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

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.


-0.50.00.51.00.7

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.

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
14.89%
-10.85%
FTV
XYL

Key characteristics

Sharpe Ratio

FTV:

0.43

XYL:

0.39

Sortino Ratio

FTV:

0.72

XYL:

0.65

Omega Ratio

FTV:

1.10

XYL:

1.09

Calmar Ratio

FTV:

0.42

XYL:

0.40

Martin Ratio

FTV:

0.80

XYL:

0.90

Ulcer Index

FTV:

11.70%

XYL:

9.30%

Daily Std Dev

FTV:

21.78%

XYL:

21.66%

Max Drawdown

FTV:

-52.65%

XYL:

-46.69%

Current Drawdown

FTV:

-6.71%

XYL:

-16.02%

Fundamentals

Market Cap

FTV:

$27.84B

XYL:

$29.54B

EPS

FTV:

$2.50

XYL:

$3.48

PE Ratio

FTV:

32.10

XYL:

34.94

PEG Ratio

FTV:

1.32

XYL:

2.29

Total Revenue (TTM)

FTV:

$4.61B

XYL:

$6.31B

Gross Profit (TTM)

FTV:

$2.75B

XYL:

$2.36B

EBITDA (TTM)

FTV:

$1.22B

XYL:

$1.20B

Returns By Period

In the year-to-date period, FTV achieves a 6.99% return, which is significantly higher than XYL's 4.79% return.


FTV

YTD

6.99%

1M

6.99%

6M

14.89%

1Y

9.27%

5Y*

4.98%

10Y*

N/A

XYL

YTD

4.79%

1M

2.90%

6M

-10.86%

1Y

10.05%

5Y*

9.66%

10Y*

14.68%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 5757
Overall Rank
The Sharpe Ratio Rank of FTV is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of FTV is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FTV is 5252
Omega Ratio Rank
The Calmar Ratio Rank of FTV is 6565
Calmar Ratio Rank
The Martin Ratio Rank of FTV is 5555
Martin Ratio Rank

XYL
The Risk-Adjusted Performance Rank of XYL is 5656
Overall Rank
The Sharpe Ratio Rank of XYL is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of XYL is 5050
Sortino Ratio Rank
The Omega Ratio Rank of XYL is 5151
Omega Ratio Rank
The Calmar Ratio Rank of XYL is 6464
Calmar Ratio Rank
The Martin Ratio Rank of XYL is 5757
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.


Sharpe ratio
The chart of Sharpe ratio for FTV, currently valued at 0.43, compared to the broader market-2.000.002.004.000.430.39
The chart of Sortino ratio for FTV, currently valued at 0.72, compared to the broader market-4.00-2.000.002.004.006.000.720.65
The chart of Omega ratio for FTV, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.09
The chart of Calmar ratio for FTV, currently valued at 0.42, compared to the broader market0.002.004.006.000.420.40
The chart of Martin ratio for FTV, currently valued at 0.80, compared to the broader market0.0010.0020.0030.000.800.90
FTV
XYL

The current FTV Sharpe Ratio is 0.43, which is comparable to the XYL Sharpe Ratio of 0.39. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.43
0.39
FTV
XYL

Dividends

FTV vs. XYL - Dividend Comparison

FTV's dividend yield for the trailing twelve months is around 0.40%, less than XYL's 1.18% yield.


TTM20242023202220212020201920182017201620152014
FTV
Fortive Corporation
0.40%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.


-20.00%-15.00%-10.00%-5.00%AugustSeptemberOctoberNovemberDecember2025
-6.71%
-16.02%
FTV
XYL

Volatility

FTV vs. XYL - Volatility Comparison

Fortive Corporation (FTV) has a higher volatility of 4.72% compared to Xylem Inc. (XYL) at 4.43%. 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.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
4.72%
4.43%
FTV
XYL

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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