XYL vs. CL
XYL (Xylem Inc.) and CL (Colgate-Palmolive Company) are both stocks. XYL operates in Specialty Industrial Machinery (Industrials), while CL operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, XYL returned 10.54%/yr vs 4.62%/yr for CL. At a 0.28 correlation, their price movements are largely independent.
Performance
XYL vs. CL - Performance Comparison
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Returns By Period
In the year-to-date period, XYL achieves a -18.57% return, which is significantly lower than CL's 14.60% return. Over the past 10 years, XYL has outperformed CL with an annualized return of 10.54%, while CL has yielded a comparatively lower 4.62% annualized return.
XYL
- 1D
- 0.94%
- 1M
- 2.21%
- YTD
- -18.57%
- 6M
- -19.12%
- 1Y
- -11.15%
- 3Y*
- 1.00%
- 5Y*
- -0.21%
- 10Y*
- 10.54%
CL
- 1D
- 0.07%
- 1M
- 0.69%
- YTD
- 14.60%
- 6M
- 15.59%
- 1Y
- 1.61%
- 3Y*
- 8.47%
- 5Y*
- 3.79%
- 10Y*
- 4.62%
XYL vs. CL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XYL Xylem Inc. | -18.57% | 18.78% | 2.57% | 4.77% | -6.60% | 18.94% | 30.90% | 19.59% | -1.01% | 39.50% |
CL Colgate-Palmolive Company | 14.60% | -10.98% | 16.57% | 3.78% | -5.44% | 2.08% | 27.17% | 18.60% | -19.19% | 17.88% |
Correlation
The correlation between XYL and CL is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2011 | 0.28 |
Over the past year, the correlation between XYL and CL has dropped to 0.04 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.
Fundamentals
XYL:
$26.79B
CL:
$72.02B
XYL:
$4.02
CL:
$2.58
XYL:
27.36
CL:
34.68
XYL:
1.72
CL:
8.96
XYL:
3.85
CL:
3.48
XYL:
2.44
CL:
496.66
XYL:
$6.97B
CL:
$20.80B
XYL:
$2.71B
CL:
$12.49B
XYL:
$1.41B
CL:
$3.92B
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Return for Risk
XYL vs. CL — Risk / Return Rank
XYL
CL
XYL vs. CL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xylem Inc. (XYL) and Colgate-Palmolive Company (CL). 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 | CL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.01 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.41 | -0.08 | -0.33 |
| Martin ratioReturn relative to average drawdown | -0.92 | -0.14 | -0.78 |
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Drawdowns
XYL vs. CL - Drawdown Comparison
The maximum XYL drawdown since its inception was -46.69%, smaller than the maximum CL drawdown of -58.91%. Use the drawdown chart below to compare losses from any high point for XYL and CL.
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Drawdown Indicators
| XYL | CL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.69% | -58.91% | +12.22% |
Max Drawdown (1Y)Largest decline over 1 year | -30.04% | -18.64% | -11.40% |
Max Drawdown (3Y)Largest decline over 3 years | -30.04% | -29.05% | -0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -46.69% | -29.05% | -17.64% |
Max Drawdown (10Y)Largest decline over 10 years | -46.69% | -29.05% | -17.64% |
Current DrawdownCurrent decline from peak | -27.30% | -14.31% | -12.99% |
Average DrawdownAverage peak-to-trough decline | -10.40% | -11.24% | +0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.54% | 11.35% | +2.19% |
Volatility
XYL vs. CL - Volatility Comparison
The current volatility for Xylem Inc. (XYL) is 6.01%, while Colgate-Palmolive Company (CL) has a volatility of 8.32%. This indicates that XYL experiences smaller price fluctuations and is considered to be less risky than CL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XYL | CL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.01% | 8.32% | -2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 19.34% | 17.28% | +2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.52% | 21.83% | +2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.08% | 18.81% | +7.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.30% | 19.75% | +7.55% |
Dividends
XYL vs. CL - Dividend Comparison
XYL's dividend yield for the trailing twelve months is around 1.51%, less than CL's 2.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CL Colgate-Palmolive Company | 2.34% | 2.61% | 2.18% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% |
XYL Xylem Inc. | 1.51% | 1.17% | 1.24% | 1.15% | 1.09% | 0.93% | 1.02% | 1.22% | 1.26% | 1.06% | 1.25% | 1.54% |
Financials
XYL vs. CL - Financials Comparison
This section allows you to compare key financial metrics between Xylem Inc. and Colgate-Palmolive Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
XYL and CL have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CL has higher volatility (8.32%) compared to XYL (6.01%). In terms of maximum drawdown, XYL dropped -46.69% vs CL's -58.91%.
CL currently has the higher Sharpe Ratio (-0.07 vs -0.51), 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.
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