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

Performance

XYL vs. HYFM - Performance Comparison

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

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Returns By Period

In the year-to-date period, XYL achieves a -18.57% return, which is significantly higher than HYFM's -38.90% 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%

HYFM

1D
-2.87%
1M
-7.74%
YTD
-38.90%
6M
-55.64%
1Y
-71.26%
3Y*
-54.04%
5Y*
-72.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XYL vs. HYFM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XYL
Xylem Inc.
-18.57%18.78%2.57%4.77%-6.60%18.94%3.31%
HYFM
Hydrofarm Holdings Group, Inc.
-38.90%-73.97%-36.78%-40.81%-94.52%-46.20%14.30%

Correlation

The correlation between XYL and HYFM is 0.07, 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

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2020

0.24

The correlation between XYL and HYFM shifts across timeframes, from 0.07 (1 year) to 0.25 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

XYL:

$26.79B

HYFM:

$4.40M

EPS

XYL:

$4.02

HYFM:

-$61.90

PS Ratio

XYL:

3.85

HYFM:

0.04

Total Revenue (TTM)

XYL:

$6.97B

HYFM:

$122.24M

Gross Profit (TTM)

XYL:

$2.71B

HYFM:

$10.17M

EBITDA (TTM)

XYL:

$1.41B

HYFM:

-$21.47M

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Return for Risk

XYL vs. HYFM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XYL
XYL Risk / Return Rank: 2323
Overall Rank
XYL Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XYL Sortino Ratio Rank: 1919
Sortino Ratio Rank
XYL Omega Ratio Rank: 1919
Omega Ratio Rank
XYL Calmar Ratio Rank: 2929
Calmar Ratio Rank
XYL Martin Ratio Rank: 2525
Martin Ratio Rank

HYFM
HYFM Risk / Return Rank: 1010
Overall Rank
HYFM Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
HYFM Sortino Ratio Rank: 99
Sortino Ratio Rank
HYFM Omega Ratio Rank: 1010
Omega Ratio Rank
HYFM Calmar Ratio Rank: 88
Calmar Ratio Rank
HYFM Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XYL vs. HYFM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xylem Inc. (XYL) and Hydrofarm Holdings Group, Inc. (HYFM). 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.


XYLHYFMDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

0.93

0.85

+0.07

Calmar ratioReturn relative to maximum drawdown

-0.41

-0.88

+0.47

Martin ratioReturn relative to average drawdown

-0.92

-1.29

+0.37

XYL vs. HYFM - Sharpe Ratio Comparison

The current XYL Sharpe Ratio is -0.51, which is higher than the HYFM Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of XYL and HYFM, 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. HYFM - Drawdown Comparison

The maximum XYL drawdown since its inception was -46.69%, smaller than the maximum HYFM drawdown of -99.92%. Use the drawdown chart below to compare losses from any high point for XYL and HYFM.


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Drawdown Indicators


XYLHYFMDifference

Max Drawdown

Largest peak-to-trough decline

-46.69%

-99.92%

+53.23%

Max Drawdown (1Y)

Largest decline over 1 year

-30.04%

-83.04%

+53.00%

Max Drawdown (3Y)

Largest decline over 3 years

-30.04%

-95.07%

+65.03%

Max Drawdown (5Y)

Largest decline over 5 years

-46.69%

-99.87%

+53.18%

Max Drawdown (10Y)

Largest decline over 10 years

-46.69%

Current Drawdown

Current decline from peak

-27.30%

-99.90%

+72.60%

Average Drawdown

Average peak-to-trough decline

-10.40%

-86.28%

+75.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.54%

56.84%

-43.30%

Volatility

XYL vs. HYFM - Volatility Comparison

The current volatility for Xylem Inc. (XYL) is 6.01%, while Hydrofarm Holdings Group, Inc. (HYFM) has a volatility of 13.24%. This indicates that XYL experiences smaller price fluctuations and is considered to be less risky than HYFM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XYLHYFMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

13.24%

-7.23%

Volatility (6M)

Calculated over the trailing 6-month period

19.34%

75.85%

-56.51%

Volatility (1Y)

Calculated over the trailing 1-year period

24.52%

100.30%

-75.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.08%

94.62%

-68.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.30%

94.52%

-67.22%

Dividends

XYL vs. HYFM - Dividend Comparison

XYL's dividend yield for the trailing twelve months is around 1.51%, while HYFM has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HYFM
Hydrofarm Holdings Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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. HYFM - Financials Comparison

This section allows you to compare key financial metrics between Xylem Inc. and Hydrofarm Holdings Group, 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


0.00500.00M1.00B1.50B2.00B202220232024202520260
28.52M
(XYL) Total Revenue
(HYFM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


XYL and HYFM have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYFM has higher volatility (13.24%) compared to XYL (6.01%). In terms of maximum drawdown, XYL dropped -46.69% vs HYFM's -99.92%.

XYL currently has the higher Sharpe Ratio (-0.51 vs -0.73), 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 HYFM

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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