WTRG vs. XYL
WTRG (Essential Utilities, Inc.) and XYL (Xylem Inc.) are both stocks. WTRG operates in Utilities - Regulated Water (Utilities), while XYL operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, WTRG returned 3.78%/yr vs 10.55%/yr for XYL. At a 0.28 correlation, their price movements are largely independent.
Performance
WTRG vs. XYL - Performance Comparison
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Returns By Period
In the year-to-date period, WTRG achieves a -1.76% return, which is significantly higher than XYL's -18.86% return. Over the past 10 years, WTRG has underperformed XYL with an annualized return of 3.78%, while XYL has yielded a comparatively higher 10.55% annualized return.
WTRG
- 1D
- -0.11%
- 1M
- -1.61%
- YTD
- -1.76%
- 6M
- -3.02%
- 1Y
- -0.25%
- 3Y*
- 0.07%
- 5Y*
- -1.89%
- 10Y*
- 3.78%
XYL
- 1D
- -0.54%
- 1M
- -4.11%
- YTD
- -18.86%
- 6M
- -21.57%
- 1Y
- -12.61%
- 3Y*
- 2.69%
- 5Y*
- -0.46%
- 10Y*
- 10.55%
WTRG vs. XYL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTRG Essential Utilities, Inc. | -1.76% | 9.40% | 0.52% | -19.40% | -8.94% | 16.05% | 2.92% | 40.43% | -10.66% | 33.77% |
XYL Xylem Inc. | -18.86% | 18.78% | 2.57% | 4.77% | -6.60% | 18.94% | 30.90% | 19.59% | -1.01% | 39.50% |
Correlation
The correlation between WTRG and XYL is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2011 | 0.28 |
Over the past year, the correlation between WTRG and XYL has dropped to 0.07 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.
Fundamentals
WTRG:
$10.49B
XYL:
$26.69B
WTRG:
$1.97
XYL:
$4.02
WTRG:
18.77
XYL:
27.26
WTRG:
2.64
XYL:
1.72
WTRG:
4.10
XYL:
3.84
WTRG:
1.52
XYL:
2.43
WTRG:
$2.55B
XYL:
$6.97B
WTRG:
$862.18M
XYL:
$2.71B
WTRG:
$1.23B
XYL:
$1.41B
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Return for Risk
WTRG vs. XYL — Risk / Return Rank
WTRG
XYL
WTRG vs. XYL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Essential Utilities, Inc. (WTRG) 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.
| WTRG | XYL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.92 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | -0.42 | +0.40 |
| Martin ratioReturn relative to average drawdown | -0.05 | -0.99 | +0.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WTRG | XYL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.01 | -0.52 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | -0.02 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.39 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.47 | -0.01 |
Drawdowns
WTRG vs. XYL - Drawdown Comparison
The maximum WTRG drawdown since its inception was -47.95%, roughly equal to the maximum XYL drawdown of -46.69%. Use the drawdown chart below to compare losses from any high point for WTRG and XYL.
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Drawdown Indicators
| WTRG | XYL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.95% | -46.69% | -1.26% |
Max Drawdown (1Y)Largest decline over 1 year | -12.16% | -30.04% | +17.88% |
Max Drawdown (3Y)Largest decline over 3 years | -23.80% | -30.04% | +6.24% |
Max Drawdown (5Y)Largest decline over 5 years | -36.53% | -46.69% | +10.16% |
Max Drawdown (10Y)Largest decline over 10 years | -39.62% | -46.69% | +7.07% |
Current DrawdownCurrent decline from peak | -20.71% | -27.55% | +6.84% |
Average DrawdownAverage peak-to-trough decline | -12.14% | -10.37% | -1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.57% | 12.74% | -7.17% |
Volatility
WTRG vs. XYL - Volatility Comparison
The current volatility for Essential Utilities, Inc. (WTRG) is 5.08%, while Xylem Inc. (XYL) has a volatility of 6.33%. This indicates that WTRG 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.
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Volatility by Period
| WTRG | XYL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 6.33% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 15.26% | 19.01% | -3.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.94% | 24.24% | -3.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.38% | 26.04% | -3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.85% | 27.28% | -2.43% |
Dividends
WTRG vs. XYL - Dividend Comparison
WTRG's dividend yield for the trailing twelve months is around 3.70%, more than XYL's 1.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTRG Essential Utilities, Inc. | 3.70% | 3.48% | 3.48% | 3.18% | 2.33% | 1.93% | 2.05% | 1.93% | 2.48% | 2.02% | 2.46% | 2.30% |
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
WTRG vs. XYL - Financials Comparison
This section allows you to compare key financial metrics between Essential Utilities, Inc. 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
WTRG and XYL have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XYL has higher volatility (6.33%) compared to WTRG (5.08%). In terms of maximum drawdown, WTRG dropped -47.95% vs XYL's -46.69%.
WTRG currently has the higher Sharpe Ratio (-0.01 vs -0.52), 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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