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XYL vs. AWK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between XYL and AWK is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

XYL vs. AWK - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-13.71%
-1.74%
XYL
AWK

Key characteristics

Sharpe Ratio

XYL:

0.30

AWK:

-0.11

Sortino Ratio

XYL:

0.53

AWK:

-0.02

Omega Ratio

XYL:

1.07

AWK:

1.00

Calmar Ratio

XYL:

0.33

AWK:

-0.06

Martin Ratio

XYL:

0.82

AWK:

-0.31

Ulcer Index

XYL:

7.74%

AWK:

7.31%

Daily Std Dev

XYL:

21.52%

AWK:

19.91%

Max Drawdown

XYL:

-46.69%

AWK:

-37.10%

Current Drawdown

XYL:

-18.83%

AWK:

-29.35%

Fundamentals

Market Cap

XYL:

$29.34B

AWK:

$25.18B

EPS

XYL:

$3.48

AWK:

$5.04

PE Ratio

XYL:

34.70

AWK:

25.63

PEG Ratio

XYL:

2.27

AWK:

2.89

Total Revenue (TTM)

XYL:

$8.42B

AWK:

$4.52B

Gross Profit (TTM)

XYL:

$3.11B

AWK:

$2.32B

EBITDA (TTM)

XYL:

$1.64B

AWK:

$2.47B

Returns By Period

In the year-to-date period, XYL achieves a 3.89% return, which is significantly higher than AWK's -2.58% return. Over the past 10 years, XYL has outperformed AWK with an annualized return of 13.13%, while AWK has yielded a comparatively lower 10.96% annualized return.


XYL

YTD

3.89%

1M

-7.12%

6M

-14.59%

1Y

5.47%

5Y*

9.68%

10Y*

13.13%

AWK

YTD

-2.58%

1M

-8.43%

6M

-1.74%

1Y

-2.26%

5Y*

2.44%

10Y*

10.96%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

XYL vs. AWK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xylem Inc. (XYL) and American Water Works Company, Inc. (AWK). 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.


Sharpe ratio
The chart of Sharpe ratio for XYL, currently valued at 0.26, compared to the broader market-4.00-2.000.002.000.26-0.11
The chart of Sortino ratio for XYL, currently valued at 0.48, compared to the broader market-4.00-2.000.002.004.000.48-0.02
The chart of Omega ratio for XYL, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.00
The chart of Calmar ratio for XYL, currently valued at 0.28, compared to the broader market0.002.004.006.000.28-0.06
The chart of Martin ratio for XYL, currently valued at 0.70, compared to the broader market0.0010.0020.000.70-0.31
XYL
AWK

The current XYL Sharpe Ratio is 0.30, which is higher than the AWK Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of XYL and AWK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.26
-0.11
XYL
AWK

Dividends

XYL vs. AWK - Dividend Comparison

XYL's dividend yield for the trailing twelve months is around 1.23%, less than AWK's 2.39% yield.


TTM20232022202120202019201820172016201520142013
XYL
Xylem Inc.
1.23%1.15%1.09%0.93%1.02%1.22%1.26%1.06%1.25%1.55%1.34%1.34%
AWK
American Water Works Company, Inc.
2.39%2.11%1.68%1.25%1.40%1.59%1.96%1.77%2.02%2.23%2.27%1.99%

Drawdowns

XYL vs. AWK - Drawdown Comparison

The maximum XYL drawdown since its inception was -46.69%, which is greater than AWK's maximum drawdown of -37.10%. Use the drawdown chart below to compare losses from any high point for XYL and AWK. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-18.83%
-29.35%
XYL
AWK

Volatility

XYL vs. AWK - Volatility Comparison

Xylem Inc. (XYL) has a higher volatility of 7.31% compared to American Water Works Company, Inc. (AWK) at 5.26%. This indicates that XYL's price experiences larger fluctuations and is considered to be riskier than AWK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.31%
5.26%
XYL
AWK

Financials

XYL vs. AWK - Financials Comparison

This section allows you to compare key financial metrics between Xylem Inc. and American Water Works Company, 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.


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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