SIEMENS.NS vs. XYL

Last updated Jun 9, 2026

SIEMENS.NS (Siemens Limited) and XYL (Xylem Inc.) are both stocks. Both operate in the Specialty Industrial Machinery industry within the Industrials sector. Over the past 10 years, SIEMENS.NS returned 20.17%/yr vs 14.40%/yr for XYL. At a 0.04 correlation, their price movements are largely independent.

Performance

SIEMENS.NS vs. XYL - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in Siemens Limited (SIEMENS.NS) and Xylem Inc. (XYL). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

SIEMENS.NS is traded in INR, while XYL is traded in USD. To make them comparable, the XYL values have been converted to INR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SIEMENS.NS achieves a 18.17% return, which is significantly higher than XYL's -13.70% return. Over the past 10 years, SIEMENS.NS has outperformed XYL with an annualized return of 20.17%, while XYL has yielded a comparatively lower 14.40% annualized return.

SIEMENS.NS

• 1D: -0.12%
• 1M: -5.31%
• YTD: 18.17%
• 6M: 12.97%
• 1Y: 9.77%
• 3Y*: 24.32%
• 5Y*: 27.76%
• 10Y*: 20.17%

XYL

• 1D: 0.42%
• 1M: -2.07%
• YTD: -13.70%
• 6M: -15.28%
• 1Y: -2.25%
• 3Y*: 6.35%
• 5Y*: 5.14%
• 10Y*: 14.40%

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

SIEMENS.NS vs. XYL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SIEMENS.NS Siemens Limited	18.17%	-9.39%	63.13%	43.33%	20.47%	51.09%	6.28%	44.86%	-14.56%	12.39%
XYL Xylem Inc.	-13.70%	24.46%	5.68%	5.50%	3.44%	21.30%	34.19%	22.62%	7.95%	30.84%

Correlation

The correlation between SIEMENS.NS and XYL is 0.03, 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	0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (5Y) Calculated over the trailing 5-year period	0.05
Correlation (10Y) Calculated over the trailing 10-year period	0.05
Correlation (All Time) Calculated using the full available price history since Oct 13, 2011	0.04

Return for Risk

SIEMENS.NS vs. XYL — Risk / Return Rank

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

SIEMENS.NS

SIEMENS.NS Risk / Return Rank: 49
SIEMENS.NS Sharpe Ratio Rank: 51
SIEMENS.NS Sortino Ratio Rank: 44
SIEMENS.NS Omega Ratio Rank: 44
SIEMENS.NS Calmar Ratio Rank: 54
SIEMENS.NS Martin Ratio Rank: 54

XYL

XYL Risk / Return Rank: 22
XYL Sharpe Ratio Rank: 19
XYL Sortino Ratio Rank: 18
XYL Omega Ratio Rank: 18
XYL Calmar Ratio Rank: 28
XYL Martin Ratio Rank: 23

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.

SIEMENS.NS vs. XYL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Siemens Limited (SIEMENS.NS) 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.

	SIEMENS.NS	XYL	Difference
Sharpe ratio: Return per unit of total volatility	0.23	-0.09	+0.33
Sortino ratio: Return per unit of downside risk	0.55	0.04	+0.52
Omega ratio: Gain probability vs. loss probability	1.07	1.00	+0.06
Calmar ratio: Return relative to maximum drawdown	0.46	-0.10	+0.56
Martin ratio: Return relative to average drawdown	1.03	-0.22	+1.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SIEMENS.NS vs. XYL - Sharpe Ratio Comparison

The current SIEMENS.NS Sharpe Ratio is 0.23, which is higher than the XYL Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of SIEMENS.NS 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.

Sharpe Ratios by Period

	SIEMENS.NS	XYL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.23	-0.09	+0.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.94	0.20	+0.74
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	0.55	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.70	-0.21

Drawdowns

SIEMENS.NS vs. XYL - Drawdown Comparison

The maximum SIEMENS.NS drawdown since its inception was -76.36%, which is greater than XYL's maximum drawdown of -43.08%. Use the drawdown chart below to compare losses from any high point for SIEMENS.NS and XYL.

Drawdown Indicators

	SIEMENS.NS	XYL	Difference
Max Drawdown Largest peak-to-trough decline	-76.36%	-43.08%	-33.28%
Max Drawdown (1Y) Largest decline over 1 year	-15.80%	-23.58%	+7.78%
Max Drawdown (3Y) Largest decline over 3 years	-41.88%	-25.91%	-15.97%
Max Drawdown (5Y) Largest decline over 5 years	-41.88%	-43.08%	+1.20%
Max Drawdown (10Y) Largest decline over 10 years	-41.88%	-43.08%	+1.20%
Current Drawdown Current decline from peak	-12.38%	-21.66%	+9.28%
Average Drawdown Average peak-to-trough decline	-18.16%	-8.34%	-9.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.08%	10.33%	-3.25%

Volatility

SIEMENS.NS vs. XYL - Volatility Comparison

Siemens Limited (SIEMENS.NS) has a higher volatility of 12.56% compared to Xylem Inc. (XYL) at 5.08%. This indicates that SIEMENS.NS'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

	SIEMENS.NS	XYL	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.56%	5.08%	+7.48%
Volatility (6M) Calculated over the trailing 6-month period	25.74%	18.75%	+6.99%
Volatility (1Y) Calculated over the trailing 1-year period	30.81%	24.08%	+6.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.15%	25.26%	+4.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.86%	26.39%	+3.47%

Dividends

SIEMENS.NS vs. XYL - Dividend Comparison

SIEMENS.NS has not paid dividends to shareholders, while XYL's dividend yield for the trailing twelve months is around 1.52%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SIEMENS.NS Siemens Limited	0.00%	0.39%	0.29%	0.48%	0.55%	0.57%	0.86%	0.90%	1.29%	0.93%	5.45%	0.96%
XYL Xylem Inc.	1.52%	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 SIEMENS.NS and XYL in my portfolio?

SIEMENS.NS and XYL have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.