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

Performance

FLS vs. XYL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Flowserve Corporation (FLS) 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, FLS achieves a 15.63% return, which is significantly higher than XYL's -18.34% return. Over the past 10 years, FLS has underperformed XYL with an annualized return of 7.87%, while XYL has yielded a comparatively higher 10.95% annualized return.


FLS

1D
-1.96%
1M
14.90%
YTD
15.63%
6M
12.94%
1Y
74.68%
3Y*
32.80%
5Y*
16.66%
10Y*
7.87%

XYL

1D
-1.23%
1M
0.50%
YTD
-18.34%
6M
-19.77%
1Y
-10.88%
3Y*
1.04%
5Y*
0.06%
10Y*
10.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLS vs. XYL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLS
Flowserve Corporation
15.63%22.45%41.88%37.32%3.08%-15.08%-23.85%33.66%-8.20%-11.19%
XYL
Xylem Inc.
-18.34%18.78%2.57%4.77%-6.60%18.94%30.90%19.59%-1.01%39.50%

Correlation

The correlation between FLS and XYL is 0.55, 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

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

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

0.59

The correlation between FLS and XYL has been stable across timeframes, ranging from 0.55 to 0.60 - a consistent structural relationship.

Fundamentals

Market Cap

FLS:

$10.29B

XYL:

$26.87B

EPS

FLS:

$2.72

XYL:

$4.02

PE Ratio

FLS:

29.36

XYL:

27.44

PEG Ratio

FLS:

0.96

XYL:

1.73

PS Ratio

FLS:

2.23

XYL:

3.86

PB Ratio

FLS:

4.65

XYL:

2.45

Total Revenue (TTM)

FLS:

$4.65B

XYL:

$6.97B

Gross Profit (TTM)

FLS:

$1.62B

XYL:

$2.71B

EBITDA (TTM)

FLS:

$654.46M

XYL:

$1.41B

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Return for Risk

FLS vs. XYL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FLS
FLS Risk / Return Rank: 8383
Overall Rank
FLS Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FLS Sortino Ratio Rank: 8686
Sortino Ratio Rank
FLS Omega Ratio Rank: 8585
Omega Ratio Rank
FLS Calmar Ratio Rank: 8080
Calmar Ratio Rank
FLS Martin Ratio Rank: 8282
Martin Ratio Rank

XYL
XYL Risk / Return Rank: 2525
Overall Rank
XYL Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
XYL Sortino Ratio Rank: 2121
Sortino Ratio Rank
XYL Omega Ratio Rank: 2121
Omega Ratio Rank
XYL Calmar Ratio Rank: 3131
Calmar Ratio Rank
XYL Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLS vs. XYL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Flowserve Corporation (FLS) 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.


FLSXYLDifference
Sharpe ratioReturn per unit of total volatility

+1.99

Sortino ratioReturn per unit of downside risk

+3.14

Omega ratioGain probability vs. loss probability

1.35

0.94

+0.41

Calmar ratioReturn relative to maximum drawdown

2.52

-0.36

+2.88

Martin ratioReturn relative to average drawdown

6.95

-0.77

+7.72

FLS vs. XYL - Sharpe Ratio Comparison

The current FLS Sharpe Ratio is 1.54, which is higher than the XYL Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of FLS 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

FLS vs. XYL - Drawdown Comparison

The maximum FLS drawdown since its inception was -77.36%, which is greater than XYL's maximum drawdown of -46.69%. Use the drawdown chart below to compare losses from any high point for FLS and XYL.


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Drawdown Indicators


FLSXYLDifference

Max Drawdown

Largest peak-to-trough decline

-77.36%

-46.69%

-30.67%

Max Drawdown (1Y)

Largest decline over 1 year

-29.83%

-30.04%

+0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-38.76%

-30.04%

-8.72%

Max Drawdown (5Y)

Largest decline over 5 years

-41.89%

-46.69%

+4.80%

Max Drawdown (10Y)

Largest decline over 10 years

-64.82%

-46.69%

-18.13%

Current Drawdown

Current decline from peak

-12.84%

-27.09%

+14.25%

Average Drawdown

Average peak-to-trough decline

-26.99%

-10.42%

-16.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.77%

14.15%

-3.38%

Volatility

FLS vs. XYL - Volatility Comparison

Flowserve Corporation (FLS) has a higher volatility of 11.94% compared to Xylem Inc. (XYL) at 5.86%. This indicates that FLS'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


FLSXYLDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.94%

5.86%

+6.08%

Volatility (6M)

Calculated over the trailing 6-month period

31.77%

19.34%

+12.43%

Volatility (1Y)

Calculated over the trailing 1-year period

48.62%

24.49%

+24.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.18%

26.07%

+10.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.62%

27.28%

+10.34%

Dividends

FLS vs. XYL - Dividend Comparison

FLS's dividend yield for the trailing twelve months is around 1.06%, less than XYL's 1.50% yield.


PositionTTM20252024202320222021202020192018201720162015
FLS
Flowserve Corporation
1.06%1.21%1.46%1.94%2.61%2.61%2.17%1.91%2.00%1.35%1.58%1.71%
XYL
Xylem Inc.
1.50%1.17%1.24%1.15%1.09%0.93%1.02%1.22%1.26%1.06%1.25%1.54%

Financials

FLS vs. XYL - Financials Comparison

This section allows you to compare key financial metrics between Flowserve Corporation 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


0.00500.00M1.00B1.50B2.00B20222023202420252026
1.07B
0
(FLS) Total Revenue
(XYL) Total Revenue
Values in USD except per share items

Frequently Asked Questions


FLS and XYL have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLS has higher volatility (11.94%) compared to XYL (5.86%). In terms of maximum drawdown, FLS dropped -77.36% vs XYL's -46.69%.

FLS currently has the higher Sharpe Ratio (1.54 vs -0.45), 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 FLS and XYL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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