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

Key characteristics


XYLAWK
YTD Return22.08%-0.75%
1Y Return29.38%-10.36%
3Y Return (Ann)6.54%-3.48%
5Y Return (Ann)13.36%6.05%
10Y Return (Ann)15.63%13.05%
Sharpe Ratio1.65-0.47
Daily Std Dev19.61%21.47%
Max Drawdown-46.69%-37.10%
Current Drawdown0.00%-28.03%

Fundamentals


XYLAWK
Market Cap$33.27B$25.08B
EPS$2.79$4.94
PE Ratio49.1826.06
PEG Ratio2.282.92
Revenue (TTM)$7.36B$4.31B
Gross Profit (TTM)$2.09B$2.20B
EBITDA (TTM)$1.29B$2.29B

Correlation

-0.50.00.51.00.3

The correlation between XYL and AWK is 0.28, 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

In the year-to-date period, XYL achieves a 22.08% return, which is significantly higher than AWK's -0.75% return. Over the past 10 years, XYL has outperformed AWK with an annualized return of 15.63%, while AWK has yielded a comparatively lower 13.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%450.00%500.00%550.00%600.00%December2024FebruaryMarchAprilMay
580.34%
467.16%
XYL
AWK

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Xylem Inc.

American Water Works Company, Inc.

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.


XYL
Sharpe ratio
The chart of Sharpe ratio for XYL, currently valued at 1.65, compared to the broader market-2.00-1.000.001.002.003.004.001.65
Sortino ratio
The chart of Sortino ratio for XYL, currently valued at 2.36, compared to the broader market-4.00-2.000.002.004.006.002.36
Omega ratio
The chart of Omega ratio for XYL, currently valued at 1.30, compared to the broader market0.501.001.501.30
Calmar ratio
The chart of Calmar ratio for XYL, currently valued at 0.94, compared to the broader market0.002.004.006.000.94
Martin ratio
The chart of Martin ratio for XYL, currently valued at 3.47, compared to the broader market-10.000.0010.0020.0030.003.47
AWK
Sharpe ratio
The chart of Sharpe ratio for AWK, currently valued at -0.47, compared to the broader market-2.00-1.000.001.002.003.004.00-0.47
Sortino ratio
The chart of Sortino ratio for AWK, currently valued at -0.56, compared to the broader market-4.00-2.000.002.004.006.00-0.56
Omega ratio
The chart of Omega ratio for AWK, currently valued at 0.94, compared to the broader market0.501.001.500.94
Calmar ratio
The chart of Calmar ratio for AWK, currently valued at -0.27, compared to the broader market0.002.004.006.00-0.27
Martin ratio
The chart of Martin ratio for AWK, currently valued at -0.74, compared to the broader market-10.000.0010.0020.0030.00-0.74

XYL vs. AWK - Sharpe Ratio Comparison

The current XYL Sharpe Ratio is 1.65, which is higher than the AWK Sharpe Ratio of -0.47. The chart below compares the 12-month rolling Sharpe Ratio of XYL and AWK.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00December2024FebruaryMarchAprilMay
1.65
-0.47
XYL
AWK

Dividends

XYL vs. AWK - Dividend Comparison

XYL's dividend yield for the trailing twelve months is around 0.97%, less than AWK's 2.17% yield.


TTM20232022202120202019201820172016201520142013
XYL
Xylem Inc.
0.97%1.15%1.09%0.93%1.02%1.22%1.26%1.06%1.25%1.54%1.34%1.35%
AWK
American Water Works Company, Inc.
2.17%2.10%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.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay0
-28.03%
XYL
AWK

Volatility

XYL vs. AWK - Volatility Comparison

The current volatility for Xylem Inc. (XYL) is 5.21%, while American Water Works Company, Inc. (AWK) has a volatility of 6.06%. 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.


4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
5.21%
6.06%
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