XYL vs. ODFL
XYL (Xylem Inc.) and ODFL (Old Dominion Freight Line, Inc.) are both stocks. Both are in the Industrials sector — XYL in Specialty Industrial Machinery, ODFL in Trucking. Over the past 10 years, XYL returned 10.54%/yr vs 29.45%/yr for ODFL. At a 0.49 correlation, their price movements are largely independent.
Performance
XYL vs. ODFL - Performance Comparison
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Returns By Period
In the year-to-date period, XYL achieves a -18.57% return, which is significantly lower than ODFL's 57.15% return. Over the past 10 years, XYL has underperformed ODFL with an annualized return of 10.54%, while ODFL has yielded a comparatively higher 29.45% annualized 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%
ODFL
- 1D
- -0.81%
- 1M
- 21.14%
- YTD
- 57.15%
- 6M
- 54.50%
- 1Y
- 54.42%
- 3Y*
- 17.00%
- 5Y*
- 14.95%
- 10Y*
- 29.45%
XYL vs. ODFL - 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% |
ODFL Old Dominion Freight Line, Inc. | 57.15% | -10.47% | -12.51% | 43.46% | -20.48% | 84.15% | 54.81% | 54.36% | -5.79% | 54.11% |
Correlation
The correlation between XYL and ODFL is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2011 | 0.49 |
The correlation between XYL and ODFL has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.
Fundamentals
XYL:
$26.79B
ODFL:
$51.44B
XYL:
$4.02
ODFL:
$4.78
XYL:
27.36
ODFL:
51.37
XYL:
1.72
ODFL:
13.85
XYL:
3.85
ODFL:
9.48
XYL:
2.44
ODFL:
11.69
XYL:
$6.97B
ODFL:
$5.46B
XYL:
$2.71B
ODFL:
$1.69B
XYL:
$1.41B
ODFL:
$1.71B
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Return for Risk
XYL vs. ODFL — Risk / Return Rank
XYL
ODFL
XYL vs. ODFL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xylem Inc. (XYL) and Old Dominion Freight Line, Inc. (ODFL). 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 | ODFL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.86 | ||
| Sortino ratioReturn per unit of downside risk | -2.50 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.24 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.41 | 2.02 | -2.43 |
| Martin ratioReturn relative to average drawdown | -0.92 | 4.50 | -5.42 |
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Drawdowns
XYL vs. ODFL - Drawdown Comparison
The maximum XYL drawdown since its inception was -46.69%, smaller than the maximum ODFL drawdown of -66.29%. Use the drawdown chart below to compare losses from any high point for XYL and ODFL.
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Drawdown Indicators
| XYL | ODFL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.69% | -66.29% | +19.60% |
Max Drawdown (1Y)Largest decline over 1 year | -30.04% | -26.06% | -3.98% |
Max Drawdown (3Y)Largest decline over 3 years | -30.04% | -45.18% | +15.14% |
Max Drawdown (5Y)Largest decline over 5 years | -46.69% | -45.18% | -1.51% |
Max Drawdown (10Y)Largest decline over 10 years | -46.69% | -45.18% | -1.51% |
Current DrawdownCurrent decline from peak | -27.30% | -1.20% | -26.10% |
Average DrawdownAverage peak-to-trough decline | -10.40% | -19.09% | +8.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.54% | 11.65% | +1.89% |
Volatility
XYL vs. ODFL - Volatility Comparison
The current volatility for Xylem Inc. (XYL) is 6.01%, while Old Dominion Freight Line, Inc. (ODFL) has a volatility of 10.52%. This indicates that XYL experiences smaller price fluctuations and is considered to be less risky than ODFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XYL | ODFL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.01% | 10.52% | -4.51% |
Volatility (6M)Calculated over the trailing 6-month period | 19.34% | 29.25% | -9.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.52% | 38.94% | -14.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.08% | 36.44% | -10.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.30% | 33.12% | -5.82% |
Dividends
XYL vs. ODFL - Dividend Comparison
XYL's dividend yield for the trailing twelve months is around 1.51%, more than ODFL's 0.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ODFL Old Dominion Freight Line, Inc. | 0.46% | 0.71% | 0.59% | 0.39% | 0.42% | 0.22% | 0.31% | 0.36% | 0.42% | 0.38% | 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. ODFL - Financials Comparison
This section allows you to compare key financial metrics between Xylem Inc. and Old Dominion Freight Line, 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 ODFL have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ODFL has higher volatility (10.52%) compared to XYL (6.01%). In terms of maximum drawdown, XYL dropped -46.69% vs ODFL's -66.29%.
ODFL currently has the higher Sharpe Ratio (1.35 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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