FTV vs. XYL
Compare and contrast key facts about Fortive Corporation (FTV) and Xylem Inc. (XYL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTV or XYL.
Performance
FTV vs. XYL - Performance Comparison
Returns By Period
In the year-to-date period, FTV achieves a 1.65% return, which is significantly lower than XYL's 7.96% return.
FTV
1.65%
-3.69%
-3.07%
10.03%
5.40%
N/A
XYL
7.96%
-8.83%
-15.55%
22.45%
10.88%
13.78%
Fundamentals
| FTV | XYL | |
|---|---|---|
| Market Cap | $25.96B | $30.32B |
| EPS | $2.49 | $3.48 |
| PE Ratio | 29.96 | 35.86 |
| PEG Ratio | 1.23 | 2.35 |
| Total Revenue (TTM) | $5.56B | $8.42B |
| Gross Profit (TTM) | $3.07B | $3.11B |
| EBITDA (TTM) | $1.64B | $1.36B |
Key characteristics
| FTV | XYL | |
|---|---|---|
| Sharpe Ratio | 0.50 | 1.09 |
| Sortino Ratio | 0.81 | 1.50 |
| Omega Ratio | 1.11 | 1.21 |
| Calmar Ratio | 0.49 | 0.88 |
| Martin Ratio | 0.99 | 3.57 |
| Ulcer Index | 10.88% | 6.25% |
| Daily Std Dev | 21.64% | 20.60% |
| Max Drawdown | -52.65% | -46.69% |
| Current Drawdown | -13.35% | -15.65% |
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Correlation
The correlation between FTV and XYL is 0.66, 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.
Risk-Adjusted Performance
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.
Dividends
FTV vs. XYL - Dividend Comparison
FTV's dividend yield for the trailing twelve months is around 0.43%, less than XYL's 1.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTV Fortive Corporation | 0.43% | 0.39% | 0.44% | 0.37% | 0.35% | 0.37% | 0.41% | 0.39% | 0.26% | 0.00% | 0.00% | 0.00% |
XYL Xylem Inc. | 1.15% | 1.15% | 1.09% | 0.93% | 1.02% | 1.22% | 1.26% | 1.06% | 1.25% | 1.55% | 1.34% | 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.
Volatility
FTV vs. XYL - Volatility Comparison
The current volatility for Fortive Corporation (FTV) is 6.69%, while Xylem Inc. (XYL) has a volatility of 7.74%. This indicates that FTV 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.
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.
Total Revenue: Total amount of money received from sales and other business activities