XYL vs. AWK

Last updated Aug 1, 2026

XYL (Xylem Inc.) and AWK (American Water Works Company, Inc.) are both stocks. XYL operates in Specialty Industrial Machinery (Industrials), while AWK operates in Utilities - Regulated Water (Utilities). Over the past 10 years, XYL returned 11.03%/yr vs 7.12%/yr for AWK. Their 0.25 correlation means their historical movements had little consistent relationship.

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.

Returns By Period

In the year-to-date period, XYL achieves a -13.48% return, which is significantly lower than AWK's 4.25% return. Over the past 10 years, XYL has outperformed AWK with an annualized return of 11.03%, while AWK has yielded a comparatively lower 7.12% annualized return.

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%

AWK

• 1D: -1.93%
• 1M: -1.97%
• 6M: 5.36%
• YTD: 4.25%
• 1Y: -5.50%
• 3Y*: -0.08%
• 5Y*: -2.62%
• 10Y*: 7.12%
• ALL TIME*: 13.51%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AWK American Water Works Company, Inc.	$350.60M	$305.70M	$284.77M
XYL Xylem Inc.	$278.33M	$249.35M	$230.13M

XYL vs. AWK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XYL Xylem Inc.	-13.48%	18.78%	2.57%	4.77%	-6.60%	18.94%	30.90%	19.59%	-1.01%	39.50%
AWK American Water Works Company, Inc.	4.25%	7.40%	-3.53%	-11.68%	-17.89%	24.83%	26.88%	37.79%	1.32%	29.01%

Correlation

The correlation between XYL and AWK is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.08
Correlation (3Y) Balances recent behavior with more history.	0.19
Correlation (5Y) Shows whether the relationship held over a longer period.	0.33
Correlation (10Y) Provides a long-term view across more market conditions.	0.26
Correlation (All Time) Calculated using the full available price history since Oct 13, 2011	0.25

The correlation between XYL and AWK shifts across timeframes, from 0.08 (1 year) to 0.33 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap XYL : $27.31B AWK : $26.66B
EPS XYL : $4.17 AWK : $5.78
PE Ratio XYL : 28.03 AWK : 23.22
PS Ratio XYL : 4.17 AWK : 4.96
PB Ratio XYL : 2.66 AWK : 2.25
Total Revenue (TTM) XYL : $6.79B AWK : $5.28B
Gross Profit (TTM) XYL : $2.62B AWK : $2.35B
EBITDA (TTM) XYL : $1.35B AWK : $2.53B

Return for Risk

XYL vs. AWK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XYL

XYL Risk / Return Rank: 15
XYL Sharpe Ratio Rank: 11
XYL Sortino Ratio Rank: 14
XYL Omega Ratio Rank: 14
XYL Calmar Ratio Rank: 22
XYL Martin Ratio Rank: 17

AWK

AWK Risk / Return Rank: 38
AWK Sharpe Ratio Rank: 41
AWK Sortino Ratio Rank: 34
AWK Omega Ratio Rank: 34
AWK Calmar Ratio Rank: 41
AWK Martin Ratio Rank: 40

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XYL vs. AWK - Risk-Adjusted Trends 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.

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	AWK	Difference
Sharpe ratio: Return per unit of total volatility	-0.76	-0.08	-0.68
Sortino ratio: Return per unit of downside risk	-0.92	0.05	-0.97
Omega ratio: Gain probability vs. loss probability	0.88	1.01	-0.12
Calmar ratio: Return relative to maximum drawdown	-0.60	-0.12	-0.49
Martin ratio: Return relative to average drawdown	-1.15	-0.20	-0.94

XYL vs. AWK - Sharpe Ratio Comparison

The current XYL Sharpe Ratio is -0.76, which is lower than the AWK Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of XYL and AWK, 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. 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.

Drawdown Indicators

	XYL	AWK	Difference
Max Drawdown Largest peak-to-trough decline	-46.69%	-37.10%	-9.59%
Max Drawdown (1Y) Largest decline over 1 year	-30.04%	-15.45%	-14.59%
Max Drawdown (3Y) Largest decline over 3 years	-30.04%	-18.99%	-11.05%
Max Drawdown (5Y) Largest decline over 5 years	-46.69%	-37.10%	-9.59%
Max Drawdown (10Y) Largest decline over 10 years	-46.69%	-37.10%	-9.59%
Current Drawdown Current decline from peak	-22.75%	-21.67%	-1.08%
Average Drawdown Average peak-to-trough decline	-10.50%	-9.61%	-0.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.78%	8.86%	+6.92%

Volatility

XYL vs. AWK - Volatility Comparison

Xylem Inc. (XYL) has a higher volatility of 9.36% compared to American Water Works Company, Inc. (AWK) at 8.37%. 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.

Volatility by Period

	XYL	AWK	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.36%	8.37%	+0.99%
Volatility (6M) Calculated over the trailing 6-month period	20.08%	16.93%	+3.15%
Volatility (1Y) Calculated over the trailing 1-year period	26.28%	22.74%	+3.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.34%	23.04%	+3.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.41%	23.83%	+3.58%

Dividends

XYL vs. AWK - Dividend Comparison

XYL's dividend yield for the trailing twelve months is around 1.42%, less than AWK's 2.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AWK American Water Works Company, Inc.	2.52%	2.49%	2.41%	2.10%	1.68%	1.25%	1.40%	1.59%	1.96%	1.77%	2.02%	2.23%
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

Frequently Asked Questions

Can I hold both XYL and AWK in my portfolio?

XYL and AWK have a correlation of 0.08, 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 AWK?

XYL has higher volatility (9.36%) compared to AWK (8.37%). In terms of maximum drawdown, XYL dropped -46.69% vs AWK's -37.10%.

Which has better risk-adjusted returns?

AWK currently has the higher Sharpe Ratio (-0.08 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.