IEX vs. XYL

In the year-to-date period, IEX achieves a 8.47% return, which is significantly lower than XYL's 11.85% return. Over the past 10 years, IEX has underperformed XYL with an annualized return of 13.04%, while XYL has yielded a comparatively higher 14.13% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for IDEX Corporation (IEX) 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 IEX Sharpe Ratio is 0.95, which is comparable to the XYL Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of IEX 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.

IEX's dividend yield for the trailing twelve months is around 1.17%, more than XYL's 0.85% yield.

The maximum IEX drawdown since its inception was -58.67%, which is greater than XYL's maximum drawdown of -46.69%. Use the drawdown chart below to compare losses from any high point for IEX and XYL. For additional features, visit the drawdowns tool.

IDEX Corporation (IEX) has a higher volatility of 9.95% compared to Xylem Inc. (XYL) at 8.15%. This indicates that IEX'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.

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