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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.


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.

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Key characteristics

Sharpe Ratio

XYL:

-0.36

VOO:

0.72

Sortino Ratio

XYL:

-0.31

VOO:

1.20

Omega Ratio

XYL:

0.96

VOO:

1.18

Calmar Ratio

XYL:

-0.31

VOO:

0.81

Martin Ratio

XYL:

-0.68

VOO:

3.09

Ulcer Index

XYL:

13.08%

VOO:

4.88%

Daily Std Dev

XYL:

25.76%

VOO:

19.37%

Max Drawdown

XYL:

-46.69%

VOO:

-33.99%

Current Drawdown

XYL:

-11.29%

VOO:

-2.75%

Returns By Period

In the year-to-date period, XYL achieves a 10.69% return, which is significantly higher than VOO's 1.73% return. Over the past 10 years, XYL has outperformed VOO with an annualized return of 14.76%, while VOO has yielded a comparatively lower 12.85% annualized return.


XYL

YTD

10.69%

1M

17.25%

6M

5.75%

1Y

-9.26%

5Y*

18.53%

10Y*

14.76%

VOO

YTD

1.73%

1M

13.04%

6M

2.12%

1Y

13.91%

5Y*

17.57%

10Y*

12.85%

*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 3030
Overall Rank
The Sharpe Ratio Rank of XYL is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of XYL is 2626
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 3636
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7272
Overall Rank
The Sharpe Ratio Rank of VOO is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7272
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 current XYL Sharpe Ratio is -0.36, which is lower than the VOO Sharpe Ratio of 0.72. 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.


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Dividends

XYL vs. VOO - Dividend Comparison

XYL's dividend yield for the trailing twelve months is around 1.16%, less than VOO's 1.28% yield.


TTM20242023202220212020201920182017201620152014
XYL
Xylem Inc.
1.16%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
1.28%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.


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Volatility

XYL vs. VOO - Volatility Comparison

Xylem Inc. (XYL) has a higher volatility of 7.05% compared to Vanguard S&P 500 ETF (VOO) at 5.49%. This indicates that XYL's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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