XYL vs. TSM
XYL (Xylem Inc.) and TSM (Taiwan Semiconductor Manufacturing Company Limited) are both stocks. XYL operates in Specialty Industrial Machinery (Industrials), while TSM operates in Semiconductors (Technology). Over the past 10 years, XYL returned 10.54%/yr vs 35.80%/yr for TSM. At a 0.38 correlation, their price movements are largely independent.
Performance
XYL vs. TSM - 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 TSM's 40.22% return. Over the past 10 years, XYL has underperformed TSM with an annualized return of 10.54%, while TSM has yielded a comparatively higher 35.80% 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%
TSM
- 1D
- 0.68%
- 1M
- 6.28%
- YTD
- 40.22%
- 6M
- 45.91%
- 1Y
- 98.93%
- 3Y*
- 60.80%
- 5Y*
- 31.30%
- 10Y*
- 35.80%
XYL vs. TSM - 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% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 40.22% | 55.91% | 92.58% | 42.33% | -36.75% | 12.09% | 92.67% | 64.85% | -3.50% | 41.46% |
Correlation
The correlation between XYL and TSM is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
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 | 0.38 |
Fundamentals
XYL:
$26.79B
TSM:
$2.20T
XYL:
$4.02
TSM:
NT$373.98
XYL:
27.36
TSM:
35.89
XYL:
1.72
TSM:
1.03
XYL:
3.85
TSM:
16.87
XYL:
2.44
TSM:
11.82
XYL:
$6.97B
TSM:
NT$4.13T
XYL:
$2.71B
TSM:
NT$2.55T
XYL:
$1.41B
TSM:
NT$3.14T
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Return for Risk
XYL vs. TSM — Risk / Return Rank
XYL
TSM
XYL vs. TSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xylem Inc. (XYL) and Taiwan Semiconductor Manufacturing Company Limited (TSM). 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 | TSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.22 | ||
| Sortino ratioReturn per unit of downside risk | -3.89 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.40 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.41 | 5.48 | -5.90 |
| Martin ratioReturn relative to average drawdown | -0.92 | 19.42 | -20.34 |
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Drawdowns
XYL vs. TSM - Drawdown Comparison
The maximum XYL drawdown since its inception was -46.69%, smaller than the maximum TSM drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for XYL and TSM.
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Drawdown Indicators
| XYL | TSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.69% | -89.08% | +42.39% |
Max Drawdown (1Y)Largest decline over 1 year | -30.04% | -18.14% | -11.90% |
Max Drawdown (3Y)Largest decline over 3 years | -30.04% | -36.82% | +6.78% |
Max Drawdown (5Y)Largest decline over 5 years | -46.69% | -56.47% | +9.78% |
Max Drawdown (10Y)Largest decline over 10 years | -46.69% | -56.47% | +9.78% |
Current DrawdownCurrent decline from peak | -27.30% | -4.87% | -22.43% |
Average DrawdownAverage peak-to-trough decline | -10.40% | -42.85% | +32.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.54% | 5.11% | +8.43% |
Volatility
XYL vs. TSM - Volatility Comparison
The current volatility for Xylem Inc. (XYL) is 6.01%, while Taiwan Semiconductor Manufacturing Company Limited (TSM) has a volatility of 13.42%. This indicates that XYL experiences smaller price fluctuations and is considered to be less risky than TSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XYL | TSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.01% | 13.42% | -7.41% |
Volatility (6M)Calculated over the trailing 6-month period | 19.34% | 28.65% | -9.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.52% | 36.69% | -12.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.08% | 37.46% | -11.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.30% | 34.23% | -6.93% |
Dividends
XYL vs. TSM - Dividend Comparison
XYL's dividend yield for the trailing twelve months is around 1.51%, more than TSM's 0.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.83% | 1.00% | 1.18% | 1.78% | 2.49% | 1.57% | 1.56% | 3.46% | 3.64% | 2.32% | 2.61% | 2.54% |
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. TSM - Financials Comparison
This section allows you to compare key financial metrics between Xylem Inc. and Taiwan Semiconductor Manufacturing Company Limited. 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 TSM have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSM has higher volatility (13.42%) compared to XYL (6.01%). In terms of maximum drawdown, XYL dropped -46.69% vs TSM's -89.08%.
TSM currently has the higher Sharpe Ratio (2.71 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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