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XYL vs. GWRS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

XYL vs. GWRS - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with XYL having a -13.48% return and GWRS slightly higher at -13.30%. Over the past 10 years, XYL has outperformed GWRS with an annualized return of 11.03%, while GWRS has yielded a comparatively lower 1.11% annualized return.


XYL

1D
0.13%
1M
-0.97%
6M
-14.54%
YTD
-13.48%
1Y
-16.66%
3Y*
2.73%
5Y*
-0.26%
10Y*
11.03%
ALL TIME*
12.95%

GWRS

1D
-1.24%
1M
-0.21%
6M
-15.74%
YTD
-13.30%
1Y
-22.85%
3Y*
-14.57%
5Y*
-14.31%
10Y*
1.11%
ALL TIME*
1.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$592.02K$608.89K$849.14K
$278.33M$249.35M$230.13M

XYL vs. GWRS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XYL
Xylem Inc.
-13.48%18.78%2.57%4.77%-6.60%18.94%30.90%19.59%-1.01%39.50%
GWRS
Global Water Resources, Inc.
-13.30%-24.33%-9.94%0.95%-20.68%20.65%12.34%33.21%11.84%5.74%

Correlation

The correlation between XYL and GWRS is 0.25, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.25

Correlation (3Y)
Balances recent behavior with more history.

0.28

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.30

Correlation (10Y)
Provides a long-term view across more market conditions.

0.28

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2016

0.28

Fundamentals

Market Cap

XYL:

$27.31B

GWRS:

$205.95M

EPS

XYL:

$4.17

GWRS:

$0.07

PE Ratio

XYL:

28.03

GWRS:

99.46

PEG Ratio

XYL:

1.77

GWRS:

65.64

PS Ratio

XYL:

4.17

GWRS:

3.52

PB Ratio

XYL:

2.66

GWRS:

2.44

Total Revenue (TTM)

XYL:

$6.79B

GWRS:

$56.59M

Gross Profit (TTM)

XYL:

$2.62B

GWRS:

$16.24M

EBITDA (TTM)

XYL:

$1.35B

GWRS:

$19.29M

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Return for Risk

XYL vs. GWRS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XYL
XYL Risk / Return Rank: 1515
Overall Rank
XYL Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
XYL Sortino Ratio Rank: 1414
Sortino Ratio Rank
XYL Omega Ratio Rank: 1414
Omega Ratio Rank
XYL Calmar Ratio Rank: 2222
Calmar Ratio Rank
XYL Martin Ratio Rank: 1717
Martin Ratio Rank

GWRS
GWRS Risk / Return Rank: 1919
Overall Rank
GWRS Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
GWRS Sortino Ratio Rank: 1717
Sortino Ratio Rank
GWRS Omega Ratio Rank: 1616
Omega Ratio Rank
GWRS Calmar Ratio Rank: 2323
Calmar Ratio Rank
GWRS Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XYL vs. GWRS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xylem Inc. (XYL) and Global Water Resources, Inc. (GWRS). 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.


XYLGWRSDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

0.88

0.90

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.60

-0.59

-0.02

Martin ratioReturn relative to average drawdown

-1.15

-0.94

-0.20

XYL vs. GWRS - Sharpe Ratio Comparison

The current XYL Sharpe Ratio is -0.76, which is comparable to the GWRS Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of XYL and GWRS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XYL vs. GWRS - Drawdown Comparison

The maximum XYL drawdown since its inception was -46.69%, smaller than the maximum GWRS drawdown of -63.38%. Use the drawdown chart below to compare losses from any high point for XYL and GWRS.


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Drawdown Indicators


XYLGWRSDifference

Max Drawdown

Largest peak-to-trough decline

-46.69%

-63.38%

+16.69%

Max Drawdown (1Y)

Largest decline over 1 year

-30.04%

-38.17%

+8.13%

Max Drawdown (3Y)

Largest decline over 3 years

-30.04%

-48.36%

+18.32%

Max Drawdown (5Y)

Largest decline over 5 years

-46.69%

-63.38%

+16.69%

Max Drawdown (10Y)

Largest decline over 10 years

-46.69%

-63.38%

+16.69%

Current Drawdown

Current decline from peak

-22.75%

-60.21%

+37.46%

Average Drawdown

Average peak-to-trough decline

-10.50%

-22.51%

+12.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.78%

23.62%

-7.84%

Volatility

XYL vs. GWRS - Volatility Comparison

Xylem Inc. (XYL) has a higher volatility of 9.36% compared to Global Water Resources, Inc. (GWRS) at 8.17%. This indicates that XYL's price experiences larger fluctuations and is considered to be riskier than GWRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XYLGWRSDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.36%

8.17%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

20.08%

26.81%

-6.73%

Volatility (1Y)

Calculated over the trailing 1-year period

26.28%

33.79%

-7.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.34%

32.25%

-5.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.41%

33.61%

-6.20%

Dividends

XYL vs. GWRS - Dividend Comparison

XYL's dividend yield for the trailing twelve months is around 1.42%, less than GWRS's 4.24% yield.


PositionTTM20252024202320222021202020192018201720162015
GWRS
Global Water Resources, Inc.
4.24%3.60%2.62%2.28%2.22%1.71%2.01%2.18%2.81%2.94%1.90%0.00%
XYL
Xylem Inc.
1.42%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. GWRS - Financials Comparison

This section allows you to compare key financial metrics between Xylem Inc. and Global Water Resources, 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

Frequently Asked Questions


XYL and GWRS have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XYL has higher volatility (9.36%) compared to GWRS (8.17%). In terms of maximum drawdown, XYL dropped -46.69% vs GWRS's -63.38%.

GWRS currently has the higher Sharpe Ratio (-0.66 vs -0.76), 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.

Portfolio Optimizer

Find the right allocation for XYL and GWRS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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