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

Performance

XYL vs. ECL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xylem Inc. (XYL) and Ecolab Inc. (ECL). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-12.31%
4.90%
XYL
ECL

Returns By Period

In the year-to-date period, XYL achieves a 10.52% return, which is significantly lower than ECL's 23.60% return. Over the past 10 years, XYL has outperformed ECL with an annualized return of 13.99%, while ECL has yielded a comparatively lower 9.09% annualized return.


XYL

YTD

10.52%

1M

-4.57%

6M

-12.31%

1Y

23.64%

5Y (annualized)

11.56%

10Y (annualized)

13.99%

ECL

YTD

23.60%

1M

-5.74%

6M

4.90%

1Y

31.73%

5Y (annualized)

7.09%

10Y (annualized)

9.09%

Fundamentals


XYLECL
Market Cap$29.84B$68.46B
EPS$3.48$7.13
PE Ratio35.2933.91
PEG Ratio2.312.43
Total Revenue (TTM)$8.42B$15.67B
Gross Profit (TTM)$3.11B$6.77B
EBITDA (TTM)$1.64B$3.89B

Key characteristics


XYLECL
Sharpe Ratio1.221.70
Sortino Ratio1.662.45
Omega Ratio1.241.36
Calmar Ratio1.051.68
Martin Ratio3.8912.57
Ulcer Index6.46%2.53%
Daily Std Dev20.64%18.68%
Max Drawdown-46.69%-47.18%
Current Drawdown-13.65%-6.90%

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Correlation

-0.50.00.51.00.5

The correlation between XYL and ECL is 0.54, 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.

Risk-Adjusted Performance

XYL vs. ECL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xylem Inc. (XYL) and Ecolab Inc. (ECL). 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.


Sharpe ratio
The chart of Sharpe ratio for XYL, currently valued at 1.22, compared to the broader market-4.00-2.000.002.004.001.221.70
The chart of Sortino ratio for XYL, currently valued at 1.66, compared to the broader market-4.00-2.000.002.004.001.662.45
The chart of Omega ratio for XYL, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.36
The chart of Calmar ratio for XYL, currently valued at 1.05, compared to the broader market0.002.004.006.001.051.68
The chart of Martin ratio for XYL, currently valued at 3.89, compared to the broader market0.0010.0020.0030.003.8912.57
XYL
ECL

The current XYL Sharpe Ratio is 1.22, which is comparable to the ECL Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of XYL and ECL, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.22
1.70
XYL
ECL

Dividends

XYL vs. ECL - Dividend Comparison

XYL's dividend yield for the trailing twelve months is around 0.86%, less than ECL's 0.94% yield.


TTM20232022202120202019201820172016201520142013
XYL
Xylem Inc.
0.86%1.15%1.09%0.93%1.02%1.22%1.26%1.06%1.25%1.55%1.34%1.34%
ECL
Ecolab Inc.
0.94%1.09%1.42%0.83%0.87%0.96%1.15%1.13%1.51%1.17%1.11%0.93%

Drawdowns

XYL vs. ECL - Drawdown Comparison

The maximum XYL drawdown since its inception was -46.69%, roughly equal to the maximum ECL drawdown of -47.18%. Use the drawdown chart below to compare losses from any high point for XYL and ECL. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-13.65%
-6.90%
XYL
ECL

Volatility

XYL vs. ECL - Volatility Comparison

Xylem Inc. (XYL) has a higher volatility of 8.05% compared to Ecolab Inc. (ECL) at 4.62%. This indicates that XYL's price experiences larger fluctuations and is considered to be riskier than ECL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.05%
4.62%
XYL
ECL

Financials

XYL vs. ECL - Financials Comparison

This section allows you to compare key financial metrics between Xylem Inc. and Ecolab 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