American Water Works (AWK): analysis and statistics
Return, volatility, Sharpe ratio and risk for American Water Works, an S&P 500 component in the Utilities sector. Data as of 2026-07-30.
| Last close price | $136.83 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | -0.11% |
| Total return over period | -0.32% |
| Annualized volatility | 22.67% |
| Sharpe ratio | -0.17 |
| Sortino ratio | -0.24 |
| Max drawdown | -20.56% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.00% |
| Correlation with the S&P 500 | -0.05 |
| Period range | $107.74 – $147.18 |
| Trading days analyzed | 752 |
Over the last 3.0 years, American Water Works (AWK) has posted an annualized return of -0.11% with annual volatility of 22.67%, 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 -20.56%. Its correlation with the S&P 500 is -0.05, 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 S&P 500 stocks, try the optimizer.
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