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 4.23%/yr vs 11.03%/yr for XYL. Their 0.28 correlation means their historical movements had little consistent relationship.
Performance
WTRG vs. XYL - Performance Comparison
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Returns By Period
In the year-to-date period, WTRG achieves a 5.81% return, which is significantly higher than XYL's -13.48% return. Over the past 10 years, WTRG has underperformed XYL with an annualized return of 4.23%, while XYL has yielded a comparatively higher 11.03% annualized return.
WTRG
- 1D
- -1.24%
- 1M
- 1.19%
- 6M
- 4.64%
- YTD
- 5.81%
- 1Y
- 8.19%
- 3Y*
- 1.93%
- 5Y*
- -1.15%
- 10Y*
- 4.23%
- ALL TIME*
- 11.87%
XYL
- 1D
- 0.13%
- 1M
- -0.97%
- 6M
- -14.54%
- YTD
- -13.48%
- 1Y
- -16.66%
- 3Y*
- 2.73%
- 5Y*
- -0.26%
- 10Y*
- 11.03%
- ALL TIME*
- 12.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $80.25M | $77.00M | $74.72M | |
XYL Xylem Inc. | $278.33M | $249.35M | $230.13M |
WTRG vs. XYL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTRG Essential Utilities, Inc. | 5.81% | 9.40% | 0.52% | -19.40% | -8.94% | 16.05% | 2.92% | 40.43% | -10.66% | 33.77% |
XYL Xylem Inc. | -13.48% | 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 0.10, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.33 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.29 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2011 | 0.28 |
The correlation between WTRG and XYL shifts across timeframes, from 0.10 (1 year) to 0.33 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
WTRG:
$11.30B
XYL:
$27.31B
WTRG:
$1.97
XYL:
$4.17
WTRG:
20.26
XYL:
28.03
WTRG:
2.84
XYL:
1.77
WTRG:
4.42
XYL:
4.17
WTRG:
1.64
XYL:
2.66
WTRG:
$2.55B
XYL:
$6.79B
WTRG:
$862.18M
XYL:
$2.62B
WTRG:
$1.23B
XYL:
$1.35B
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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.
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.
| WTRG | XYL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.32 | ||
| Sortino ratioReturn per unit of downside risk | +1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 0.88 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | -0.60 | +1.61 |
| Martin ratioReturn relative to average drawdown | 1.99 | -1.15 | +3.13 |
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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 | -19.80% | -30.04% | +10.24% |
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 | -14.60% | -22.75% | +8.15% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -10.50% | -1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.18% | 15.78% | -9.60% |
Volatility
WTRG vs. XYL - Volatility Comparison
The current volatility for Essential Utilities, Inc. (WTRG) is 7.28%, while Xylem Inc. (XYL) has a volatility of 9.36%. 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 | 7.28% | 9.36% | -2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 15.97% | 20.08% | -4.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.89% | 26.28% | -4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.41% | 26.34% | -3.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.95% | 27.41% | -2.46% |
Dividends
WTRG vs. XYL - Dividend Comparison
WTRG's dividend yield for the trailing twelve months is around 3.44%, more than XYL's 1.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTRG Essential Utilities, Inc. | 3.44% | 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. | 1.42% | 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 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XYL has higher volatility (9.36%) compared to WTRG (7.28%). In terms of maximum drawdown, WTRG dropped -47.95% vs XYL's -46.69%.
WTRG currently has the higher Sharpe Ratio (0.56 vs -0.76), 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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