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FTV vs. XYL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FTV and XYL is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

FTV vs. XYL - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FTV:

-0.32

XYL:

-0.50

Sortino Ratio

FTV:

-0.26

XYL:

-0.55

Omega Ratio

FTV:

0.96

XYL:

0.93

Calmar Ratio

FTV:

-0.32

XYL:

-0.46

Martin Ratio

FTV:

-0.97

XYL:

-0.99

Ulcer Index

FTV:

8.95%

XYL:

13.17%

Daily Std Dev

FTV:

27.04%

XYL:

25.72%

Max Drawdown

FTV:

-52.65%

XYL:

-46.69%

Current Drawdown

FTV:

-18.36%

XYL:

-13.21%

Fundamentals

Market Cap

FTV:

$23.83B

XYL:

$30.58B

EPS

FTV:

$2.28

XYL:

$3.71

PE Ratio

FTV:

30.75

XYL:

33.87

PEG Ratio

FTV:

1.02

XYL:

2.46

PS Ratio

FTV:

3.85

XYL:

3.56

PB Ratio

FTV:

2.33

XYL:

2.83

Total Revenue (TTM)

FTV:

$6.18B

XYL:

$8.60B

Gross Profit (TTM)

FTV:

$3.71B

XYL:

$3.23B

EBITDA (TTM)

FTV:

$1.52B

XYL:

$1.75B

Returns By Period

In the year-to-date period, FTV achieves a -6.37% return, which is significantly lower than XYL's 8.31% return.


FTV

YTD

-6.37%

1M

6.30%

6M

-8.65%

1Y

-8.60%

3Y*

6.59%

5Y*

7.91%

10Y*

N/A

XYL

YTD

8.31%

1M

12.15%

6M

0.52%

1Y

-12.76%

3Y*

16.95%

5Y*

16.40%

10Y*

14.41%

*Annualized

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Fortive Corporation

Xylem Inc.

Risk-Adjusted Performance

FTV vs. XYL — Risk-Adjusted Performance Rank

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

FTV
The Risk-Adjusted Performance Rank of FTV is 3030
Overall Rank
The Sharpe Ratio Rank of FTV is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of FTV is 2929
Sortino Ratio Rank
The Omega Ratio Rank of FTV is 2828
Omega Ratio Rank
The Calmar Ratio Rank of FTV is 3131
Calmar Ratio Rank
The Martin Ratio Rank of FTV is 2828
Martin Ratio Rank

XYL
The Risk-Adjusted Performance Rank of XYL is 2323
Overall Rank
The Sharpe Ratio Rank of XYL is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of XYL is 2222
Sortino Ratio Rank
The Omega Ratio Rank of XYL is 2222
Omega Ratio Rank
The Calmar Ratio Rank of XYL is 2222
Calmar Ratio Rank
The Martin Ratio Rank of XYL is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FTV vs. XYL - Risk-Adjusted Performance Comparison

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


The current FTV Sharpe Ratio is -0.32, which is higher than the XYL Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of FTV and XYL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FTV vs. XYL - Dividend Comparison

FTV's dividend yield for the trailing twelve months is around 0.46%, less than XYL's 1.18% yield.


TTM20242023202220212020201920182017201620152014
FTV
Fortive Corporation
0.46%0.43%0.39%0.44%0.37%0.35%0.37%0.41%0.39%0.26%0.00%0.00%
XYL
Xylem Inc.
1.18%1.24%1.15%1.09%0.93%1.02%1.22%1.26%1.06%1.25%1.55%1.34%

Drawdowns

FTV vs. XYL - Drawdown Comparison

The maximum FTV drawdown since its inception was -52.65%, which is greater than XYL's maximum drawdown of -46.69%. Use the drawdown chart below to compare losses from any high point for FTV and XYL. For additional features, visit the drawdowns tool.


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Volatility

FTV vs. XYL - Volatility Comparison

Fortive Corporation (FTV) has a higher volatility of 8.40% compared to Xylem Inc. (XYL) at 6.62%. This indicates that FTV'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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Financials

FTV vs. XYL - Financials Comparison

This section allows you to compare key financial metrics between Fortive 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


1.00B1.20B1.40B1.60B1.80B2.00B2.20B20212022202320242025
1.47B
2.07B
(FTV) Total Revenue
(XYL) Total Revenue
Values in USD except per share items

FTV vs. XYL - Profitability Comparison

The chart below illustrates the profitability comparison between Fortive Corporation and Xylem Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

35.0%40.0%45.0%50.0%55.0%60.0%20212022202320242025
59.8%
37.1%
(FTV) Gross Margin
(XYL) Gross Margin
FTV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Fortive Corporation reported a gross profit of 880.90M and revenue of 1.47B. Therefore, the gross margin over that period was 59.8%.

XYL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Xylem Inc. reported a gross profit of 768.00M and revenue of 2.07B. Therefore, the gross margin over that period was 37.1%.

FTV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Fortive Corporation reported an operating income of 233.60M and revenue of 1.47B, resulting in an operating margin of 15.9%.

XYL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Xylem Inc. reported an operating income of 231.00M and revenue of 2.07B, resulting in an operating margin of 11.2%.

FTV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Fortive Corporation reported a net income of 171.90M and revenue of 1.47B, resulting in a net margin of 11.7%.

XYL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Xylem Inc. reported a net income of 169.00M and revenue of 2.07B, resulting in a net margin of 8.2%.