American Water Works

10-Year Study

AWK.US · Utilities · US · Common Stock

Executive Summary: American Water Works has compounded at 7.9% annually over the last 10 years, with a maximum drawdown of 35.7% and an annualized volatility of 27.5%.

1Y CAGR
-7.4%
3Y CAGR
-1.2%
5Y CAGR
-1.5%
10Y CAGR
+7.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
35.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.49
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +37.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -17.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.06.10.0-4.0————————0.8%
20250.19.88.5-0.3-2.2-2.70.82.9-3.0-7.71.90.37.4%
2024-6.0-3.93.10.17.5-1.210.21.12.2-5.6-0.3-9.1-3.5%
20232.7-9.94.41.2-2.1-1.23.3-5.4-10.7-5.012.70.1-11.7%
2022-14.9-5.79.6-6.9-1.4-1.64.5-4.1-12.311.74.90.4-17.9%
20213.6-10.55.74.0-0.2-0.610.47.5-7.23.0-2.912.024.8%
202010.9-8.9-3.31.84.91.314.5-3.72.53.92.30.126.9%
20195.46.72.63.85.02.6-1.111.4-2.4-0.8-1.41.537.8%
2018-9.1-4.13.55.4-3.42.73.4-0.30.50.68.3-4.91.3%
20171.56.8-0.32.6-1.5-0.34.00.30.08.54.8-0.129.0%
2016———5.62.414.0-2.3-10.01.1-1.1-1.6-0.26.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 27.5%. The dominant macroeconomic risk driver is VNQ.US, accounting for 28.8% of variance. Idiosyncratic stock-specific factors contribute 15.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110555.637778294606
2016-05-0110804.455532768112
2016-06-0112322.328407016654
2016-07-0112040.91520956227
2016-08-0110838.49574673517
2016-09-0110963.01033892213
2016-10-0110845.807697457907
2016-11-0110672.523274908202
2016-12-0110656.33126836797
2017-01-0110815.379410956299
2017-02-0111546.239719221094
2017-03-0111512.199505254033
2017-04-0111806.774214009345
2017-05-0111633.912651260474
2017-06-0111599.696245709736
2017-07-0112068.436334933152
2017-08-0112100.608918113201
2017-09-0112102.106546574485
2017-10-0113126.695843992924
2017-11-0113758.360290645636
2017-12-0113747.841653099915
2018-01-0112497.621413620314
2018-02-0111988.23392604182
2018-03-0112406.671318124476
2018-04-0113078.895067340423
2018-05-0112628.28509207772
2018-06-0112968.511040164634
2018-07-0113404.444256506755
2018-08-0113364.096383843938
2018-09-0113431.260615542917
2018-10-0113516.76639110303
2018-11-0114641.150601518068
2018-12-0113929.125173548711
2019-01-0114681.057995221685
2019-02-0115668.488487641924
2019-03-0116075.526284260453
2019-04-0116681.48437885419
2019-05-0117508.580530125237
2019-06-0117970.2377176847
2019-07-0117781.237005870702
2019-08-0119807.49307567076
2019-09-0119326.771958757075
2019-10-0119177.414353271175
2019-11-0118908.968856375668
2019-12-0119193.306834119147
2020-01-0121279.027563411353
2020-02-0119391.645699868208
2020-03-0118748.704991859948
2020-04-0119082.711377042942
2020-05-0120008.63338760034
2020-06-0120270.17217441557
2020-07-0123202.141080124886
2020-08-0122350.325249663478
2020-09-0122910.103530174576
2020-10-0123800.38198335342
2020-11-0124337.2905963028
2020-12-0124351.57973373928
2021-01-0125232.202888132437
2021-02-0122588.289602582267
2021-03-0123868.321458020593
2021-04-0124834.71467534939
2021-05-0124778.08670035449
2021-06-0124635.829615690916
2021-07-0127190.02614683102
2021-08-0129229.796111099364
2021-09-0127111.12755565892
2021-10-0127935.51035654129
2021-11-0127132.55245223446
2021-12-0130398.386789859826
2022-01-0125881.926972112396
2022-02-0124413.704886145
2022-03-0126746.974790508204
2022-04-0124896.839827755106
2022-05-0124547.451917316812
2022-06-0124144.959863557233
2022-07-0125227.480953689803
2022-08-0124194.83970089717
2022-09-0121213.889534924696
2022-10-0123687.971752965306
2022-11-0124851.38239916556
2022-12-0124959.475935753504
2023-01-0125625.955839341466
2023-02-0123084.409863909623
2023-03-0124089.159989005642
2023-04-0124378.57228435912
2023-05-0123867.546215052404
2023-06-0123586.64397319069
2023-07-0124359.93121480573
2023-08-0123038.970054478435
2023-09-0120563.037824809184
2023-10-0119536.792326504146
2023-11-0122018.60935506833
2023-12-0122043.663798267684
2024-01-0120712.589241037134
2024-02-0119912.450402069197
2024-03-0120528.927134208654
2024-04-0120547.40963133673
2024-05-0122091.570289870393
2024-06-0121819.583342142912
2024-07-0124049.516882677548
2024-08-0124308.359938262467
2024-09-0124838.27374533973
2024-10-0123457.42506571946
2024-11-0123390.190357387008
2024-12-0121263.646038156046
2025-01-0121289.28191358155
2025-02-0123368.694984177997
2025-03-0125353.75746171357
2025-04-0125266.102148832553
2025-05-0124719.39728383054
2025-06-0124052.001184007444
2025-07-0124247.380031150675
2025-08-0124954.71876299413
2025-09-0124203.52594597261
2025-10-0122332.494661395016
2025-11-0122762.91308116794
2025-12-0122838.16450655785
2026-01-0122598.402999485523
2026-02-0123967.341128048996
2026-03-0123977.91262306982
2026-04-0123028.2399870323
Annual Return Matrix
YearAnnual Return
20170.29011019898646695
20180.013186325899230855
20190.37792622257190067
20200.26875373504947486
20210.24831272230534807
2022-0.1789210358992015
2023-0.11682184934456197
2024-0.03538512323767773
20250.07404743596542396
20260.008322712642685026
Total Factor Risk
0.2748514219656754
VTI.US Exposure
-0.06785800508215802
VEA.US Exposure
-0.019841440674756565
VWO.US Exposure
-0.013787282690838534
QQQ.US Exposure
0.1394640102368084
VTV.US Exposure
0.20186450316886573
IJR.US Exposure
-0.04756706589732395
QUAL.US Exposure
-0.010494309928735278
SHV.US Exposure
0.19948406013682934
TLT.US Exposure
-0.03835065877034732
LQD.US Exposure
0.08431871794879728
HYG.US Exposure
0.062314774549290915
GLD.US Exposure
-0.005750818534094148
USO.US Exposure
0.006213640039934986
VNQ.US Exposure
0.28779108085493027
BTC-USD.CC Exposure
0.009138555909204133
CPER.US Exposure
0.002070844758502807
VIX.INDX Exposure
0.01533216028581942
UUP.US Exposure
0.03002174002262452
TIP.US Exposure
0.012040740900006584
Idiosyncratic Exposure
0.1535947527666393
Value Score
40.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
28.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →24.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.37%
Market Cap$27.0B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$146
Avg Yield on Cost
1.46%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$145.891.46%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-2.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-2.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
10.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.73
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is American Water Works a high-risk investment?

American Water Works (AWK.US) has an annualized volatility of 27.5% and experienced a maximum drawdown of 35.7% over the last 10 years. Its primary macro risk driver is VNQ.US.

What is the 10-year return of AWK.US?

Over the past 10 years, AWK.US has generated a Compound Annual Growth Rate (CAGR) of 7.9%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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