XYL vs. AMZN

Last updated Jun 13, 2026

XYL (Xylem Inc.) and AMZN (Amazon.com, Inc) are both stocks. XYL operates in Specialty Industrial Machinery (Industrials), while AMZN operates in Internet Retail (Consumer Cyclical). Over the past 10 years, XYL returned 10.54%/yr vs 20.83%/yr for AMZN. At a 0.35 correlation, their price movements are largely independent.

Performance

XYL vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xylem Inc. (XYL) and Amazon.com, Inc (AMZN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XYL achieves a -18.57% return, which is significantly lower than AMZN's 3.35% return. Over the past 10 years, XYL has underperformed AMZN with an annualized return of 10.54%, while AMZN has yielded a comparatively higher 20.83% 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%

AMZN

• 1D: -1.23%
• 1M: -11.69%
• YTD: 3.35%
• 6M: 5.46%
• 1Y: 11.87%
• 3Y*: 23.49%
• 5Y*: 7.35%
• 10Y*: 20.83%

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

XYL vs. AMZN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XYL Xylem Inc.	-18.57%	18.78%	2.57%	4.77%	-6.60%	18.94%	30.90%	19.59%	-1.01%	39.50%
AMZN Amazon.com, Inc	3.35%	5.21%	44.39%	80.88%	-49.62%	2.38%	76.26%	23.03%	28.43%	55.96%

Correlation

The correlation between XYL and AMZN is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (10Y) Calculated over the trailing 10-year period	0.33
Correlation (All Time) Calculated using the full available price history since Oct 13, 2011	0.35

The correlation between XYL and AMZN shifts across timeframes, from 0.28 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap XYL : $26.79B AMZN : $2.59T
EPS XYL : $4.02 AMZN : $8.37
PE Ratio XYL : 27.36 AMZN : 28.50
PEG Ratio XYL : 1.72 AMZN : 0.69
PS Ratio XYL : 3.85 AMZN : 3.48
PB Ratio XYL : 2.44 AMZN : 5.87
Total Revenue (TTM) XYL : $6.97B AMZN : $742.78B
Gross Profit (TTM) XYL : $2.71B AMZN : $348.59B
EBITDA (TTM) XYL : $1.41B AMZN : $152.71B

Return for Risk

XYL vs. AMZN — Risk / Return Rank

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

XYL

XYL Risk / Return Rank: 23
XYL Sharpe Ratio Rank: 20
XYL Sortino Ratio Rank: 19
XYL Omega Ratio Rank: 19
XYL Calmar Ratio Rank: 29
XYL Martin Ratio Rank: 25

AMZN

AMZN Risk / Return Rank: 54
AMZN Sharpe Ratio Rank: 57
AMZN Sortino Ratio Rank: 51
AMZN Omega Ratio Rank: 49
AMZN Calmar Ratio Rank: 55
AMZN Martin Ratio Rank: 57

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. AMZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xylem Inc. (XYL) and Amazon.com, Inc (AMZN). 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.

	XYL	AMZN	Difference
Sharpe ratio: Return per unit of total volatility	-0.51	0.40	-0.90
Sortino ratio: Return per unit of downside risk	-0.59	0.76	-1.35
Omega ratio: Gain probability vs. loss probability	0.93	1.09	-0.17
Calmar ratio: Return relative to maximum drawdown	-0.41	0.55	-0.96
Martin ratio: Return relative to average drawdown	-0.92	1.29	-2.21

XYL vs. AMZN - Sharpe Ratio Comparison

The current XYL Sharpe Ratio is -0.51, which is lower than the AMZN Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of XYL and AMZN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XYL vs. AMZN - Drawdown Comparison

The maximum XYL drawdown since its inception was -46.69%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for XYL and AMZN.

Drawdown Indicators

	XYL	AMZN	Difference
Max Drawdown Largest peak-to-trough decline	-46.69%	-94.40%	+47.71%
Max Drawdown (1Y) Largest decline over 1 year	-30.04%	-21.74%	-8.30%
Max Drawdown (3Y) Largest decline over 3 years	-30.04%	-30.88%	+0.84%
Max Drawdown (5Y) Largest decline over 5 years	-46.69%	-56.15%	+9.46%
Max Drawdown (10Y) Largest decline over 10 years	-46.69%	-56.15%	+9.46%
Current Drawdown Current decline from peak	-27.30%	-13.25%	-14.05%
Average Drawdown Average peak-to-trough decline	-10.40%	-28.19%	+17.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.54%	9.21%	+4.33%

Volatility

XYL vs. AMZN - Volatility Comparison

The current volatility for Xylem Inc. (XYL) is 6.01%, while Amazon.com, Inc (AMZN) has a volatility of 7.92%. This indicates that XYL experiences smaller price fluctuations and is considered to be less risky than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XYL	AMZN	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.01%	7.92%	-1.91%
Volatility (6M) Calculated over the trailing 6-month period	19.34%	20.73%	-1.39%
Volatility (1Y) Calculated over the trailing 1-year period	24.52%	30.13%	-5.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.08%	35.53%	-9.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.30%	32.48%	-5.18%

Dividends

XYL vs. AMZN - Dividend Comparison

XYL's dividend yield for the trailing twelve months is around 1.51%, while AMZN has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AMZN Amazon.com, Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	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

Frequently Asked Questions

Can I hold both XYL and AMZN in my portfolio?

XYL and AMZN have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XYL or AMZN?

AMZN has higher volatility (7.92%) compared to XYL (6.01%). In terms of maximum drawdown, XYL dropped -46.69% vs AMZN's -94.40%.

Which has better risk-adjusted returns?

AMZN currently has the higher Sharpe Ratio (0.40 vs -0.51), 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.