XYL vs. MRK
XYL (Xylem Inc.) and MRK (Merck & Co., Inc.) are both stocks. XYL operates in Specialty Industrial Machinery (Industrials), while MRK operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, XYL returned 10.54%/yr vs 11.59%/yr for MRK. At a 0.27 correlation, their price movements are largely independent.
Performance
XYL vs. MRK - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XYL achieves a -18.57% return, which is significantly lower than MRK's 13.94% return. Over the past 10 years, XYL has underperformed MRK with an annualized return of 10.54%, while MRK has yielded a comparatively higher 11.59% annualized return.
XYL
- 1D
- 0.94%
- 1M
- 1.38%
- YTD
- -18.57%
- 6M
- -19.12%
- 1Y
- -12.41%
- 3Y*
- 1.00%
- 5Y*
- -0.21%
- 10Y*
- 10.54%
MRK
- 1D
- -1.42%
- 1M
- 4.94%
- YTD
- 13.94%
- 6M
- 20.60%
- 1Y
- 50.79%
- 3Y*
- 5.87%
- 5Y*
- 12.81%
- 10Y*
- 11.59%
XYL vs. MRK - 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% |
MRK Merck & Co., Inc. | 13.94% | 9.79% | -6.26% | 1.01% | 49.42% | 1.75% | -7.20% | 22.27% | 39.95% | -1.49% |
Correlation
The correlation between XYL and MRK is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
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 | 0.27 |
Fundamentals
XYL:
$26.79B
MRK:
$294.29B
XYL:
$4.02
MRK:
$3.58
XYL:
27.36
MRK:
33.21
XYL:
1.72
MRK:
0.03
XYL:
3.85
MRK:
4.52
XYL:
2.44
MRK:
6.41
XYL:
$6.97B
MRK:
$65.59B
XYL:
$2.71B
MRK:
$49.79B
XYL:
$1.41B
MRK:
$22.69B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XYL vs. MRK — Risk / Return Rank
XYL
MRK
XYL vs. MRK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xylem Inc. (XYL) and Merck & Co., Inc. (MRK). 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 | MRK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.39 | ||
| Sortino ratioReturn per unit of downside risk | -3.39 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.33 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.41 | 4.49 | -4.90 |
| Martin ratioReturn relative to average drawdown | -0.92 | 11.22 | -12.13 |
Loading charts...
Drawdowns
XYL vs. MRK - Drawdown Comparison
The maximum XYL drawdown since its inception was -46.69%, smaller than the maximum MRK drawdown of -68.61%. Use the drawdown chart below to compare losses from any high point for XYL and MRK.
Loading charts...
Drawdown Indicators
| XYL | MRK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.69% | -68.61% | +21.92% |
Max Drawdown (1Y)Largest decline over 1 year | -30.04% | -11.37% | -18.67% |
Max Drawdown (3Y)Largest decline over 3 years | -30.04% | -43.44% | +13.40% |
Max Drawdown (5Y)Largest decline over 5 years | -46.69% | -43.44% | -3.25% |
Max Drawdown (10Y)Largest decline over 10 years | -46.69% | -43.44% | -3.25% |
Current DrawdownCurrent decline from peak | -27.30% | -5.03% | -22.27% |
Average DrawdownAverage peak-to-trough decline | -10.40% | -18.83% | +8.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.54% | 4.54% | +9.00% |
Volatility
XYL vs. MRK - Volatility Comparison
The current volatility for Xylem Inc. (XYL) is 6.01%, while Merck & Co., Inc. (MRK) has a volatility of 9.57%. This indicates that XYL experiences smaller price fluctuations and is considered to be less risky than MRK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XYL | MRK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.01% | 9.57% | -3.56% |
Volatility (6M)Calculated over the trailing 6-month period | 19.34% | 18.04% | +1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.52% | 27.18% | -2.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.08% | 23.66% | +2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.30% | 22.96% | +4.34% |
Dividends
XYL vs. MRK - Dividend Comparison
XYL's dividend yield for the trailing twelve months is around 1.51%, less than MRK's 2.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 2.79% | 3.12% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% |
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. MRK - Financials Comparison
This section allows you to compare key financial metrics between Xylem Inc. and Merck & Co., 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
XYL and MRK have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRK has higher volatility (9.57%) compared to XYL (6.01%). In terms of maximum drawdown, XYL dropped -46.69% vs MRK's -68.61%.
MRK currently has the higher Sharpe Ratio (1.88 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.
Find the right allocation for XYL and MRK
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer