Xylem Inc. (XYL): analysis and statistics
Return, volatility, Sharpe ratio and risk for Xylem Inc., a component of the S&P 500 in the Industrials sector. Data as of 2026-09-13.
| Last close price | $106.96 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +5.23% |
| Total return over period | +16.40% |
| Annualized volatility | 23.90% |
| Period volatility | 41.26% |
| Sharpe ratio | 0.06 |
| Sortino ratio | 0.08 |
| Max drawdown | -30.20% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.58% |
| Correlation with the S&P 500 | 0.56 |
| Period range | $84.88 – $151.41 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Xylem Inc. (XYL) has posted an annualized return of +5.23% with annual volatility of 23.90%, a Sharpe ratio of 0.06. Its worst stretch (max drawdown from a peak) was -30.20%. Its correlation with the S&P 500 is 0.56, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how XYL would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Xylem Inc. (XYL) is of the S&P 500.
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