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AQN.TO vs. XYL

Last updated Jun 1, 2023

Compare and contrast key facts about Algonquin Power & Utilities Corp. (AQN.TO) and Xylem Inc. (XYL).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AQN.TO or XYL.

Key characteristics


AQN.TOXYL
YTD Return31.46%-8.79%
1Y Return-33.32%20.41%
5Y Return (Ann)3.04%8.20%
10Y Return (Ann)9.20%15.07%
Sharpe Ratio-0.920.60
Daily Std Dev36.24%29.91%
Max Drawdown-78.58%-46.69%

Fundamentals


AQN.TOXYL
Market CapCA$7.88B$23.60B
EPS-CA$0.10$2.05
PEG Ratio1.412.64
Revenue (TTM)CA$2.81B$5.70B
Gross Profit (TTM)CA$1.05B$2.09B
EBITDA (TTM)CA$951.93M$797.00M

Correlation

0.26
-1.001.00

The correlation between AQN.TO and XYL is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

AQN.TO vs. XYL - Performance Comparison

In the year-to-date period, AQN.TO achieves a 31.46% return, which is significantly lower than XYL's -8.79% return. Over the past 10 years, AQN.TO has underperformed XYL with an annualized return of 9.20%, while XYL has yielded a comparatively higher 15.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%2023FebruaryMarchAprilMay
16.32%
-11.17%
AQN.TO
XYL

Compare stocks, funds, or ETFs


Algonquin Power & Utilities Corp.

Xylem Inc.

AQN.TO vs. XYL - Dividend Comparison

AQN.TO's dividend yield for the trailing twelve months is around 9.50%, more than XYL's 1.86% yield.


TTM20222021202020192018201720162015201420132012
AQN.TO
Algonquin Power & Utilities Corp.
9.50%10.78%5.00%4.43%4.69%5.97%5.55%6.56%6.42%5.74%7.09%7.07%
XYL
Xylem Inc.
1.86%1.09%0.95%1.05%1.27%1.33%1.13%1.35%1.69%1.50%1.52%1.72%

AQN.TO vs. XYL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Algonquin Power & Utilities Corp. (AQN.TO) 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AQN.TO
Algonquin Power & Utilities Corp.
-0.92
XYL
Xylem Inc.
0.60

AQN.TO vs. XYL - Sharpe Ratio Comparison

The current AQN.TO Sharpe Ratio is -1.00, which is lower than the XYL Sharpe Ratio of 0.62. The chart below compares the 12-month rolling Sharpe Ratio of AQN.TO and XYL.


-1.50-1.00-0.500.000.501.002023FebruaryMarchAprilMay
-1.00
0.62
AQN.TO
XYL

AQN.TO vs. XYL - Drawdown Comparison

The maximum AQN.TO drawdown for the period was -59.68%, lower than the maximum XYL drawdown of -30.11%. The drawdown chart below compares losses from any high point along the way for AQN.TO and XYL


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%2023FebruaryMarchAprilMay
-46.16%
-25.83%
AQN.TO
XYL

AQN.TO vs. XYL - Volatility Comparison

Algonquin Power & Utilities Corp. (AQN.TO) and Xylem Inc. (XYL) have volatilities of 6.00% and 6.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%2023FebruaryMarchAprilMay
6.00%
6.17%
AQN.TO
XYL