AME vs. XYL
AME (AMETEK, Inc.) and XYL (Xylem Inc.) are both stocks. Both operate in the Specialty Industrial Machinery industry within the Industrials sector. Over the past 10 years, AME returned 17.87%/yr vs 10.54%/yr for XYL. A 0.63 correlation means they provide meaningful diversification when combined.
Performance
AME vs. XYL - Performance Comparison
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Returns By Period
In the year-to-date period, AME achieves a 10.80% return, which is significantly higher than XYL's -18.57% return. Over the past 10 years, AME has outperformed XYL with an annualized return of 17.87%, while XYL has yielded a comparatively lower 10.54% annualized return.
AME
- 1D
- 0.40%
- 1M
- -1.86%
- YTD
- 10.80%
- 6M
- 12.76%
- 1Y
- 27.02%
- 3Y*
- 14.64%
- 5Y*
- 11.51%
- 10Y*
- 17.87%
XYL
- 1D
- 0.94%
- 1M
- 1.38%
- YTD
- -18.57%
- 6M
- -19.12%
- 1Y
- -12.41%
- 3Y*
- 1.00%
- 5Y*
- -0.21%
- 10Y*
- 10.54%
AME vs. XYL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AME AMETEK, Inc. | 10.80% | 14.66% | 10.01% | 18.81% | -4.33% | 22.32% | 22.19% | 48.27% | -5.89% | 49.98% |
XYL Xylem Inc. | -18.57% | 18.78% | 2.57% | 4.77% | -6.60% | 18.94% | 30.90% | 19.59% | -1.01% | 39.50% |
Correlation
The correlation between AME and XYL is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2011 | 0.63 |
The correlation between AME and XYL has been stable across timeframes, ranging from 0.59 to 0.66 - a consistent structural relationship.
Fundamentals
AME:
$52.20B
XYL:
$26.79B
AME:
$6.62
XYL:
$4.02
AME:
34.32
XYL:
27.36
AME:
3.20
XYL:
1.72
AME:
6.90
XYL:
3.85
AME:
4.36
XYL:
2.44
AME:
$7.60B
XYL:
$6.97B
AME:
$2.06B
XYL:
$2.71B
AME:
$2.15B
XYL:
$1.41B
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Return for Risk
AME vs. XYL — Risk / Return Rank
AME
XYL
AME vs. XYL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMETEK, Inc. (AME) and Xylem Inc. (XYL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AME | XYL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.73 | ||
| Sortino ratioReturn per unit of downside risk | +2.58 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.93 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | -0.41 | +2.42 |
| Martin ratioReturn relative to average drawdown | 6.35 | -0.92 | +7.27 |
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Drawdowns
AME vs. XYL - Drawdown Comparison
The maximum AME drawdown since its inception was -53.31%, which is greater than XYL's maximum drawdown of -46.69%. Use the drawdown chart below to compare losses from any high point for AME and XYL.
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Drawdown Indicators
| AME | XYL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.31% | -46.69% | -6.62% |
Max Drawdown (1Y)Largest decline over 1 year | -13.57% | -30.04% | +16.47% |
Max Drawdown (3Y)Largest decline over 3 years | -23.04% | -30.04% | +7.00% |
Max Drawdown (5Y)Largest decline over 5 years | -27.06% | -46.69% | +19.63% |
Max Drawdown (10Y)Largest decline over 10 years | -42.72% | -46.69% | +3.97% |
Current DrawdownCurrent decline from peak | -5.91% | -27.30% | +21.39% |
Average DrawdownAverage peak-to-trough decline | -11.91% | -10.40% | -1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.27% | 13.54% | -9.27% |
Volatility
AME vs. XYL - Volatility Comparison
AMETEK, Inc. (AME) has a higher volatility of 6.77% compared to Xylem Inc. (XYL) at 6.01%. This indicates that AME's price experiences larger fluctuations and is considered to be riskier than XYL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AME | XYL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.77% | 6.01% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 16.76% | 19.34% | -2.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.18% | 24.52% | -2.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.73% | 26.08% | -4.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.44% | 27.30% | -2.86% |
Dividends
AME vs. XYL - Dividend Comparison
AME's dividend yield for the trailing twelve months is around 0.56%, less than XYL's 1.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AME AMETEK, Inc. | 0.56% | 0.60% | 0.62% | 0.61% | 0.63% | 0.54% | 0.60% | 0.56% | 0.83% | 0.50% | 0.74% | 0.67% |
XYL Xylem Inc. | 1.51% | 1.17% | 1.24% | 1.15% | 1.09% | 0.93% | 1.02% | 1.22% | 1.26% | 1.06% | 1.25% | 1.54% |
Financials
AME vs. XYL - Financials Comparison
This section allows you to compare key financial metrics between AMETEK, Inc. and Xylem Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
AME and XYL have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AME has higher volatility (6.77%) compared to XYL (6.01%). In terms of maximum drawdown, AME dropped -53.31% vs XYL's -46.69%.
AME currently has the higher Sharpe Ratio (1.22 vs -0.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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