PortfoliosLab logoPortfoliosLab logo
IEX vs. XYL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IEX vs. XYL - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, IEX achieves a 30.87% return, which is significantly higher than XYL's -13.48% return. Both investments have delivered pretty close results over the past 10 years, with IEX having a 11.29% annualized return and XYL not far behind at 11.03%.


IEX

1D
-1.42%
1M
3.30%
6M
16.86%
YTD
30.87%
1Y
46.98%
3Y*
2.68%
5Y*
1.63%
10Y*
11.29%
ALL TIME*
12.55%

XYL

1D
0.13%
1M
-0.97%
6M
-14.54%
YTD
-13.48%
1Y
-16.66%
3Y*
2.73%
5Y*
-0.26%
10Y*
11.03%
ALL TIME*
12.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$208.67M$171.00M$158.82M
$278.33M$249.35M$230.13M

IEX vs. XYL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEX
IDEX Corporation
30.87%-13.69%-2.35%-3.80%-2.22%19.82%17.22%37.94%-3.16%48.53%
XYL
Xylem Inc.
-13.48%18.78%2.57%4.77%-6.60%18.94%30.90%19.59%-1.01%39.50%

Correlation

The correlation between IEX and XYL is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.54

Correlation (3Y)
Balances recent behavior with more history.

0.58

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.66

Correlation (10Y)
Provides a long-term view across more market conditions.

0.67

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

0.66

The correlation between IEX and XYL shifts across timeframes, from 0.54 (1 year) to 0.67 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

IEX:

$16.99B

XYL:

$27.31B

EPS

IEX:

$6.96

XYL:

$4.17

PE Ratio

IEX:

33.11

XYL:

28.03

PEG Ratio

IEX:

9.77

XYL:

1.77

PS Ratio

IEX:

4.80

XYL:

4.17

PB Ratio

IEX:

4.27

XYL:

2.66

Total Revenue (TTM)

IEX:

$3.59B

XYL:

$6.79B

Gross Profit (TTM)

IEX:

$1.60B

XYL:

$2.62B

EBITDA (TTM)

IEX:

$904.40M

XYL:

$1.35B

Compare stocks, funds, or ETFs

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


Return for Risk

IEX vs. XYL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IEX
IEX Risk / Return Rank: 8989
Overall Rank
IEX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IEX Sortino Ratio Rank: 9191
Sortino Ratio Rank
IEX Omega Ratio Rank: 8686
Omega Ratio Rank
IEX Calmar Ratio Rank: 8787
Calmar Ratio Rank
IEX Martin Ratio Rank: 9090
Martin Ratio Rank

XYL
XYL Risk / Return Rank: 1515
Overall Rank
XYL Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
XYL Sortino Ratio Rank: 1414
Sortino Ratio Rank
XYL Omega Ratio Rank: 1414
Omega Ratio Rank
XYL Calmar Ratio Rank: 2222
Calmar Ratio Rank
XYL Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IEX vs. XYL - Risk-Adjusted Trends Comparison

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.

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.


IEXXYLDifference
Sharpe ratioReturn per unit of total volatility

+2.62

Sortino ratioReturn per unit of downside risk

+3.74

Omega ratioGain probability vs. loss probability

1.32

0.88

+0.44

Calmar ratioReturn relative to maximum drawdown

2.98

-0.60

+3.59

Martin ratioReturn relative to average drawdown

9.87

-1.15

+11.02

IEX vs. XYL - Sharpe Ratio Comparison

The current IEX Sharpe Ratio is 1.86, which is higher than the XYL Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of IEX 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.


Loading charts...

Drawdowns

IEX vs. XYL - Drawdown Comparison

The maximum IEX drawdown since its inception was -81.60%, 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.


Loading charts...

Drawdown Indicators


IEXXYLDifference

Max Drawdown

Largest peak-to-trough decline

-81.60%

-46.69%

-34.91%

Max Drawdown (1Y)

Largest decline over 1 year

-14.49%

-30.04%

+15.55%

Max Drawdown (3Y)

Largest decline over 3 years

-34.60%

-30.04%

-4.56%

Max Drawdown (5Y)

Largest decline over 5 years

-34.60%

-46.69%

+12.09%

Max Drawdown (10Y)

Largest decline over 10 years

-35.52%

-46.69%

+11.17%

Current Drawdown

Current decline from peak

-2.90%

-22.75%

+19.85%

Average Drawdown

Average peak-to-trough decline

-11.41%

-10.50%

-0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.39%

15.78%

-11.39%

Volatility

IEX vs. XYL - Volatility Comparison

The current volatility for IDEX Corporation (IEX) is 5.53%, while Xylem Inc. (XYL) has a volatility of 9.36%. This indicates that IEX 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.


Loading charts...

Volatility by Period


IEXXYLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

9.36%

-3.83%

Volatility (6M)

Calculated over the trailing 6-month period

17.02%

20.08%

-3.06%

Volatility (1Y)

Calculated over the trailing 1-year period

23.27%

26.28%

-3.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.06%

26.34%

-2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.20%

27.41%

-3.21%

Dividends

IEX vs. XYL - Dividend Comparison

IEX's dividend yield for the trailing twelve months is around 1.25%, less than XYL's 1.42% yield.


PositionTTM20252024202320222021202020192018201720162015
IEX
IDEX Corporation
1.25%1.58%1.29%1.16%1.02%0.90%1.00%1.12%1.31%1.10%1.49%1.62%
XYL
Xylem Inc.
1.42%1.17%1.24%1.15%1.09%0.93%1.02%1.22%1.26%1.06%1.25%1.54%

Financials

IEX vs. XYL - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

Frequently Asked Questions


IEX and XYL have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XYL has higher volatility (9.36%) compared to IEX (5.53%). In terms of maximum drawdown, IEX dropped -81.60% vs XYL's -46.69%.

IEX currently has the higher Sharpe Ratio (1.86 vs -0.76), 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 IEX 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.

Open Portfolio Optimizer