MSFT vs. XYL
MSFT (Microsoft Corporation) and XYL (Xylem Inc.) are both stocks. MSFT operates in Software - Infrastructure (Technology), while XYL operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, MSFT returned 24.39%/yr vs 10.54%/yr for XYL. At a 0.39 correlation, their price movements are largely independent.
Performance
MSFT vs. XYL - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with MSFT having a -18.85% return and XYL slightly higher at -18.57%. Over the past 10 years, MSFT has outperformed XYL with an annualized return of 24.39%, while XYL has yielded a comparatively lower 10.54% annualized return.
MSFT
- 1D
- 0.10%
- 1M
- -3.36%
- YTD
- -18.85%
- 6M
- -17.98%
- 1Y
- -17.75%
- 3Y*
- 6.16%
- 5Y*
- 9.56%
- 10Y*
- 24.39%
XYL
- 1D
- 0.94%
- 1M
- 1.38%
- YTD
- -18.57%
- 6M
- -19.12%
- 1Y
- -12.41%
- 3Y*
- 1.00%
- 5Y*
- -0.21%
- 10Y*
- 10.54%
MSFT vs. XYL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -18.85% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
XYL Xylem Inc. | -18.57% | 18.78% | 2.57% | 4.77% | -6.60% | 18.94% | 30.90% | 19.59% | -1.01% | 39.50% |
Correlation
The correlation between MSFT and XYL is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2011 | 0.39 |
Over the past year, the correlation between MSFT and XYL has dropped to 0.14 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
Fundamentals
MSFT:
$2.91T
XYL:
$26.79B
MSFT:
$16.79
XYL:
$4.02
MSFT:
23.27
XYL:
27.36
MSFT:
1.63
XYL:
1.72
MSFT:
9.16
XYL:
3.85
MSFT:
7.02
XYL:
2.44
MSFT:
$318.27B
XYL:
$6.97B
MSFT:
$217.41B
XYL:
$2.71B
MSFT:
$200.96B
XYL:
$1.41B
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Return for Risk
MSFT vs. XYL — Risk / Return Rank
MSFT
XYL
MSFT vs. XYL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) 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.
| MSFT | XYL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.93 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | -0.41 | -0.11 |
| Martin ratioReturn relative to average drawdown | -1.08 | -0.92 | -0.16 |
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Drawdowns
MSFT vs. XYL - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, which is greater than XYL's maximum drawdown of -46.69%. Use the drawdown chart below to compare losses from any high point for MSFT and XYL.
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Drawdown Indicators
| MSFT | XYL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -46.69% | -22.69% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -30.04% | -3.87% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -30.04% | -3.87% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -46.69% | +9.54% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -46.69% | +9.54% |
Current DrawdownCurrent decline from peak | -27.46% | -27.30% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -10.40% | -11.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.48% | 13.54% | +2.94% |
Volatility
MSFT vs. XYL - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 10.52% compared to Xylem Inc. (XYL) at 6.01%. This indicates that MSFT'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.
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Volatility by Period
| MSFT | XYL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 6.01% | +4.51% |
Volatility (6M)Calculated over the trailing 6-month period | 22.31% | 19.34% | +2.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.42% | 24.52% | +0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.66% | 26.08% | +0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 27.30% | -0.24% |
Dividends
MSFT vs. XYL - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.91%, less than XYL's 1.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.91% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
XYL Xylem Inc. | 1.51% | 1.17% | 1.24% | 1.15% | 1.09% | 0.93% | 1.02% | 1.22% | 1.26% | 1.06% | 1.25% | 1.54% |
Financials
MSFT vs. XYL - Financials Comparison
This section allows you to compare key financial metrics between Microsoft 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MSFT and XYL have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (10.52%) compared to XYL (6.01%). In terms of maximum drawdown, MSFT dropped -69.38% vs XYL's -46.69%.
XYL currently has the higher Sharpe Ratio (-0.51 vs -0.70), 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.
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