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ECL vs. XYL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ECL vs. XYL - Performance Comparison

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

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Returns By Period

In the year-to-date period, ECL achieves a 6.33% return, which is significantly higher than XYL's -13.48% return. Over the past 10 years, ECL has underperformed XYL with an annualized return of 9.68%, while XYL has yielded a comparatively higher 11.03% annualized return.


ECL

1D
-0.61%
1M
-2.02%
6M
-1.01%
YTD
6.33%
1Y
7.50%
3Y*
15.65%
5Y*
5.85%
10Y*
9.68%
ALL TIME*
14.00%

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


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$370.45M$328.65M$428.60M
$278.33M$249.35M$230.13M

ECL vs. XYL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ECL
Ecolab Inc.
6.33%13.19%19.29%37.94%-37.10%9.38%13.17%32.26%11.07%15.80%
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 ECL and XYL is 0.49, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.49

Correlation (3Y)
Balances recent behavior with more history.

0.52

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.59

Correlation (10Y)
Provides a long-term view across more market conditions.

0.56

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2011

0.54

The correlation between ECL and XYL has been stable across timeframes, ranging from 0.49 to 0.59 - a consistent structural relationship.

Fundamentals

Market Cap

ECL:

$78.14B

XYL:

$27.31B

EPS

ECL:

$7.45

XYL:

$4.17

PE Ratio

ECL:

37.26

XYL:

28.03

PEG Ratio

ECL:

1.97

XYL:

1.77

PS Ratio

ECL:

4.68

XYL:

4.17

PB Ratio

ECL:

7.81

XYL:

2.66

Total Revenue (TTM)

ECL:

$16.84B

XYL:

$6.79B

Gross Profit (TTM)

ECL:

$3.71B

XYL:

$2.62B

EBITDA (TTM)

ECL:

$3.07B

XYL:

$1.35B

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Return for Risk

ECL vs. XYL — Risk / Return Rank

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

ECL
ECL Risk / Return Rank: 5353
Overall Rank
ECL Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
ECL Sortino Ratio Rank: 4949
Sortino Ratio Rank
ECL Omega Ratio Rank: 4848
Omega Ratio Rank
ECL Calmar Ratio Rank: 5454
Calmar Ratio Rank
ECL Martin Ratio Rank: 5454
Martin Ratio Rank

XYL
XYL Risk / Return Rank: 1515
Overall Rank
XYL Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
XYL Sortino Ratio Rank: 1414
Sortino Ratio Rank
XYL Omega Ratio Rank: 1414
Omega Ratio Rank
XYL Calmar Ratio Rank: 2222
Calmar Ratio Rank
XYL Martin Ratio Rank: 1717
Martin Ratio Rank
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.

ECL vs. XYL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ecolab Inc. (ECL) 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.


ECLXYLDifference
Sharpe ratioReturn per unit of total volatility

+1.09

Sortino ratioReturn per unit of downside risk

+1.54

Omega ratioGain probability vs. loss probability

1.07

0.88

+0.19

Calmar ratioReturn relative to maximum drawdown

0.36

-0.60

+0.96

Martin ratioReturn relative to average drawdown

0.76

-1.15

+1.90

ECL vs. XYL - Sharpe Ratio Comparison

The current ECL Sharpe Ratio is 0.33, which is higher than the XYL Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of ECL 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.


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Drawdowns

ECL vs. XYL - Drawdown Comparison

The maximum ECL drawdown since its inception was -47.19%, roughly equal to the maximum XYL drawdown of -46.69%. Use the drawdown chart below to compare losses from any high point for ECL and XYL.


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Drawdown Indicators


ECLXYLDifference

Max Drawdown

Largest peak-to-trough decline

-47.19%

-46.69%

-0.50%

Max Drawdown (1Y)

Largest decline over 1 year

-20.09%

-30.04%

+9.95%

Max Drawdown (3Y)

Largest decline over 3 years

-20.09%

-30.04%

+9.95%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

-46.69%

+2.99%

Max Drawdown (10Y)

Largest decline over 10 years

-43.70%

-46.69%

+2.99%

Current Drawdown

Current decline from peak

-9.48%

-22.75%

+13.27%

Average Drawdown

Average peak-to-trough decline

-7.99%

-10.50%

+2.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.54%

15.78%

-6.24%

Volatility

ECL vs. XYL - Volatility Comparison

The current volatility for Ecolab Inc. (ECL) is 7.54%, while Xylem Inc. (XYL) has a volatility of 9.36%. This indicates that ECL 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.


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Volatility by Period


ECLXYLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.54%

9.36%

-1.82%

Volatility (6M)

Calculated over the trailing 6-month period

17.27%

20.08%

-2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

21.79%

26.28%

-4.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.08%

26.34%

-2.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.13%

27.41%

-2.28%

Dividends

ECL vs. XYL - Dividend Comparison

ECL's dividend yield for the trailing twelve months is around 1.02%, less than XYL's 1.42% yield.


PositionTTM20252024202320222021202020192018201720162015
ECL
Ecolab Inc.
1.02%1.02%1.01%1.09%1.42%0.83%0.87%0.96%1.15%1.13%1.21%1.17%
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

ECL vs. XYL - Financials Comparison

This section allows you to compare key financial metrics between Ecolab 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

Frequently Asked Questions


ECL and XYL have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XYL has higher volatility (9.36%) compared to ECL (7.54%). In terms of maximum drawdown, ECL dropped -47.19% vs XYL's -46.69%.

ECL currently has the higher Sharpe Ratio (0.33 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.

Portfolio Optimizer

Find the right allocation for ECL and XYL

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