Energy
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BP BP p.l.c. | Energy | 5% |
COP ConocoPhillips Company | Energy | 15% |
CVX Chevron Corporation | Energy | 20% |
ENB Enbridge Inc. | Energy | 10% |
NEE NextEra Energy, Inc. | Utilities | 10% |
SHEL Shell plc | Energy | 5% |
SLB Schlumberger Limited | Energy | 15% |
XOM Exxon Mobil Corporation | Energy | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Energy, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Nov 5, 1984, corresponding to the inception date of COP
Returns By Period
As of Aug 27, 2024, the Energy returned 8.85% Year-To-Date and 6.43% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| Energy | 8.85% | 0.88% | 9.88% | 5.20% | 15.52% | 6.43% |
| Portfolio components: | ||||||
XOM Exxon Mobil Corporation | 21.89% | 2.08% | 16.06% | 12.66% | 17.39% | 6.34% |
CVX Chevron Corporation | 2.80% | -4.86% | -0.32% | -3.29% | 9.59% | 5.81% |
SLB Schlumberger Limited | -11.31% | -6.61% | -5.30% | -19.47% | 9.97% | -5.91% |
COP ConocoPhillips Company | -0.83% | 2.99% | 2.94% | -1.06% | 21.09% | 6.75% |
NEE NextEra Energy, Inc. | 34.85% | 8.59% | 46.08% | 22.23% | 10.28% | 15.49% |
ENB Enbridge Inc. | 17.00% | 10.68% | 19.77% | 23.87% | 11.06% | 3.62% |
SHEL Shell plc | 14.41% | 2.38% | 17.45% | 23.81% | 10.12% | 3.94% |
BP BP p.l.c. | 0.94% | -1.02% | -0.35% | -1.24% | 4.03% | 2.61% |
Monthly Returns
The table below presents the monthly returns of Energy, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.92% | 0.98% | 9.67% | -0.60% | 1.46% | -2.73% | 2.31% | 8.85% | |||||
| 2023 | 1.68% | -5.81% | -1.08% | 3.93% | -9.57% | 6.10% | 5.84% | 0.24% | 0.92% | -5.91% | -0.39% | 1.02% | -4.22% |
| 2022 | 16.10% | 4.66% | 7.08% | -4.03% | 13.51% | -13.90% | 8.87% | 1.46% | -7.56% | 22.64% | 2.44% | -1.36% | 54.43% |
| 2021 | 3.85% | 17.47% | 2.17% | 0.45% | 4.84% | 4.32% | -4.85% | -0.82% | 7.03% | 9.19% | -5.15% | 3.89% | 48.82% |
| 2020 | -7.68% | -13.12% | -25.92% | 18.96% | 3.34% | -1.92% | -2.60% | 0.62% | -12.46% | -4.59% | 25.51% | 3.15% | -24.08% |
| 2019 | 10.00% | 4.19% | 0.86% | -1.43% | -6.64% | 6.65% | -2.15% | -6.62% | 4.65% | -1.76% | 4.13% | 5.33% | 16.88% |
| 2018 | 3.21% | -9.36% | 2.33% | 5.84% | 2.43% | 2.47% | 0.24% | -2.21% | 2.15% | -7.48% | 0.17% | -9.40% | -10.57% |
| 2017 | -2.67% | -0.57% | -0.54% | -1.64% | -1.17% | -0.87% | 3.19% | -2.39% | 8.25% | -0.52% | 0.93% | 4.13% | 5.74% |
| 2016 | -1.56% | -0.92% | 8.47% | 8.36% | -2.29% | 5.05% | -2.98% | -1.63% | 3.00% | -0.31% | 4.54% | 3.50% | 24.78% |
| 2015 | -5.28% | 2.46% | -2.20% | 6.40% | -3.98% | -4.01% | -6.04% | -5.33% | -4.75% | 12.63% | -1.73% | -5.84% | -17.82% |
| 2014 | -5.52% | 4.33% | 3.48% | 5.25% | 0.95% | 5.49% | -3.12% | 1.18% | -6.16% | -0.25% | -6.34% | 2.97% | 1.16% |
| 2013 | 4.96% | 0.34% | 1.77% | 1.44% | -0.86% | -1.01% | 6.81% | -3.16% | 2.55% | 4.05% | 0.41% | 3.19% | 22.01% |
Expense Ratio
Energy has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Energy is 4, indicating that it is in the bottom 4% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
XOM Exxon Mobil Corporation | 0.77 | 1.22 | 1.14 | 0.83 | 1.67 |
CVX Chevron Corporation | -0.09 | 0.01 | 1.00 | -0.09 | -0.21 |
SLB Schlumberger Limited | -0.69 | -0.81 | 0.90 | -0.34 | -0.97 |
COP ConocoPhillips Company | 0.06 | 0.24 | 1.03 | 0.06 | 0.12 |
NEE NextEra Energy, Inc. | 0.78 | 1.16 | 1.16 | 0.53 | 1.91 |
ENB Enbridge Inc. | 1.51 | 2.05 | 1.27 | 0.91 | 5.74 |
SHEL Shell plc | 1.53 | 2.15 | 1.28 | 2.56 | 6.85 |
BP BP p.l.c. | 0.06 | 0.22 | 1.03 | 0.07 | 0.13 |
Dividends
Dividend yield
Energy granted a 3.57% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Energy | 3.57% | 3.80% | 3.34% | 3.98% | 5.81% | 4.22% | 4.40% | 3.41% | 3.33% | 4.54% | 3.30% | 2.92% |
| Portfolio components: | ||||||||||||
XOM Exxon Mobil Corporation | 3.20% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
CVX Chevron Corporation | 4.31% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
SLB Schlumberger Limited | 2.30% | 1.92% | 1.22% | 1.67% | 4.01% | 4.98% | 5.54% | 2.97% | 2.38% | 2.87% | 1.87% | 1.39% |
COP ConocoPhillips Company | 2.41% | 3.34% | 4.20% | 2.69% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% | 4.11% | 3.82% |
NEE NextEra Energy, Inc. | 2.44% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% |
ENB Enbridge Inc. | 6.68% | 7.29% | 6.78% | 6.86% | 7.54% | 5.57% | 6.69% | 4.73% | 3.78% | 4.41% | 2.47% | 2.82% |
SHEL Shell plc | 3.73% | 3.76% | 3.48% | 3.78% | 5.44% | 6.14% | 5.48% | 4.79% | 5.88% | 6.98% | 4.72% | 4.25% |
BP BP p.l.c. | 5.20% | 4.71% | 3.94% | 4.83% | 9.21% | 6.52% | 6.41% | 5.71% | 6.42% | 7.67% | 6.14% | 4.50% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Energy. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Energy was 54.96%, occurring on Mar 23, 2020. Recovery took 301 trading sessions.
The current Energy drawdown is 2.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.96% | Oct 10, 2018 | 364 | Mar 23, 2020 | 301 | Jun 2, 2021 | 665 |
| -46.88% | May 21, 2008 | 199 | Mar 5, 2009 | 491 | Feb 14, 2011 | 690 |
| -36.88% | Jul 25, 2014 | 375 | Jan 20, 2016 | 500 | Jan 12, 2018 | 875 |
| -32% | Jul 20, 1987 | 98 | Dec 4, 1987 | 403 | Jul 11, 1989 | 501 |
| -27.13% | Oct 13, 2000 | 442 | Jul 23, 2002 | 356 | Dec 18, 2003 | 798 |
Volatility
Volatility Chart
The current Energy volatility is 5.14%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| NEE | ENB | SLB | COP | BP | SHEL | XOM | CVX | |
|---|---|---|---|---|---|---|---|---|
| NEE | 1.00 | 0.18 | 0.17 | 0.20 | 0.20 | 0.24 | 0.28 | 0.27 |
| ENB | 0.18 | 1.00 | 0.28 | 0.28 | 0.29 | 0.30 | 0.28 | 0.29 |
| SLB | 0.17 | 0.28 | 1.00 | 0.56 | 0.51 | 0.53 | 0.57 | 0.58 |
| COP | 0.20 | 0.28 | 0.56 | 1.00 | 0.55 | 0.56 | 0.60 | 0.65 |
| BP | 0.20 | 0.29 | 0.51 | 0.55 | 1.00 | 0.70 | 0.57 | 0.60 |
| SHEL | 0.24 | 0.30 | 0.53 | 0.56 | 0.70 | 1.00 | 0.62 | 0.63 |
| XOM | 0.28 | 0.28 | 0.57 | 0.60 | 0.57 | 0.62 | 1.00 | 0.72 |
| CVX | 0.27 | 0.29 | 0.58 | 0.65 | 0.60 | 0.63 | 0.72 | 1.00 |