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

Correlation

The correlation between XYL and IEX is 0.67, 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.


-0.50.00.51.00.7

Performance

XYL vs. IEX - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-13.71%
6.86%
XYL
IEX

Key characteristics

Sharpe Ratio

XYL:

0.30

IEX:

0.01

Sortino Ratio

XYL:

0.53

IEX:

0.17

Omega Ratio

XYL:

1.07

IEX:

1.02

Calmar Ratio

XYL:

0.33

IEX:

0.01

Martin Ratio

XYL:

0.82

IEX:

0.03

Ulcer Index

XYL:

7.74%

IEX:

12.03%

Daily Std Dev

XYL:

21.52%

IEX:

20.75%

Max Drawdown

XYL:

-46.69%

IEX:

-58.67%

Current Drawdown

XYL:

-18.83%

IEX:

-12.81%

Fundamentals

Market Cap

XYL:

$29.34B

IEX:

$16.82B

EPS

XYL:

$3.48

IEX:

$6.44

PE Ratio

XYL:

34.70

IEX:

34.50

PEG Ratio

XYL:

2.27

IEX:

2.32

Total Revenue (TTM)

XYL:

$8.42B

IEX:

$3.19B

Gross Profit (TTM)

XYL:

$3.11B

IEX:

$1.41B

EBITDA (TTM)

XYL:

$1.64B

IEX:

$832.20M

Returns By Period

In the year-to-date period, XYL achieves a 3.89% return, which is significantly higher than IEX's -0.96% return. Over the past 10 years, XYL has outperformed IEX with an annualized return of 13.13%, while IEX has yielded a comparatively lower 11.93% annualized return.


XYL

YTD

3.89%

1M

-7.12%

6M

-14.59%

1Y

5.47%

5Y*

9.68%

10Y*

13.13%

IEX

YTD

-0.96%

1M

-8.70%

6M

6.86%

1Y

0.30%

5Y*

5.45%

10Y*

11.93%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

XYL vs. IEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xylem Inc. (XYL) and IDEX Corporation (IEX). 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 0.26, compared to the broader market-4.00-2.000.002.000.260.01
The chart of Sortino ratio for XYL, currently valued at 0.48, compared to the broader market-4.00-2.000.002.004.000.480.17
The chart of Omega ratio for XYL, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.02
The chart of Calmar ratio for XYL, currently valued at 0.28, compared to the broader market0.002.004.006.000.280.01
The chart of Martin ratio for XYL, currently valued at 0.70, compared to the broader market0.0010.0020.000.700.03
XYL
IEX

The current XYL Sharpe Ratio is 0.30, which is higher than the IEX Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of XYL and IEX, 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.26
0.01
XYL
IEX

Dividends

XYL vs. IEX - Dividend Comparison

XYL's dividend yield for the trailing twelve months is around 1.23%, less than IEX's 1.28% yield.


TTM20232022202120202019201820172016201520142013
XYL
Xylem Inc.
1.23%1.15%1.09%0.93%1.02%1.22%1.26%1.06%1.25%1.55%1.34%1.34%
IEX
IDEX Corporation
1.28%1.16%1.02%0.90%1.00%1.12%1.31%1.10%1.49%1.62%1.37%1.21%

Drawdowns

XYL vs. IEX - Drawdown Comparison

The maximum XYL drawdown since its inception was -46.69%, smaller than the maximum IEX drawdown of -58.67%. Use the drawdown chart below to compare losses from any high point for XYL and IEX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-18.83%
-12.81%
XYL
IEX

Volatility

XYL vs. IEX - Volatility Comparison

Xylem Inc. (XYL) has a higher volatility of 7.31% compared to IDEX Corporation (IEX) at 6.00%. This indicates that XYL's price experiences larger fluctuations and is considered to be riskier than IEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.31%
6.00%
XYL
IEX

Financials

XYL vs. IEX - Financials Comparison

This section allows you to compare key financial metrics between Xylem Inc. and IDEX Corporation. 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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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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