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

Correlation

The correlation between IEX 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

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.

-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-0.74%
-3.26%
IEX
XYL

Key characteristics

Sharpe Ratio

IEX:

-0.51

XYL:

0.29

Sortino Ratio

IEX:

-0.56

XYL:

0.52

Omega Ratio

IEX:

0.93

XYL:

1.07

Calmar Ratio

IEX:

-0.53

XYL:

0.29

Martin Ratio

IEX:

-0.88

XYL:

0.63

Ulcer Index

IEX:

13.15%

XYL:

9.87%

Daily Std Dev

IEX:

22.97%

XYL:

21.28%

Max Drawdown

IEX:

-58.67%

XYL:

-46.69%

Current Drawdown

IEX:

-18.15%

XYL:

-9.75%

Fundamentals

Market Cap

IEX:

$15.04B

XYL:

$31.65B

EPS

IEX:

$6.63

XYL:

$3.65

PE Ratio

IEX:

29.96

XYL:

35.69

PEG Ratio

IEX:

1.86

XYL:

2.48

Total Revenue (TTM)

IEX:

$3.27B

XYL:

$6.31B

Gross Profit (TTM)

IEX:

$1.45B

XYL:

$2.36B

EBITDA (TTM)

IEX:

$806.10M

XYL:

$1.20B

Returns By Period

In the year-to-date period, IEX achieves a -4.78% return, which is significantly lower than XYL's 12.62% return. Over the past 10 years, IEX has underperformed XYL with an annualized return of 11.19%, while XYL has yielded a comparatively higher 15.19% annualized return.


IEX

YTD

-4.78%

1M

-7.90%

6M

-0.74%

1Y

-12.64%

5Y*

3.99%

10Y*

11.19%

XYL

YTD

12.62%

1M

9.20%

6M

-3.26%

1Y

6.14%

5Y*

9.43%

10Y*

15.19%

*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

IEX vs. XYL — Risk-Adjusted Performance Rank

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

IEX
The Risk-Adjusted Performance Rank of IEX is 2020
Overall Rank
The Sharpe Ratio Rank of IEX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of IEX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of IEX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of IEX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of IEX is 2626
Martin Ratio Rank

XYL
The Risk-Adjusted Performance Rank of XYL is 5353
Overall Rank
The Sharpe Ratio Rank of XYL is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of XYL is 4646
Sortino Ratio Rank
The Omega Ratio Rank of XYL is 4747
Omega Ratio Rank
The Calmar Ratio Rank of XYL is 5959
Calmar Ratio Rank
The Martin Ratio Rank of XYL is 5454
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.

IEX vs. XYL - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for IEX, currently valued at -0.51, compared to the broader market-2.000.002.00-0.510.29
The chart of Sortino ratio for IEX, currently valued at -0.56, compared to the broader market-4.00-2.000.002.004.006.00-0.560.52
The chart of Omega ratio for IEX, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.07
The chart of Calmar ratio for IEX, currently valued at -0.53, compared to the broader market0.002.004.006.00-0.530.29
The chart of Martin ratio for IEX, currently valued at -0.88, compared to the broader market0.0010.0020.0030.00-0.880.63
IEX
XYL

The current IEX Sharpe Ratio is -0.51, which is lower than the XYL Sharpe Ratio of 0.29. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.51
0.29
IEX
XYL

Dividends

IEX vs. XYL - Dividend Comparison

IEX's dividend yield for the trailing twelve months is around 1.39%, more than XYL's 1.14% yield.


TTM20242023202220212020201920182017201620152014
IEX
IDEX Corporation
1.39%1.29%1.16%1.02%0.90%1.00%1.12%1.31%1.10%1.49%1.62%1.37%
XYL
Xylem Inc.
1.14%1.24%1.15%1.09%0.93%1.02%1.22%1.26%1.06%1.25%1.55%1.34%

Drawdowns

IEX vs. XYL - Drawdown Comparison

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.


-20.00%-15.00%-10.00%-5.00%SeptemberOctoberNovemberDecember2025February
-18.15%
-9.75%
IEX
XYL

Volatility

IEX vs. XYL - Volatility Comparison

IDEX Corporation (IEX) has a higher volatility of 11.48% compared to Xylem Inc. (XYL) at 6.48%. 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.


4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
11.48%
6.48%
IEX
XYL

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
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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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