American Water Works (AWK): analysis and statistics
Return, volatility, Sharpe ratio and risk for American Water Works, a component of the S&P 500 in the Utilities sector. Data as of 2026-09-13.
| Last close price | $137.69 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +1.85% |
| Total return over period | +5.63% |
| Annualized volatility | 22.84% |
| Period volatility | 39.43% |
| Sharpe ratio | -0.09 |
| Sortino ratio | -0.13 |
| Max drawdown | -18.81% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.01% |
| Correlation with the S&P 500 | -0.06 |
| Period range | $107.74 – $147.18 |
| Trading days analyzed | 751 |
Over the last 3.0 years, American Water Works (AWK) has posted an annualized return of +1.85% with annual volatility of 22.84%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -18.81%. Its correlation with the S&P 500 is -0.06, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how AWK would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, American Water Works (AWK) is of the S&P 500.
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