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. Data as of 2026-10-29.
| Last close price | $139.79 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +8.73% |
| Total return over period | +28.36% |
| Annualized volatility | 22.75% |
| Period volatility | 39.30% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.41 |
| Sortino ratio | 0.61 |
| Max drawdown | -18.81% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.92% |
| Correlation with the S&P 500 | -0.10 |
| 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 +8.73% with annual volatility of 22.75%, a Sharpe ratio of 0.41. Its worst stretch (max drawdown from a peak) was -18.81%. Its correlation with the S&P 500 is -0.10, 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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