DKILY vs. XYL
DKILY (Daikin Industries Ltd ADR) and XYL (Xylem Inc.) are both stocks. Both are in the Industrials sector — DKILY in Building Products & Equipment, XYL in Specialty Industrial Machinery. Over the past 10 years, DKILY returned 6.83%/yr vs 11.96%/yr for XYL. At a 0.28 correlation, their price movements are largely independent.
Performance
DKILY vs. XYL - Performance Comparison
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Returns By Period
In the year-to-date period, DKILY achieves a 16.55% return, which is significantly higher than XYL's -13.46% return. Over the past 10 years, DKILY has underperformed XYL with an annualized return of 6.83%, while XYL has yielded a comparatively higher 11.96% annualized return.
DKILY
- 1D
- 2.13%
- 1M
- 1.71%
- YTD
- 16.55%
- 6M
- 15.10%
- 1Y
- 32.21%
- 3Y*
- -8.64%
- 5Y*
- -4.42%
- 10Y*
- 6.83%
XYL
- 1D
- 4.43%
- 1M
- 5.69%
- YTD
- -13.46%
- 6M
- -15.05%
- 1Y
- -7.04%
- 3Y*
- 3.12%
- 5Y*
- 1.24%
- 10Y*
- 11.96%
DKILY vs. XYL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DKILY Daikin Industries Ltd ADR | 16.55% | 10.15% | -27.12% | 7.02% | -33.32% | 1.48% | 57.36% | 33.74% | -10.53% | 30.19% |
XYL Xylem Inc. | -13.46% | 18.78% | 2.57% | 4.77% | -6.60% | 18.94% | 30.90% | 19.59% | -1.01% | 39.50% |
Correlation
The correlation between DKILY and XYL is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2011 | 0.28 |
The correlation between DKILY and XYL shifts across timeframes, from 0.13 (1 year) to 0.34 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
DKILY:
$43.54B
XYL:
$28.47B
DKILY:
¥95.10
XYL:
$4.02
DKILY:
25.29
XYL:
29.08
DKILY:
3.31
XYL:
1.83
DKILY:
1.39
XYL:
4.10
DKILY:
2.16
XYL:
2.60
DKILY:
¥5.08T
XYL:
$6.97B
DKILY:
¥1.72T
XYL:
$2.71B
DKILY:
¥712.97B
XYL:
$1.41B
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Return for Risk
DKILY vs. XYL — Risk / Return Rank
DKILY
XYL
DKILY vs. XYL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Daikin Industries Ltd ADR (DKILY) 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.
| DKILY | XYL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.30 | ||
| Sortino ratioReturn per unit of downside risk | +1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.97 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | -0.24 | +2.06 |
| Martin ratioReturn relative to average drawdown | 3.62 | -0.49 | +4.11 |
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Drawdowns
DKILY vs. XYL - Drawdown Comparison
The maximum DKILY drawdown since its inception was -60.60%, which is greater than XYL's maximum drawdown of -46.69%. Use the drawdown chart below to compare losses from any high point for DKILY and XYL.
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Drawdown Indicators
| DKILY | XYL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.60% | -46.69% | -13.91% |
Max Drawdown (1Y)Largest decline over 1 year | -17.75% | -30.04% | +12.29% |
Max Drawdown (3Y)Largest decline over 3 years | -51.01% | -30.04% | -20.97% |
Max Drawdown (5Y)Largest decline over 5 years | -60.60% | -46.69% | -13.91% |
Max Drawdown (10Y)Largest decline over 10 years | -60.60% | -46.69% | -13.91% |
Current DrawdownCurrent decline from peak | -43.36% | -22.73% | -20.63% |
Average DrawdownAverage peak-to-trough decline | -19.06% | -10.43% | -8.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.92% | 14.32% | -5.40% |
Volatility
DKILY vs. XYL - Volatility Comparison
Daikin Industries Ltd ADR (DKILY) has a higher volatility of 7.61% compared to Xylem Inc. (XYL) at 7.22%. This indicates that DKILY'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
| DKILY | XYL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.61% | 7.22% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 24.94% | 19.87% | +5.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.78% | 24.89% | +6.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.79% | 26.15% | +3.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.06% | 27.31% | +0.75% |
Dividends
DKILY vs. XYL - Dividend Comparison
DKILY has not paid dividends to shareholders, while XYL's dividend yield for the trailing twelve months is around 1.42%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DKILY Daikin Industries Ltd ADR | 0.00% | 0.78% | 1.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.01% | 1.26% | 1.28% |
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
DKILY vs. XYL - Financials Comparison
This section allows you to compare key financial metrics between Daikin Industries Ltd ADR 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
DKILY and XYL have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DKILY has higher volatility (7.61%) compared to XYL (7.22%). In terms of maximum drawdown, DKILY dropped -60.60% vs XYL's -46.69%.
DKILY currently has the higher Sharpe Ratio (1.02 vs -0.28), 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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