Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Amex Oil Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading graphics...
Returns By Period
Amex Oil Index (^XOI) has returned 42.86% so far this year and 39.21% over the past 12 months. Over the last ten years, ^XOI has returned 9.63% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Amex Oil Index
- 1D
- -1.22%
- 1M
- 17.63%
- YTD
- 42.86%
- 6M
- 39.18%
- 1Y
- 39.21%
- 3Y*
- 15.27%
- 5Y*
- 20.58%
- 10Y*
- 9.63%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Oct 25, 1984, ^XOI's average daily return is +0.07%, while the average monthly return is +0.86%. At this rate, your investment would double in approximately 6.7 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% | 42.86% | |||||||||
| 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 30.50%, 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 164.59% 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
- 30.50%
- Beta
- 0.90
- R²
- 0.19
- Upside Capture
- 164.59%
- Downside Capture
- 51.16%
Return for Risk
Risk / Return Rank
^XOI ranks 75 for risk / return — better than 75% 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 a chosen benchmark (S&P 500 Index).
| ^XOI | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 0.90 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.58 | 1.39 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.21 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | 1.40 | +0.47 |
Martin ratioReturn relative to average drawdown | 5.74 | 6.61 | -0.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^XOI risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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.
Loading graphics...
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 1.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -72.79% | Jun 24, 2014 | 1460 | Mar 18, 2020 | 558 | May 25, 2022 | 2018 |
| -61.2% | May 21, 2008 | 286 | Jul 3, 2009 | 1258 | May 7, 2014 | 1544 |
| -45.93% | Dec 31, 2007 | 57 | Mar 21, 2008 | 40 | May 16, 2008 | 97 |
| -33.81% | May 21, 2001 | 479 | Apr 18, 2003 | 219 | Mar 1, 2004 | 698 |
| -33.44% | Aug 4, 1987 | 54 | Oct 19, 1987 | 468 | Aug 24, 1989 | 522 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...