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

Correlation

The correlation between XYL and AWK is 0.35, 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.


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.

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Key characteristics

Sharpe Ratio

XYL:

-0.36

AWK:

0.36

Sortino Ratio

XYL:

-0.31

AWK:

0.74

Omega Ratio

XYL:

0.96

AWK:

1.09

Calmar Ratio

XYL:

-0.31

AWK:

0.30

Martin Ratio

XYL:

-0.68

AWK:

1.12

Ulcer Index

XYL:

13.08%

AWK:

8.57%

Daily Std Dev

XYL:

25.76%

AWK:

24.13%

Max Drawdown

XYL:

-46.69%

AWK:

-37.10%

Current Drawdown

XYL:

-11.29%

AWK:

-18.92%

Fundamentals

Market Cap

XYL:

$30.81B

AWK:

$27.37B

EPS

XYL:

$3.71

AWK:

$5.49

PE Ratio

XYL:

34.13

AWK:

25.57

PEG Ratio

XYL:

2.43

AWK:

3.64

PS Ratio

XYL:

3.58

AWK:

5.69

PB Ratio

XYL:

2.82

AWK:

2.60

Total Revenue (TTM)

XYL:

$8.60B

AWK:

$4.82B

Gross Profit (TTM)

XYL:

$3.23B

AWK:

$2.71B

EBITDA (TTM)

XYL:

$1.75B

AWK:

$2.71B

Returns By Period

In the year-to-date period, XYL achieves a 10.69% return, which is significantly lower than AWK's 15.92% return. Over the past 10 years, XYL has outperformed AWK with an annualized return of 14.76%, while AWK has yielded a comparatively lower 12.45% annualized return.


XYL

YTD

10.69%

1M

17.25%

6M

5.75%

1Y

-9.26%

5Y*

18.53%

10Y*

14.76%

AWK

YTD

15.92%

1M

-2.04%

6M

7.51%

1Y

8.67%

5Y*

5.86%

10Y*

12.45%

*Annualized

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Risk-Adjusted Performance

XYL vs. AWK — Risk-Adjusted Performance Rank

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

XYL
The Risk-Adjusted Performance Rank of XYL is 3030
Overall Rank
The Sharpe Ratio Rank of XYL is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of XYL is 2626
Sortino Ratio Rank
The Omega Ratio Rank of XYL is 2626
Omega Ratio Rank
The Calmar Ratio Rank of XYL is 3030
Calmar Ratio Rank
The Martin Ratio Rank of XYL is 3636
Martin Ratio Rank

AWK
The Risk-Adjusted Performance Rank of AWK is 6262
Overall Rank
The Sharpe Ratio Rank of AWK is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of AWK is 5858
Sortino Ratio Rank
The Omega Ratio Rank of AWK is 5656
Omega Ratio Rank
The Calmar Ratio Rank of AWK is 6565
Calmar Ratio Rank
The Martin Ratio Rank of AWK is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current XYL Sharpe Ratio is -0.36, which is lower than the AWK Sharpe Ratio of 0.36. 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.


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Dividends

XYL vs. AWK - Dividend Comparison

XYL's dividend yield for the trailing twelve months is around 1.16%, less than AWK's 2.19% yield.


TTM20242023202220212020201920182017201620152014
XYL
Xylem Inc.
1.16%1.24%1.15%1.09%0.93%1.02%1.22%1.26%1.06%1.25%1.55%1.34%
AWK
American Water Works Company, Inc.
2.19%2.41%2.11%1.68%1.25%1.40%1.59%1.96%1.77%2.02%2.23%2.27%

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.


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Volatility

XYL vs. AWK - Volatility Comparison

The current volatility for Xylem Inc. (XYL) is 7.05%, while American Water Works Company, Inc. (AWK) has a volatility of 9.44%. This indicates that XYL experiences smaller price fluctuations and is considered to be less risky than AWK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


1.00B1.50B2.00B20212022202320242025
2.07B
1.14B
(XYL) Total Revenue
(AWK) Total Revenue
Values in USD except per share items

XYL vs. AWK - Profitability Comparison

The chart below illustrates the profitability comparison between Xylem Inc. and American Water Works Company, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

35.0%40.0%45.0%50.0%55.0%60.0%20212022202320242025
37.1%
59.0%
(XYL) Gross Margin
(AWK) Gross Margin
XYL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Xylem Inc. reported a gross profit of 768.00M and revenue of 2.07B. Therefore, the gross margin over that period was 37.1%.

AWK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, American Water Works Company, Inc. reported a gross profit of 674.00M and revenue of 1.14B. Therefore, the gross margin over that period was 59.0%.

XYL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Xylem Inc. reported an operating income of 231.00M and revenue of 2.07B, resulting in an operating margin of 11.2%.

AWK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, American Water Works Company, Inc. reported an operating income of 371.00M and revenue of 1.14B, resulting in an operating margin of 32.5%.

XYL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Xylem Inc. reported a net income of 169.00M and revenue of 2.07B, resulting in a net margin of 8.2%.

AWK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, American Water Works Company, Inc. reported a net income of 205.00M and revenue of 1.14B, resulting in a net margin of 18.0%.