KTWIY vs. XYL

Last updated Jul 11, 2026

KTWIY (Kurita Water Industries Ltd) and XYL (Xylem Inc.) are both stocks. Both are in the Industrials sector — KTWIY in Pollution & Treatment Controls, XYL in Specialty Industrial Machinery. Over the past 10 years, KTWIY returned 5.57%/yr vs 11.26%/yr for XYL. At a 0.06 correlation, their price movements are largely independent.

Performance

KTWIY vs. XYL - Performance Comparison

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

Returns By Period

In the year-to-date period, KTWIY achieves a 33.07% return, which is significantly higher than XYL's -10.33% return. Over the past 10 years, KTWIY has underperformed XYL with an annualized return of 5.57%, while XYL has yielded a comparatively higher 11.26% annualized return.

KTWIY

• 1D: 0.00%
• 1M: 10.11%
• 6M: 22.33%
• YTD: 33.07%
• 1Y: 42.83%
• 3Y*: 12.36%
• 5Y*: 2.35%
• 10Y*: 5.57%

XYL

• 1D: 1.96%
• 1M: 10.12%
• 6M: -12.59%
• YTD: -10.33%
• 1Y: -6.23%
• 3Y*: 3.73%
• 5Y*: 1.24%
• 10Y*: 11.26%

*Multi-year figures are annualized to reflect compound growth (CAGR)

KTWIY vs. XYL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KTWIY Kurita Water Industries Ltd	33.07%	18.82%	-11.74%	-3.23%	-12.65%	19.37%	22.14%	0.00%	0.00%	0.00%
XYL Xylem Inc.	-10.33%	18.78%	2.57%	4.77%	-6.60%	18.94%	30.90%	19.59%	-1.01%	39.50%

Correlation

The correlation between KTWIY and XYL is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.00
Correlation (3Y) Calculated over the trailing 3-year period	0.08
Correlation (5Y) Calculated over the trailing 5-year period	0.12
Correlation (10Y) Calculated over the trailing 10-year period	0.08
Correlation (All Time) Calculated using the full available price history since Oct 13, 2011	0.06

The correlation between KTWIY and XYL shifts across timeframes, from -0.00 (1 year) to 0.12 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap KTWIY : $6.40B XYL : $28.81B
EPS KTWIY : ¥293.92 XYL : $4.02
PE Ratio KTWIY : 60.02 XYL : 30.13
PEG Ratio KTWIY : 27.09 XYL : 1.90
PS Ratio KTWIY : 2.37 XYL : 4.24
PB Ratio KTWIY : 2.83 XYL : 2.69
Total Revenue (TTM) KTWIY : ¥408.47B XYL : $6.97B
Gross Profit (TTM) KTWIY : ¥155.32B XYL : $2.71B
EBITDA (TTM) KTWIY : ¥95.90B XYL : $1.41B

Return for Risk

KTWIY vs. XYL — Risk / Return Rank

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

KTWIY

KTWIY Risk / Return Rank: 76
KTWIY Sharpe Ratio Rank: 72
KTWIY Sortino Ratio Rank: 70
KTWIY Omega Ratio Rank: 78
KTWIY Calmar Ratio Rank: 81
KTWIY Martin Ratio Rank: 78

XYL

XYL Risk / Return Rank: 33
XYL Sharpe Ratio Rank: 33
XYL Sortino Ratio Rank: 29
XYL Omega Ratio Rank: 29
XYL Calmar Ratio Rank: 37
XYL Martin Ratio Rank: 37

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KTWIY vs. XYL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurita Water Industries Ltd (KTWIY) 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.

	KTWIY	XYL	Difference
Sharpe ratio: Return per unit of total volatility	0.83	-0.27	+1.10
Sortino ratio: Return per unit of downside risk	1.46	-0.22	+1.68
Omega ratio: Gain probability vs. loss probability	1.24	0.97	+0.27
Calmar ratio: Return relative to maximum drawdown	2.17	-0.22	+2.39
Martin ratio: Return relative to average drawdown	4.53	-0.45	+4.98

KTWIY vs. XYL - Sharpe Ratio Comparison

The current KTWIY Sharpe Ratio is 0.83, which is higher than the XYL Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of KTWIY 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.

Drawdowns

KTWIY vs. XYL - Drawdown Comparison

The maximum KTWIY drawdown since its inception was -95.16%, which is greater than XYL's maximum drawdown of -46.69%. Use the drawdown chart below to compare losses from any high point for KTWIY and XYL.

Drawdown Indicators

	KTWIY	XYL	Difference
Max Drawdown Largest peak-to-trough decline	-95.16%	-46.69%	-48.47%
Max Drawdown (1Y) Largest decline over 1 year	-19.85%	-30.04%	+10.19%
Max Drawdown (3Y) Largest decline over 3 years	-41.09%	-30.04%	-11.05%
Max Drawdown (5Y) Largest decline over 5 years	-50.02%	-46.69%	-3.33%
Max Drawdown (10Y) Largest decline over 10 years	-50.02%	-46.69%	-3.33%
Current Drawdown Current decline from peak	-10.85%	-19.94%	+9.09%
Average Drawdown Average peak-to-trough decline	-9.50%	-10.46%	+0.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.47%	14.95%	-5.48%

Volatility

KTWIY vs. XYL - Volatility Comparison

Kurita Water Industries Ltd (KTWIY) has a higher volatility of 21.48% compared to Xylem Inc. (XYL) at 7.36%. This indicates that KTWIY'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.

Volatility by Period

	KTWIY	XYL	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.48%	7.36%	+14.12%
Volatility (6M) Calculated over the trailing 6-month period	37.35%	19.98%	+17.37%
Volatility (1Y) Calculated over the trailing 1-year period	51.95%	24.98%	+26.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.87%	26.16%	+17.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.12%	27.28%	+7.84%

Dividends

KTWIY vs. XYL - Dividend Comparison

KTWIY has not paid dividends to shareholders, while XYL's dividend yield for the trailing twelve months is around 1.37%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KTWIY Kurita Water Industries Ltd	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XYL Xylem Inc.	1.37%	1.17%	1.24%	1.15%	1.09%	0.93%	1.02%	1.22%	1.26%	1.06%	1.25%	1.54%

Financials

Frequently Asked Questions

Can I hold both KTWIY and XYL in my portfolio?

KTWIY and XYL have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KTWIY or XYL?

KTWIY has higher volatility (21.48%) compared to XYL (7.36%). In terms of maximum drawdown, KTWIY dropped -95.16% vs XYL's -46.69%.

Which has better risk-adjusted returns?

KTWIY currently has the higher Sharpe Ratio (0.83 vs -0.27), 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.