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

Correlation

The correlation between XYL and AWK is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

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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%NovemberDecember2025FebruaryMarchApril
10.28%
-15.25%
PPL
NEE

Key characteristics

Sharpe Ratio

XYL:

-0.50

AWK:

0.81

Sortino Ratio

XYL:

-0.54

AWK:

1.29

Omega Ratio

XYL:

0.93

AWK:

1.16

Calmar Ratio

XYL:

-0.44

AWK:

0.50

Martin Ratio

XYL:

-1.08

AWK:

2.19

Ulcer Index

XYL:

11.59%

AWK:

8.46%

Daily Std Dev

XYL:

25.02%

AWK:

22.78%

Max Drawdown

XYL:

-46.69%

AWK:

-37.10%

Current Drawdown

XYL:

-23.44%

AWK:

-21.41%

Fundamentals

Market Cap

XYL:

$26.89B

AWK:

$27.11B

EPS

XYL:

$3.65

AWK:

$5.40

PE Ratio

XYL:

30.27

AWK:

25.74

PEG Ratio

XYL:

2.10

AWK:

3.66

Total Revenue (TTM)

XYL:

$6.53B

AWK:

$3.67B

Gross Profit (TTM)

XYL:

$2.46B

AWK:

$2.03B

EBITDA (TTM)

XYL:

$1.28B

AWK:

$2.08B

Returns By Period

In the year-to-date period, XYL achieves a -4.46% return, which is significantly lower than AWK's 12.35% return. Over the past 10 years, XYL has outperformed AWK with an annualized return of 13.57%, while AWK has yielded a comparatively lower 12.05% annualized return.


XYL

YTD

-4.46%

1M

-13.84%

6M

-18.44%

1Y

-13.33%

5Y*

11.12%

10Y*

13.57%

AWK

YTD

12.35%

1M

-6.91%

6M

3.29%

1Y

16.71%

5Y*

2.96%

10Y*

12.05%

*Annualized

Compare stocks, funds, or ETFs

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Xylem Inc.

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 3232
Overall Rank
The Sharpe Ratio Rank of XYL is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of XYL is 3131
Sortino Ratio Rank
The Omega Ratio Rank of XYL is 3131
Omega Ratio Rank
The Calmar Ratio Rank of XYL is 3232
Calmar Ratio Rank
The Martin Ratio Rank of XYL is 3636
Martin Ratio Rank

AWK
The Risk-Adjusted Performance Rank of AWK is 8181
Overall Rank
The Sharpe Ratio Rank of AWK is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of AWK is 8080
Sortino Ratio Rank
The Omega Ratio Rank of AWK is 7878
Omega Ratio Rank
The Calmar Ratio Rank of AWK is 8181
Calmar Ratio Rank
The Martin Ratio Rank of AWK is 8181
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 chart of Sharpe ratio for PPL, currently valued at 1.65, compared to the broader market-2.00-1.000.001.002.00
PPL: 1.65
NEE: 0.25
The chart of Sortino ratio for PPL, currently valued at 2.19, compared to the broader market-6.00-4.00-2.000.002.004.00
PPL: 2.19
NEE: 0.52
The chart of Omega ratio for PPL, currently valued at 1.29, compared to the broader market0.501.001.502.00
PPL: 1.29
NEE: 1.07
The chart of Calmar ratio for PPL, currently valued at 2.03, compared to the broader market0.001.002.003.004.00
PPL: 2.03
NEE: 0.24
The chart of Martin ratio for PPL, currently valued at 7.97, compared to the broader market-10.000.0010.0020.00
PPL: 7.97
NEE: 0.67

The current XYL Sharpe Ratio is -0.50, which is lower than the AWK Sharpe Ratio of 0.81. 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.65
0.25
PPL
NEE

Dividends

XYL vs. AWK - Dividend Comparison

XYL's dividend yield for the trailing twelve months is around 1.34%, less than AWK's 2.20% yield.


TTM20242023202220212020201920182017201620152014

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.71%
-21.13%
PPL
NEE

Volatility

XYL vs. AWK - Volatility Comparison

The current volatility for Xylem Inc. (XYL) is NaN%, while American Water Works Company, Inc. (AWK) has a volatility of NaN%. 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%12.00%NovemberDecember2025FebruaryMarchApril
7.75%
11.15%
PPL
NEE

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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