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Performance
^XOI Performance Chart
Amex Oil Index (^XOI) is up 38.8% since the beginning of the year. ^XOI is currently trading at $2,577 per share. Investors who bought $1,000 worth of ^XOI shares 5 years ago would now be looking at an investment worth $2,252.
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Returns By Period
Amex Oil Index (^XOI) has returned 38.77% so far this year and 48.15% over the past 12 months. Over the last ten years, ^XOI has returned 8.76% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
Amex Oil Index
- 1D
- 1.25%
- 1M
- -2.40%
- YTD
- 38.77%
- 6M
- 32.53%
- 1Y
- 48.15%
- 3Y*
- 16.18%
- 5Y*
- 17.63%
- 10Y*
- 8.76%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.68%
- YTD
- 11.16%
- 6M
- 11.10%
- 1Y
- 27.46%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
^XOI Monthly Returns History
Based on dividend-adjusted daily data since Oct 25, 1984, ^XOI's average daily return is +0.06%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 years.
Historically, 57% of months were positive and 43% were negative. The best month was Apr 2018 with a return of +36.6%, while the worst month was Mar 2020 at -34.7%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^XOI closed higher 52% of trading days. The best single day was Mar 24, 2008 with a return of +57.0%, while the worst single day was Jul 4, 2008 at -36.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 11.19% | 9.23% | 17.63% | -1.11% | -5.78% | 4.25% | 38.77% | ||||||
| 2025 | 2.98% | 2.16% | 2.70% | -14.70% | 4.11% | 5.07% | 3.99% | 4.33% | -1.18% | -1.45% | 2.03% | -3.11% | 5.29% |
| 2024 | 0.54% | 3.60% | 10.80% | -1.47% | -1.22% | -2.23% | 1.43% | -3.15% | -6.44% | -1.67% | 4.70% | -8.87% | -5.31% |
| 2023 | 4.13% | -6.66% | -0.30% | 1.30% | -10.13% | 6.51% | 9.44% | 2.17% | 2.99% | -3.65% | -0.60% | 0.57% | 4.21% |
| 2022 | 17.62% | 5.67% | 7.54% | -1.84% | 15.81% | -16.63% | 6.69% | 3.52% | -8.76% | 22.24% | 2.03% | -4.72% | 51.69% |
| 2021 | 2.54% | 21.12% | 2.36% | 1.23% | 6.15% | 5.18% | -10.58% | -1.92% | 10.47% | 8.48% | -6.04% | 4.78% | 48.67% |
Benchmark Metrics
Amex Oil Index has an annualized alpha of 29.93%, beta of 0.90, and R2 of 0.19 versus S&P 500 Index. Calculated based on daily prices since October 26, 1984.
- This index captured 161.12% of S&P 500 Index gains but only 51.16% of its losses - a favorable profile for investors.
- R2 of 0.19 means this index moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 29.93%
- Beta
- 0.90
- R²
- 0.19
- Upside Capture
- 161.12%
- Downside Capture
- 51.16%
Return for Risk
Risk / Return Rank
^XOI ranks 62 for risk / return — better than 62% of indices on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Amex Oil Index (^XOI) and compare them to S&P 500 Index.
| ^XOI | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.55 | 2.39 | -0.84 |
Sortino ratioReturn per unit of downside risk | 2.09 | 3.25 | -1.16 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.43 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 3.14 | 3.11 | +0.03 |
Martin ratioReturn relative to average drawdown | 11.14 | 14.38 | -3.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 Amex Oil Index. 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 Amex Oil Index was 72.79%, occurring on Mar 18, 2020. Recovery took 558 trading sessions.
The current Amex Oil Index drawdown is 4.80%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -72.79%Mar 2020 | 5y 8mo | 2y 2mo | 7y 11moJun 2014 - May 2022 |
Financial crisis2007–2009 | -61.20%Jul 2009 | 1y 1mo | 4y 10mo | 5y 11moMay 2008 - May 2014 |
Financial crisis2007–2009 | -45.93%Mar 2008 | 2mo 21d | 1mo 26d | 4mo 17dDec 2007 - May 2008 |
2003 bear market2003 | -33.81%Apr 2003 | 1y 11mo | 10mo 18d | 2y 9moMay 2001 - Mar 2004 |
Black Monday1987 | -33.44%Oct 1987 | 2mo 16d | 1y 10mo | 2y 21dAug 1987 - Aug 1989 |
Drawdown Indicators
| ^XOI | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.79% | -56.78% | -16.01% |
Max Drawdown (1Y)Largest decline over 1 year | -16.12% | -9.10% | -7.02% |
Max Drawdown (3Y)Largest decline over 3 years | -32.99% | -18.90% | -14.09% |
Max Drawdown (5Y)Largest decline over 5 years | -32.99% | -25.43% | -7.56% |
Max Drawdown (10Y)Largest decline over 10 years | -70.65% | -33.92% | -36.73% |
Current DrawdownCurrent decline from peak | -4.80% | 0.00% | -4.80% |
Average DrawdownAverage peak-to-trough decline | -15.63% | -10.72% | -4.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.54% | 1.97% | +2.57% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with ^XOI
Add Amex Oil Index to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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