AWK vs. XYL

Last updated Aug 1, 2026

AWK (American Water Works Company, Inc.) and XYL (Xylem Inc.) are both stocks. AWK operates in Utilities - Regulated Water (Utilities), while XYL operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, AWK returned 7.12%/yr vs 11.03%/yr for XYL. Their 0.25 correlation means their historical movements had little consistent relationship.

Performance

AWK vs. XYL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Water Works Company, Inc. (AWK) and Xylem Inc. (XYL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AWK achieves a 4.25% return, which is significantly higher than XYL's -13.48% return. Over the past 10 years, AWK has underperformed XYL with an annualized return of 7.12%, while XYL has yielded a comparatively higher 11.03% annualized return.

AWK

• 1D: -1.93%
• 1M: -1.97%
• 6M: 5.36%
• YTD: 4.25%
• 1Y: -5.50%
• 3Y*: -0.08%
• 5Y*: -2.62%
• 10Y*: 7.12%
• ALL TIME*: 13.51%

XYL

• 1D: 0.13%
• 1M: -0.97%
• 6M: -14.54%
• YTD: -13.48%
• 1Y: -16.66%
• 3Y*: 2.73%
• 5Y*: -0.26%
• 10Y*: 11.03%
• ALL TIME*: 12.95%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AWK American Water Works Company, Inc.	$350.60M	$305.70M	$284.77M
XYL Xylem Inc.	$278.33M	$249.35M	$230.13M

AWK vs. XYL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AWK American Water Works Company, Inc.	4.25%	7.40%	-3.53%	-11.68%	-17.89%	24.83%	26.88%	37.79%	1.32%	29.01%
XYL Xylem Inc.	-13.48%	18.78%	2.57%	4.77%	-6.60%	18.94%	30.90%	19.59%	-1.01%	39.50%

Correlation

The correlation between AWK and XYL is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.08
Correlation (3Y) Balances recent behavior with more history.	0.19
Correlation (5Y) Shows whether the relationship held over a longer period.	0.33
Correlation (10Y) Provides a long-term view across more market conditions.	0.26
Correlation (All Time) Calculated using the full available price history since Oct 13, 2011	0.25

The correlation between AWK and XYL shifts across timeframes, from 0.08 (1 year) to 0.33 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap AWK : $26.66B XYL : $27.31B
EPS AWK : $5.78 XYL : $4.17
PE Ratio AWK : 23.22 XYL : 28.03
PS Ratio AWK : 4.96 XYL : 4.17
PB Ratio AWK : 2.25 XYL : 2.66
Total Revenue (TTM) AWK : $5.28B XYL : $6.79B
Gross Profit (TTM) AWK : $2.35B XYL : $2.62B
EBITDA (TTM) AWK : $2.53B XYL : $1.35B

Return for Risk

AWK vs. XYL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AWK

AWK Risk / Return Rank: 38
AWK Sharpe Ratio Rank: 41
AWK Sortino Ratio Rank: 34
AWK Omega Ratio Rank: 34
AWK Calmar Ratio Rank: 41
AWK Martin Ratio Rank: 40

XYL

XYL Risk / Return Rank: 15
XYL Sharpe Ratio Rank: 11
XYL Sortino Ratio Rank: 14
XYL Omega Ratio Rank: 14
XYL Calmar Ratio Rank: 22
XYL Martin Ratio Rank: 17

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AWK vs. XYL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Water Works Company, Inc. (AWK) 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.

	AWK	XYL	Difference
Sharpe ratio: Return per unit of total volatility	-0.08	-0.76	+0.68
Sortino ratio: Return per unit of downside risk	0.05	-0.92	+0.97
Omega ratio: Gain probability vs. loss probability	1.01	0.88	+0.12
Calmar ratio: Return relative to maximum drawdown	-0.12	-0.60	+0.49
Martin ratio: Return relative to average drawdown	-0.20	-1.15	+0.94

AWK vs. XYL - Sharpe Ratio Comparison

The current AWK Sharpe Ratio is -0.08, which is higher than the XYL Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of AWK and XYL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AWK vs. XYL - Drawdown Comparison

The maximum AWK drawdown since its inception was -37.10%, smaller than the maximum XYL drawdown of -46.69%. Use the drawdown chart below to compare losses from any high point for AWK and XYL.

Drawdown Indicators

	AWK	XYL	Difference
Max Drawdown Largest peak-to-trough decline	-37.10%	-46.69%	+9.59%
Max Drawdown (1Y) Largest decline over 1 year	-15.45%	-30.04%	+14.59%
Max Drawdown (3Y) Largest decline over 3 years	-18.99%	-30.04%	+11.05%
Max Drawdown (5Y) Largest decline over 5 years	-37.10%	-46.69%	+9.59%
Max Drawdown (10Y) Largest decline over 10 years	-37.10%	-46.69%	+9.59%
Current Drawdown Current decline from peak	-21.67%	-22.75%	+1.08%
Average Drawdown Average peak-to-trough decline	-9.61%	-10.50%	+0.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.86%	15.78%	-6.92%

Volatility

AWK vs. XYL - Volatility Comparison

The current volatility for American Water Works Company, Inc. (AWK) is 8.37%, while Xylem Inc. (XYL) has a volatility of 9.36%. This indicates that AWK experiences smaller price fluctuations and is considered to be less risky than XYL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AWK	XYL	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.37%	9.36%	-0.99%
Volatility (6M) Calculated over the trailing 6-month period	16.93%	20.08%	-3.15%
Volatility (1Y) Calculated over the trailing 1-year period	22.74%	26.28%	-3.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.04%	26.34%	-3.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.83%	27.41%	-3.58%

Dividends

AWK vs. XYL - Dividend Comparison

AWK's dividend yield for the trailing twelve months is around 2.52%, more than XYL's 1.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AWK American Water Works Company, Inc.	2.52%	2.49%	2.41%	2.10%	1.68%	1.25%	1.40%	1.59%	1.96%	1.77%	2.02%	2.23%
XYL Xylem Inc.	1.42%	1.17%	1.24%	1.15%	1.09%	0.93%	1.02%	1.22%	1.26%	1.06%	1.25%	1.54%

Financials

Frequently Asked Questions

Can I hold both AWK and XYL in my portfolio?

AWK and XYL have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AWK or XYL?

XYL has higher volatility (9.36%) compared to AWK (8.37%). In terms of maximum drawdown, AWK dropped -37.10% vs XYL's -46.69%.

Which has better risk-adjusted returns?

AWK currently has the higher Sharpe Ratio (-0.08 vs -0.76), 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.