XYL vs. SU.PA

Last updated Jun 9, 2026

XYL (Xylem Inc.) and SU.PA (Schneider Electric S.E.) are both stocks. Both operate in the Specialty Industrial Machinery industry within the Industrials sector. Over the past 10 years, XYL returned 10.42%/yr vs 20.26%/yr for SU.PA. At a 0.37 correlation, their price movements are largely independent.

Performance

XYL vs. SU.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xylem Inc. (XYL) and Schneider Electric S.E. (SU.PA). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

XYL is traded in USD, while SU.PA is traded in EUR. To make them comparable, the SU.PA values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XYL achieves a -18.99% return, which is significantly lower than SU.PA's 14.83% return. Over the past 10 years, XYL has underperformed SU.PA with an annualized return of 10.42%, while SU.PA has yielded a comparatively higher 20.26% 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%

SU.PA

• 1D: 0.00%
• 1M: -1.38%
• YTD: 14.83%
• 6M: 14.58%
• 1Y: 22.16%
• 3Y*: 22.93%
• 5Y*: 16.53%
• 10Y*: 20.26%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XYL vs. SU.PA - 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%
SU.PA Schneider Electric S.E.	14.83%	12.59%	26.19%	46.36%	-27.10%	38.52%	45.34%	54.98%	-17.23%	25.79%

Correlation

The correlation between XYL and SU.PA is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (10Y) Calculated over the trailing 10-year period	0.38
Correlation (All Time) Calculated using the full available price history since Oct 13, 2011	0.37

Return for Risk

XYL vs. SU.PA — Risk / Return Rank

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

XYL

XYL Risk / Return Rank: 22
XYL Sharpe Ratio Rank: 19
XYL Sortino Ratio Rank: 18
XYL Omega Ratio Rank: 18
XYL Calmar Ratio Rank: 28
XYL Martin Ratio Rank: 23

SU.PA

SU.PA Risk / Return Rank: 63
SU.PA Sharpe Ratio Rank: 65
SU.PA Sortino Ratio Rank: 60
SU.PA Omega Ratio Rank: 58
SU.PA Calmar Ratio Rank: 67
SU.PA Martin Ratio Rank: 68

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. SU.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xylem Inc. (XYL) and Schneider Electric S.E. (SU.PA). 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	SU.PA	Difference
Sharpe ratio: Return per unit of total volatility	-0.51	0.70	-1.21
Sortino ratio: Return per unit of downside risk	-0.61	1.22	-1.83
Omega ratio: Gain probability vs. loss probability	0.92	1.14	-0.22
Calmar ratio: Return relative to maximum drawdown	-0.42	1.13	-1.54
Martin ratio: Return relative to average drawdown	-0.95	3.01	-3.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XYL vs. SU.PA - Sharpe Ratio Comparison

The current XYL Sharpe Ratio is -0.51, which is lower than the SU.PA Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of XYL and SU.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XYL	SU.PA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.51	0.70	-1.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.01	0.52	-0.53
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.38	0.68	-0.30
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.40	+0.08

Drawdowns

XYL vs. SU.PA - Drawdown Comparison

The maximum XYL drawdown since its inception was -46.69%, smaller than the maximum SU.PA drawdown of -62.83%. Use the drawdown chart below to compare losses from any high point for XYL and SU.PA.

Drawdown Indicators

	XYL	SU.PA	Difference
Max Drawdown Largest peak-to-trough decline	-46.69%	-62.83%	+16.14%
Max Drawdown (1Y) Largest decline over 1 year	-30.04%	-20.24%	-9.80%
Max Drawdown (3Y) Largest decline over 3 years	-30.04%	-28.35%	-1.69%
Max Drawdown (5Y) Largest decline over 5 years	-46.69%	-44.80%	-1.89%
Max Drawdown (10Y) Largest decline over 10 years	-46.69%	-44.80%	-1.89%
Current Drawdown Current decline from peak	-27.67%	-6.60%	-21.07%
Average Drawdown Average peak-to-trough decline	-10.38%	-13.76%	+3.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.09%	7.62%	+5.47%

Volatility

XYL vs. SU.PA - Volatility Comparison

The current volatility for Xylem Inc. (XYL) is 5.27%, while Schneider Electric S.E. (SU.PA) has a volatility of 11.01%. This indicates that XYL experiences smaller price fluctuations and is considered to be less risky than SU.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XYL	SU.PA	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.27%	11.01%	-5.74%
Volatility (6M) Calculated over the trailing 6-month period	18.97%	25.76%	-6.79%
Volatility (1Y) Calculated over the trailing 1-year period	24.27%	32.77%	-8.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.03%	31.46%	-5.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.28%	29.22%	-1.94%

Dividends

XYL vs. SU.PA - Dividend Comparison

XYL's dividend yield for the trailing twelve months is around 1.52%, less than SU.PA's 1.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SU.PA Schneider Electric S.E.	1.55%	1.66%	1.45%	1.73%	2.22%	1.51%	2.16%	2.57%	3.68%	2.88%	3.03%	2.59%
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

Frequently Asked Questions

Can I hold both XYL and SU.PA in my portfolio?

XYL and SU.PA have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.