Oil & Gas
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BP BP p.l.c. | Energy | 15% |
CVX Chevron Corporation | Energy | 20% |
E Eni S.p.A. | Energy | 10% |
EQNR Equinor ASA | Energy | 10% |
SHEL Shell plc | Energy | 15% |
TTE TotalEnergies SE | Energy | 10% |
XOM Exxon Mobil Corporation | Energy | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Oil & Gas, 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 May 16, 2018, corresponding to the inception date of EQNR
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 27.68% | 2.72% | 13.90% | 32.81% | 14.15% | 11.47% |
| Oil & Gas | -1.27% | -3.83% | -5.79% | 0.97% | 9.66% | N/A |
| Portfolio components: | ||||||
XOM Exxon Mobil Corporation | 17.47% | -5.49% | 2.37% | 17.97% | 15.80% | 6.77% |
CVX Chevron Corporation | 8.56% | 0.03% | 1.60% | 12.21% | 10.60% | 8.33% |
SHEL Shell plc | 0.08% | -6.84% | -7.09% | 2.67% | 6.26% | 4.62% |
BP BP p.l.c. | -14.41% | -3.72% | -16.09% | -14.17% | 0.24% | 2.97% |
TTE TotalEnergies SE | -12.30% | -9.31% | -16.26% | -10.18% | 8.18% | 6.24% |
EQNR Equinor ASA | -18.01% | 4.23% | -11.52% | -15.75% | 11.33% | N/A |
E Eni S.p.A. | -11.59% | -6.29% | -3.69% | -6.91% | 5.56% | 3.70% |
Monthly Returns
The table below presents the monthly returns of Oil & Gas, 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 | -2.33% | 0.13% | 7.48% | 2.73% | 1.68% | -2.99% | 0.91% | -1.18% | -4.16% | -1.48% | 1.40% | -1.27% | |
| 2023 | 0.95% | -0.86% | -2.21% | 6.08% | -11.55% | 6.49% | 3.68% | 1.86% | 5.05% | -4.86% | 0.31% | 0.05% | 3.57% |
| 2022 | 15.20% | 3.36% | 6.20% | -2.63% | 13.61% | -12.98% | 6.93% | 0.19% | -8.63% | 19.99% | 6.49% | -2.12% | 49.01% |
| 2021 | 4.54% | 15.18% | 2.06% | -0.22% | 4.27% | 2.01% | -4.99% | 0.21% | 10.53% | 6.88% | -5.38% | 4.01% | 44.37% |
| 2020 | -9.72% | -12.96% | -21.50% | 8.70% | 1.65% | 0.15% | -5.27% | 1.10% | -14.28% | -6.23% | 28.71% | 3.54% | -29.96% |
| 2019 | 6.73% | 4.51% | 1.41% | -0.68% | -6.95% | 6.96% | -4.25% | -5.38% | 4.10% | -1.70% | 0.96% | 3.15% | 7.96% |
| 2018 | -2.94% | 0.91% | 0.52% | -3.22% | 5.36% | -7.38% | -1.87% | -7.79% | -15.87% |
Expense Ratio
Oil & Gas 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 Oil & Gas is 2, indicating that it is in the bottom 2% 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 | 0.95 | 1.42 | 1.17 | 0.99 | 4.44 |
CVX Chevron Corporation | 0.71 | 1.08 | 1.14 | 0.63 | 2.25 |
SHEL Shell plc | 0.26 | 0.46 | 1.06 | 0.35 | 0.86 |
BP BP p.l.c. | -0.62 | -0.72 | 0.91 | -0.50 | -1.09 |
TTE TotalEnergies SE | -0.39 | -0.40 | 0.95 | -0.35 | -0.94 |
EQNR Equinor ASA | -0.48 | -0.49 | 0.94 | -0.37 | -0.98 |
E Eni S.p.A. | -0.31 | -0.30 | 0.96 | -0.44 | -0.86 |
Dividends
Dividend yield
Oil & Gas provided a 5.70% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.70% | 4.74% | 4.06% | 4.75% | 7.03% | 5.13% | 4.77% | 3.96% | 4.23% | 5.10% | 4.34% | 3.45% |
| Portfolio components: | ||||||||||||
XOM Exxon Mobil Corporation | 3.38% | 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 | 4.20% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
SHEL Shell plc | 4.35% | 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. | 6.37% | 4.71% | 3.94% | 4.83% | 9.21% | 6.51% | 6.36% | 5.66% | 6.37% | 7.63% | 6.14% | 4.51% |
TTE TotalEnergies SE | 5.89% | 4.67% | 6.21% | 6.10% | 8.97% | 3.64% | 4.75% | 4.29% | 4.47% | 5.06% | 5.21% | 4.31% |
EQNR Equinor ASA | 12.42% | 8.85% | 4.13% | 2.24% | 4.32% | 4.85% | 2.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
E Eni S.p.A. | 7.48% | 5.74% | 6.39% | 5.79% | 5.91% | 6.11% | 5.15% | 5.38% | 5.57% | 7.15% | 8.58% | 5.94% |
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 Oil & Gas. 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 Oil & Gas was 60.20%, occurring on Mar 18, 2020. Recovery took 459 trading sessions.
The current Oil & Gas drawdown is 10.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.2% | Sep 26, 2018 | 371 | Mar 18, 2020 | 459 | Jan 11, 2022 | 830 |
| -23.39% | Jun 9, 2022 | 24 | Jul 14, 2022 | 80 | Nov 4, 2022 | 104 |
| -13.87% | Feb 15, 2023 | 22 | Mar 17, 2023 | 117 | Sep 5, 2023 | 139 |
| -11.69% | Oct 19, 2023 | 64 | Jan 22, 2024 | 49 | Apr 2, 2024 | 113 |
| -10.86% | Apr 26, 2024 | 95 | Sep 11, 2024 | — | — | — |
Volatility
Volatility Chart
The current Oil & Gas volatility is 4.49%, 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
| EQNR | CVX | XOM | E | TTE | BP | SHEL | |
|---|---|---|---|---|---|---|---|
| EQNR | 1.00 | 0.67 | 0.69 | 0.72 | 0.70 | 0.74 | 0.74 |
| CVX | 0.67 | 1.00 | 0.85 | 0.68 | 0.67 | 0.75 | 0.74 |
| XOM | 0.69 | 0.85 | 1.00 | 0.68 | 0.67 | 0.75 | 0.74 |
| E | 0.72 | 0.68 | 0.68 | 1.00 | 0.81 | 0.78 | 0.80 |
| TTE | 0.70 | 0.67 | 0.67 | 0.81 | 1.00 | 0.81 | 0.82 |
| BP | 0.74 | 0.75 | 0.75 | 0.78 | 0.81 | 1.00 | 0.89 |
| SHEL | 0.74 | 0.74 | 0.74 | 0.80 | 0.82 | 0.89 | 1.00 |