American States Water Company

10-Year Study

AWR.US · Utilities · US · Common Stock

Executive Summary: American States Water Company has compounded at 8.9% annually over the last 10 years, with a maximum drawdown of 28.6% and an annualized volatility of 52.6%.

1Y CAGR
-2.5%
3Y CAGR
-3.3%
5Y CAGR
+1.0%
10Y CAGR
+8.9%

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 →
28.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.33
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.53
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +32.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -11.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.72.91.5-0.1————————4.9%
2025-4.13.42.83.1-2.2-2.8-4.02.0-1.6-2.74.1-1.7-4.3%
2024-7.2-3.71.2-1.94.5-1.413.7-0.82.3-1.04.0-8.9-1.2%
20231.8-4.8-0.5-0.20.5-2.01.6-4.3-6.6-0.82.90.7-11.4%
2022-10.8-8.45.8-11.61.22.96.9-4.4-6.116.08.8-5.6-8.9%
2021-2.8-5.13.54.70.70.211.04.8-7.36.24.19.832.2%
20202.2-13.26.7-2.93.7-4.1-2.2-0.6-1.5-0.3-0.77.7-6.8%
20191.05.50.2-0.22.93.23.019.9-2.95.9-10.01.631.2%
2018-4.6-3.3-0.15.01.51.65.21.01.20.110.0-0.117.9%
2017-3.92.7-0.90.53.43.54.30.2-0.19.17.80.429.8%
2016———5.9-5.812.2-1.4-9.32.7-0.26.77.517.7%

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 52.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 74.3% of variance. Idiosyncratic stock-specific factors contribute 4.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110591.947440081261
2016-05-019979.53052976718
2016-06-0111195.688752906019
2016-07-0111037.274195191681
2016-08-0110011.979116818002
2016-09-0110286.788701346417
2016-10-0110268.820026119414
2016-11-0110956.940014881273
2016-12-0111773.557643324886
2017-01-0111313.565732316138
2017-02-0111619.712439448344
2017-03-0111510.572805552383
2017-04-0111567.751476549643
2017-05-0111963.093205556088
2017-06-0112386.345041787976
2017-07-0112919.292244139342
2017-08-0112944.26932018512
2017-09-0112931.147864907673
2017-10-0114112.665446114046
2017-11-0115218.850437021647
2017-12-0115276.893580366599
2018-01-0114567.254404949721
2018-02-0114081.266575485419
2018-03-0114065.36645909039
2018-04-0114770.498028694308
2018-05-0114987.38796592744
2018-06-0115221.721720176478
2018-07-0116009.966131208379
2018-08-0116167.454468550188
2018-09-0116357.39139294282
2018-10-0116378.817957560583
2018-11-0118023.291354967783
2018-12-0118012.547198646484
2019-01-0118195.259604133415
2019-02-0119187.550363232756
2019-03-0119233.429145685204
2019-04-0119198.356267578893
2019-05-0119750.723223740883
2019-06-0120373.51380222725
2019-07-0120977.347737089258
2019-08-0125146.358255865296
2019-09-0124420.757216028556
2019-10-0125852.940904052834
2019-11-0123262.580388209833
2019-12-0123630.78386030127
2020-01-0124154.43798491496
2020-02-0120959.533431924345
2020-03-0122368.870350759655
2020-04-0121720.29997190465
2020-05-0122533.120096820905
2020-06-0121604.42980330167
2020-07-0121123.59793391109
2020-08-0120992.87736533528
2020-09-0120681.080713930667
2020-10-0120609.329509072333
2020-11-0120458.417336375456
2020-12-0122035.3383946131
2021-01-0121411.775965816294
2021-02-0120328.46861811008
2021-03-0121043.634241749696
2021-04-0122037.098213320904
2021-05-0122181.465095385265
2021-06-0122234.568396743412
2021-07-0124682.72321139128
2021-08-0125876.312531452906
2021-09-0123998.925584367873
2021-10-0125491.86932882985
2021-11-0126532.570539399872
2021-12-0129141.301092631304
2022-01-0125983.198362442385
2022-02-0123810.563234608537
2022-03-0125185.53737762313
2022-04-0122254.482134752714
2022-05-0122527.87151470993
2022-06-0123170.328839106263
2022-07-0124779.266248220883
2022-08-0123692.87149927292
2022-09-0122259.360228714682
2022-10-0125831.69958350957
2022-11-0128098.284331129962
2022-12-0126538.374853734367
2023-01-0127002.905244568494
2023-02-0125716.84825731637
2023-03-0125598.755159819328
2023-04-0125558.433699602036
2023-05-0125690.63622077389
2023-06-0125164.203435042626
2023-07-0125572.049139078164
2023-08-0124475.311595970325
2023-09-0122868.041383526244
2023-10-0122684.92761587789
2023-11-0123351.898906133745
2023-12-0123503.89166926523
2024-01-0121802.918829133952
2024-02-0120987.474413162214
2024-03-0121231.440859285518
2024-04-0120819.952021784706
2024-05-0121746.851622583723
2024-06-0121445.4286393514
2024-07-0124388.771739163996
2024-08-0124197.19849211323
2024-09-0124752.930715628736
2024-10-0124506.24735641269
2024-11-0125495.141974146103
2024-12-0123226.828281830338
2025-01-0122264.51618878841
2025-02-0123018.860934185872
2025-03-0123662.460597041656
2025-04-0124393.279344976956
2025-05-0123859.158930153724
2025-06-0123190.613065264577
2025-07-0122261.89189773292
2025-08-0122697.987323130503
2025-09-0122329.47511091489
2025-10-0121717.33606671257
2025-11-0122618.394119118115
2025-12-0122222.86714603717
2026-01-0122370.04356323152
2026-02-0123010.401454783467
2026-03-0123346.92819013452
2026-04-0123312.966776475238
Annual Return Matrix
YearAnnual Return
20170.2975596708466417
20180.1790713278120668
20190.31190683914360284
2020-0.06751555408064358
20210.3224803073482805
2022-0.08932086562034502
2023-0.11434321812068815
2024-0.01178797925609898
2025-0.04322420278874384
20260.04905305977282315
Total Factor Risk
0.5255164934048252
VTI.US Exposure
-0.009533480594265549
VEA.US Exposure
-0.008220117967589275
VWO.US Exposure
-0.000826465517803341
QQQ.US Exposure
0.048496245784563255
VTV.US Exposure
0.03522872013433716
IJR.US Exposure
0.00470166379599764
QUAL.US Exposure
0.008319297293475388
SHV.US Exposure
0.7427350734817552
TLT.US Exposure
-0.013819543395778006
LQD.US Exposure
0.073561149883287
HYG.US Exposure
0.008596934795645484
GLD.US Exposure
0.0013043635053512882
USO.US Exposure
0.0014509442170742804
VNQ.US Exposure
0.05664927253726642
BTC-USD.CC Exposure
0.0022430275910449477
CPER.US Exposure
-0.0006100509734779144
VIX.INDX Exposure
0.00021193073957698677
UUP.US Exposure
0.000729032097857734
TIP.US Exposure
0.0015777077165442393
Idiosyncratic Exposure
0.04720429487513723
Value Score
40.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
30.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
52.6%

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 →23.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.55%
Market Cap$3.0B
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
$156
Avg Yield on Cost
1.56%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$155.611.56%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 →
+1.5%
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 →
+2.9%
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 →
5.0% 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 →
0.65
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is American States Water Company a high-risk investment?

American States Water Company (AWR.US) has an annualized volatility of 52.6% and experienced a maximum drawdown of 28.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AWR.US has generated a Compound Annual Growth Rate (CAGR) of 8.9%. It has had a positive return in 50% 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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