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XYL vs. 1211.HK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

XYL vs. 1211.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xylem Inc. (XYL) and BYD Co Ltd-H (1211.HK). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XYL is traded in USD, while 1211.HK is traded in HKD. To make them comparable, the 1211.HK values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XYL achieves a -18.57% return, which is significantly lower than 1211.HK's -9.41% return. Over the past 10 years, XYL has underperformed 1211.HK with an annualized return of 10.54%, while 1211.HK has yielded a comparatively higher 21.60% annualized return.


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%

1211.HK

1D
1.90%
1M
-11.45%
YTD
-9.41%
6M
-12.28%
1Y
-35.18%
3Y*
3.07%
5Y*
5.80%
10Y*
21.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XYL vs. 1211.HK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XYL
Xylem Inc.
-18.57%18.78%2.57%4.77%-6.60%18.94%30.90%19.59%-1.01%39.50%
1211.HK
BYD Co Ltd-H
-9.41%10.74%30.84%13.01%-27.81%30.77%427.28%-20.65%-26.03%67.62%

Correlation

The correlation between XYL and 1211.HK 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

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2011

0.09

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Return for Risk

XYL vs. 1211.HK — Risk / Return Rank

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

XYL
XYL Risk / Return Rank: 2323
Overall Rank
XYL Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XYL Sortino Ratio Rank: 1919
Sortino Ratio Rank
XYL Omega Ratio Rank: 1919
Omega Ratio Rank
XYL Calmar Ratio Rank: 2929
Calmar Ratio Rank
XYL Martin Ratio Rank: 2525
Martin Ratio Rank

1211.HK
1211.HK Risk / Return Rank: 66
Overall Rank
1211.HK Sharpe Ratio Rank: 55
Sharpe Ratio Rank
1211.HK Sortino Ratio Rank: 66
Sortino Ratio Rank
1211.HK Omega Ratio Rank: 99
Omega Ratio Rank
1211.HK Calmar Ratio Rank: 22
Calmar Ratio Rank
1211.HK Martin Ratio Rank: 55
Martin Ratio Rank
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.

XYL vs. 1211.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xylem Inc. (XYL) and BYD Co Ltd-H (1211.HK). 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.


XYL1211.HKDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

0.93

0.84

+0.08

Calmar ratioReturn relative to maximum drawdown

-0.41

-0.99

+0.57

Martin ratioReturn relative to average drawdown

-0.92

-1.57

+0.65

XYL vs. 1211.HK - Sharpe Ratio Comparison

The current XYL Sharpe Ratio is -0.51, which is higher than the 1211.HK Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of XYL and 1211.HK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XYL vs. 1211.HK - Drawdown Comparison

The maximum XYL drawdown since its inception was -46.69%, smaller than the maximum 1211.HK drawdown of -86.98%. Use the drawdown chart below to compare losses from any high point for XYL and 1211.HK.


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Drawdown Indicators


XYL1211.HKDifference

Max Drawdown

Largest peak-to-trough decline

-46.69%

-86.98%

+40.29%

Max Drawdown (1Y)

Largest decline over 1 year

-30.04%

-36.29%

+6.25%

Max Drawdown (3Y)

Largest decline over 3 years

-30.04%

-43.12%

+13.08%

Max Drawdown (5Y)

Largest decline over 5 years

-46.69%

-50.01%

+3.32%

Max Drawdown (10Y)

Largest decline over 10 years

-46.69%

-56.95%

+10.26%

Current Drawdown

Current decline from peak

-27.30%

-42.04%

+14.74%

Average Drawdown

Average peak-to-trough decline

-10.40%

-37.54%

+27.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.54%

26.03%

-12.49%

Volatility

XYL vs. 1211.HK - Volatility Comparison

The current volatility for Xylem Inc. (XYL) is 6.01%, while BYD Co Ltd-H (1211.HK) has a volatility of 10.94%. This indicates that XYL experiences smaller price fluctuations and is considered to be less risky than 1211.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XYL1211.HKDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

10.94%

-4.93%

Volatility (6M)

Calculated over the trailing 6-month period

19.34%

28.10%

-8.76%

Volatility (1Y)

Calculated over the trailing 1-year period

24.52%

36.26%

-11.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.08%

45.22%

-19.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.30%

47.17%

-19.87%

Dividends

XYL vs. 1211.HK - Dividend Comparison

XYL's dividend yield for the trailing twelve months is around 1.51%, more than 1211.HK's 0.48% yield.


PositionTTM20252024202320222021202020192018201720162015
1211.HK
BYD Co Ltd-H
0.48%4.55%3.83%1.76%0.16%0.17%0.10%1.79%1.04%0.89%3.09%0.00%
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

XYL vs. 1211.HK - Financials Comparison

This section allows you to compare key financial metrics between Xylem Inc. and BYD Co Ltd-H. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. XYL values in USD, 1211.HK values in HKD

Frequently Asked Questions


XYL and 1211.HK 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.

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