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XYL vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XYL and VOO is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

XYL vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xylem Inc. (XYL) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

400.00%450.00%500.00%550.00%NovemberDecember2025FebruaryMarchApril
473.77%
489.49%
XYL
VOO

Key characteristics

Sharpe Ratio

XYL:

-0.40

VOO:

0.54

Sortino Ratio

XYL:

-0.39

VOO:

0.88

Omega Ratio

XYL:

0.95

VOO:

1.13

Calmar Ratio

XYL:

-0.35

VOO:

0.55

Martin Ratio

XYL:

-0.81

VOO:

2.27

Ulcer Index

XYL:

12.56%

VOO:

4.55%

Daily Std Dev

XYL:

25.48%

VOO:

19.19%

Max Drawdown

XYL:

-46.69%

VOO:

-33.99%

Current Drawdown

XYL:

-19.56%

VOO:

-9.90%

Returns By Period

In the year-to-date period, XYL achieves a 0.38% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, XYL has outperformed VOO with an annualized return of 13.69%, while VOO has yielded a comparatively lower 12.12% annualized return.


XYL

YTD

0.38%

1M

-4.85%

6M

-10.45%

1Y

-11.33%

5Y*

11.77%

10Y*

13.69%

VOO

YTD

-5.74%

1M

-2.90%

6M

-4.28%

1Y

9.78%

5Y*

15.72%

10Y*

12.12%

*Annualized

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Risk-Adjusted Performance

XYL vs. VOO — Risk-Adjusted Performance Rank

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

XYL
The Risk-Adjusted Performance Rank of XYL is 2929
Overall Rank
The Sharpe Ratio Rank of XYL is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of XYL is 2727
Sortino Ratio Rank
The Omega Ratio Rank of XYL is 2626
Omega Ratio Rank
The Calmar Ratio Rank of XYL is 3030
Calmar Ratio Rank
The Martin Ratio Rank of XYL is 3434
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XYL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xylem Inc. (XYL) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for XYL, currently valued at -0.40, compared to the broader market-2.00-1.000.001.002.003.00
XYL: -0.40
VOO: 0.54
The chart of Sortino ratio for XYL, currently valued at -0.39, compared to the broader market-6.00-4.00-2.000.002.004.00
XYL: -0.39
VOO: 0.88
The chart of Omega ratio for XYL, currently valued at 0.95, compared to the broader market0.501.001.502.00
XYL: 0.95
VOO: 1.13
The chart of Calmar ratio for XYL, currently valued at -0.35, compared to the broader market0.001.002.003.004.005.00
XYL: -0.35
VOO: 0.55
The chart of Martin ratio for XYL, currently valued at -0.81, compared to the broader market-5.000.005.0010.0015.0020.00
XYL: -0.81
VOO: 2.27

The current XYL Sharpe Ratio is -0.40, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of XYL and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.40
0.54
XYL
VOO

Dividends

XYL vs. VOO - Dividend Comparison

XYL's dividend yield for the trailing twelve months is around 1.27%, less than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
XYL
Xylem Inc.
1.27%1.24%1.15%1.09%0.93%1.02%1.22%1.26%1.06%1.25%1.55%1.34%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

XYL vs. VOO - Drawdown Comparison

The maximum XYL drawdown since its inception was -46.69%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XYL and VOO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.56%
-9.90%
XYL
VOO

Volatility

XYL vs. VOO - Volatility Comparison

Xylem Inc. (XYL) and Vanguard S&P 500 ETF (VOO) have volatilities of 13.33% and 13.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.33%
13.96%
XYL
VOO