XYL vs. MSFT
XYL (Xylem Inc.) and MSFT (Microsoft Corporation) are both stocks. XYL operates in Specialty Industrial Machinery (Industrials), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, XYL returned 10.42%/yr vs 24.64%/yr for MSFT. At a 0.39 correlation, their price movements are largely independent.
Performance
XYL vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, XYL achieves a -18.99% return, which is significantly lower than MSFT's -14.48% return. Over the past 10 years, XYL has underperformed MSFT with an annualized return of 10.42%, while MSFT has yielded a comparatively higher 24.64% annualized return.
XYL
- 1D
- -0.38%
- 1M
- -3.32%
- YTD
- -18.99%
- 6M
- -20.24%
- 1Y
- -12.42%
- 3Y*
- 1.17%
- 5Y*
- -0.36%
- 10Y*
- 10.42%
MSFT
- 1D
- -1.18%
- 1M
- -0.60%
- YTD
- -14.48%
- 6M
- -15.77%
- 1Y
- -11.77%
- 3Y*
- 8.85%
- 5Y*
- 11.09%
- 10Y*
- 24.64%
XYL vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XYL Xylem Inc. | -18.99% | 18.78% | 2.57% | 4.77% | -6.60% | 18.94% | 30.90% | 19.59% | -1.01% | 39.50% |
MSFT Microsoft Corporation | -14.48% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between XYL and MSFT is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2011 | 0.39 |
Over the past year, the correlation between XYL and MSFT has dropped to 0.15 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
Fundamentals
XYL:
$26.65B
MSFT:
$3.07T
XYL:
$4.02
MSFT:
$16.79
XYL:
27.22
MSFT:
24.52
XYL:
1.72
MSFT:
1.72
XYL:
3.83
MSFT:
9.65
XYL:
2.43
MSFT:
7.40
XYL:
$6.97B
MSFT:
$318.27B
XYL:
$2.71B
MSFT:
$217.41B
XYL:
$1.41B
MSFT:
$200.96B
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Return for Risk
XYL vs. MSFT — Risk / Return Rank
XYL
MSFT
XYL vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xylem Inc. (XYL) and Microsoft Corporation (MSFT). 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.
| XYL | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.94 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | -0.35 | -0.07 |
| Martin ratioReturn relative to average drawdown | -0.95 | -0.73 | -0.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XYL | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.51 | -0.47 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.42 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.91 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.74 | -0.27 |
Drawdowns
XYL vs. MSFT - Drawdown Comparison
The maximum XYL drawdown since its inception was -46.69%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for XYL and MSFT.
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Drawdown Indicators
| XYL | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.69% | -69.38% | +22.69% |
Max Drawdown (1Y)Largest decline over 1 year | -30.04% | -33.91% | +3.87% |
Max Drawdown (3Y)Largest decline over 3 years | -30.04% | -33.91% | +3.87% |
Max Drawdown (5Y)Largest decline over 5 years | -46.69% | -37.15% | -9.54% |
Max Drawdown (10Y)Largest decline over 10 years | -46.69% | -37.15% | -9.54% |
Current DrawdownCurrent decline from peak | -27.67% | -23.56% | -4.11% |
Average DrawdownAverage peak-to-trough decline | -10.38% | -21.78% | +11.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.09% | 16.13% | -3.04% |
Volatility
XYL vs. MSFT - Volatility Comparison
The current volatility for Xylem Inc. (XYL) is 5.27%, while Microsoft Corporation (MSFT) has a volatility of 10.25%. This indicates that XYL experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XYL | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.27% | 10.25% | -4.98% |
Volatility (6M)Calculated over the trailing 6-month period | 18.97% | 22.36% | -3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.27% | 25.31% | -1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.03% | 26.64% | -0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.28% | 27.06% | +0.22% |
Dividends
XYL vs. MSFT - Dividend Comparison
XYL's dividend yield for the trailing twelve months is around 1.52%, more than MSFT's 0.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.86% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
XYL Xylem Inc. | 1.52% | 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. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Xylem Inc. and Microsoft 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
XYL and MSFT have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (10.25%) compared to XYL (5.27%). In terms of maximum drawdown, XYL dropped -46.69% vs MSFT's -69.38%.
MSFT currently has the higher Sharpe Ratio (-0.47 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.
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