Oil & Gas

Asset Allocation

Position	Category/Sector	Target 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%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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 Every 3 months.

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The earliest data available for this chart is May 16, 2018, corresponding to the inception date of EQNR

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio Oil & Gas	1.68%	15.20%	40.48%	47.30%	46.27%	18.06%	24.68%	—
Portfolio components:
XOM Exxon Mobil Corporation	-0.06%	5.84%	34.42%	46.62%	40.06%	15.29%	27.66%	11.56%
CVX Chevron Corporation	0.79%	5.40%	31.83%	32.46%	24.90%	9.95%	18.30%	12.53%
SHEL Shell plc	1.16%	13.08%	27.88%	32.18%	33.17%	20.18%	24.80%	11.74%
BP BP p.l.c.	2.06%	21.26%	37.43%	42.92%	47.58%	11.66%	19.74%	10.99%
TTE TotalEnergies SE	2.91%	19.20%	42.74%	55.47%	50.80%	21.25%	27.32%	18.10%
EQNR Equinor ASA	3.37%	33.60%	79.04%	76.20%	65.54%	22.51%	25.28%	—
E Eni S.p.A.	4.05%	24.92%	52.25%	68.98%	95.19%	33.05%	26.32%	13.65%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 17, 2018, Oil & Gas's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, your investment would double in approximately 4.9 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +29.6%, while the worst month was Mar 2020 at -22.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Oil & Gas closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +17.8%, while the worst single day was Mar 9, 2020 at -17.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	12.02%	8.83%	17.12%	-1.62%									40.48%
2025	3.40%	4.78%	7.31%	-14.33%	3.37%	5.69%	3.94%	5.03%	-2.31%	2.48%	0.92%	0.66%	20.82%
2024	-2.23%	0.19%	7.50%	2.66%	1.60%	-2.76%	0.85%	-1.14%	-3.92%	-1.81%	1.55%	-5.35%	-3.45%
2023	0.62%	-0.83%	-1.95%	5.91%	-11.20%	6.30%	3.85%	1.68%	5.21%	-4.83%	0.36%	-0.28%	3.51%
2022	15.30%	2.81%	6.82%	-2.75%	13.44%	-13.41%	7.11%	0.49%	-8.58%	19.78%	6.45%	-1.76%	49.10%
2021	3.85%	15.15%	3.13%	-0.22%	4.42%	3.56%	-4.75%	0.04%	10.97%	6.91%	-5.24%	4.18%	48.49%

Benchmark Metrics

Oil & Gas has an annualized alpha of 4.51%, beta of 0.82, and R² of 0.31 versus S&P 500 Index. Calculated based on daily prices since May 17, 2018.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (71.34%) than losses (67.25%) — typical of diversified or defensive assets.
R² of 0.31 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha: 4.51%

Beta: 0.82

R²: 0.31

Upside Capture: 71.34%

Downside Capture: 67.25%

Expense Ratio

Oil & Gas has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

Oil & Gas ranks 68 for risk / return — better than 68% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.99	0.88	+1.11
Sortino ratio Return per unit of downside risk	2.43	1.37	+1.07
Omega ratio Gain probability vs. loss probability	1.35	1.21	+0.14
Calmar ratio Return relative to maximum drawdown	2.53	1.39	+1.14
Martin ratio Return relative to average drawdown	7.99	6.43	+1.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
XOM Exxon Mobil Corporation	80	1.58	2.06	1.28	2.51	6.57
CVX Chevron Corporation	66	0.98	1.37	1.20	1.19	2.67
SHEL Shell plc	76	1.37	1.81	1.26	1.83	6.59
BP BP p.l.c.	78	1.57	1.97	1.28	2.09	6.37
TTE TotalEnergies SE	85	1.85	2.40	1.31	2.97	9.77
EQNR Equinor ASA	84	1.93	2.49	1.32	3.65	5.96
E Eni S.p.A.	96	3.86	4.27	1.64	4.96	23.85

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Oil & Gas Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.99
5-Year: 1.07
All Time: 0.41

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.00 to 1.68, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Oil & Gas compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Oil & Gas provided a 3.37% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.37%	5.16%	6.15%	4.99%	4.20%	6.85%	7.18%	5.46%	4.92%	3.53%	4.19%	5.12%
Portfolio components:
XOM Exxon Mobil Corporation	2.51%	3.32%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%
CVX Chevron Corporation	3.47%	4.49%	4.50%	4.05%	3.16%	4.52%	6.11%	3.95%	4.12%	3.45%	3.64%	4.76%
SHEL Shell plc	3.11%	3.90%	4.39%	3.76%	3.48%	3.78%	5.69%	6.27%	6.27%	2.75%	6.49%	8.17%
BP BP p.l.c.	4.20%	5.64%	6.20%	4.71%	3.94%	4.83%	9.21%	6.52%	6.41%	5.66%	6.37%	7.63%
TTE TotalEnergies SE	3.19%	8.12%	9.09%	4.60%	8.41%	27.22%	10.10%	6.52%	4.07%	4.51%	4.77%	5.46%
EQNR Equinor ASA	3.54%	7.66%	12.66%	11.38%	3.30%	2.13%	4.32%	5.07%	3.26%	0.00%	0.00%	0.00%
E Eni S.p.A.	4.07%	5.88%	7.69%	5.74%	6.38%	5.79%	5.91%	6.11%	5.15%	3.96%	3.98%	5.14%

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.

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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 61.10%, occurring on Mar 18, 2020. Recovery took 457 trading sessions.

The current Oil & Gas drawdown is 3.72%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-61.1%	Sep 26, 2018	371	Mar 18, 2020	457	Jan 7, 2022	828
-23.17%	Jun 9, 2022	24	Jul 14, 2022	80	Nov 4, 2022	104
-18.44%	Apr 2, 2025	5	Apr 8, 2025	94	Aug 22, 2025	99
-15.57%	Apr 26, 2024	165	Dec 19, 2024	63	Mar 25, 2025	228
-13.85%	Feb 15, 2023	22	Mar 17, 2023	116	Sep 1, 2023	138

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 7 assets, with an effective number of assets of 6.45, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	TTE	EQNR	CVX	XOM	E	SHEL	BP	Portfolio
Benchmark	1.00	0.20	0.32	0.39	0.37	0.40	0.38	0.36	0.40
TTE	0.20	1.00	0.40	0.36	0.36	0.45	0.44	0.45	0.56
EQNR	0.32	0.40	1.00	0.67	0.68	0.70	0.72	0.73	0.82
CVX	0.39	0.36	0.67	1.00	0.85	0.66	0.72	0.73	0.88
XOM	0.37	0.36	0.68	0.85	1.00	0.67	0.72	0.73	0.88
E	0.40	0.45	0.70	0.66	0.67	1.00	0.79	0.77	0.83
SHEL	0.38	0.44	0.72	0.72	0.72	0.79	1.00	0.86	0.88
BP	0.36	0.45	0.73	0.73	0.73	0.77	0.86	1.00	0.90
Portfolio	0.40	0.56	0.82	0.88	0.88	0.83	0.88	0.90	1.00

The correlation results are calculated based on daily price changes starting from May 17, 2018

Oil & Gas

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table