60.05% | 37.10% | 910.71% | -5.08% | -45.37% | -15.36% |
CWCO Consolidated Water Co. Ltd. | -16.18% | 38.70% | -26.46% | 144.17% | 42.62% | -9.12% | -24.11% | 43.03% | -4.40% | 18.30% |
Correlation
The correlation between ZTEK and CWCO is -0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.06 |
Correlation (3Y) Balances recent behavior with more history. | -0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.04 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.04 |
The correlation between ZTEK and CWCO shifts across timeframes, from -0.06 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.
Fundamentals
ZTEK:
$86.10M
CWCO:
$467.21M
ZTEK:
-CA$0.09
CWCO:
$1.62
ZTEK:
639.14
CWCO:
2.43
ZTEK:
CA$166.09K
CWCO:
$128.33M
ZTEK:
-CA$4.19M
CWCO:
$46.99M
ZTEK:
-CA$9.70M
CWCO:
$22.17M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ZTEK vs. CWCO — Risk / Return Rank
ZTEK
CWCO
ZTEK vs. CWCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ZEN Graphene Solutions Ltd (ZTEK) and Consolidated Water Co. Ltd. (CWCO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ZTEK | CWCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.04 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 0.08 | -0.44 |
| Martin ratioReturn relative to average drawdown | -0.62 | 0.17 | -0.78 |
Loading charts...
Drawdowns
ZTEK vs. CWCO - Drawdown Comparison
The maximum ZTEK drawdown since its inception was -93.45%, which is greater than CWCO's maximum drawdown of -81.47%. Use the drawdown chart below to compare losses from any high point for ZTEK and CWCO.
Loading charts...
Drawdown Indicators
| ZTEK | CWCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.45% | -81.47% | -11.98% |
Max Drawdown (1Y)Largest decline over 1 year | -64.81% | -25.29% | -39.52% |
Max Drawdown (3Y)Largest decline over 3 years | -79.04% | -38.23% | -40.81% |
Max Drawdown (5Y)Largest decline over 5 years | -93.45% | -38.23% | -55.22% |
Max Drawdown (10Y)Largest decline over 10 years | -93.45% | -47.74% | -45.71% |
Current DrawdownCurrent decline from peak | -88.06% | -23.33% | -64.73% |
Average DrawdownAverage peak-to-trough decline | -59.94% | -38.20% | -21.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.43% | 12.63% | +24.80% |
Volatility
ZTEK vs. CWCO - Volatility Comparison
ZEN Graphene Solutions Ltd (ZTEK) has a higher volatility of 29.33% compared to Consolidated Water Co. Ltd. (CWCO) at 5.57%. This indicates that ZTEK's price experiences larger fluctuations and is considered to be riskier than CWCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ZTEK | CWCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 29.33% | 5.57% | +23.76% |
Volatility (6M)Calculated over the trailing 6-month period | 81.37% | 21.76% | +59.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 104.62% | 29.45% | +75.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 81.64% | 37.26% | +44.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 86.53% | 37.86% | +48.67% |
Dividends
ZTEK vs. CWCO - Dividend Comparison
ZTEK has not paid dividends to shareholders, while CWCO's dividend yield for the trailing twelve months is around 1.92%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CWCO Consolidated Water Co. Ltd. | 1.92% | 1.42% | 1.16% | 1.01% | 2.30% | 3.20% | 2.82% | 2.09% | 3.64% | 1.79% | 2.76% | 2.45% |
ZTEK ZEN Graphene Solutions Ltd | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
ZTEK vs. CWCO - Financials Comparison
This section allows you to compare key financial metrics between ZEN Graphene Solutions Ltd and Consolidated Water Co. Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ZTEK and CWCO have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ZTEK has higher volatility (29.33%) compared to CWCO (5.57%). In terms of maximum drawdown, ZTEK dropped -93.45% vs CWCO's -81.47%.
CWCO currently has the higher Sharpe Ratio (0.07 vs -0.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for ZTEK and CWCO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer