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Performance
^XOI Performance Chart
Amex Oil Index (^XOI) is up 29.0% since the beginning of the year. ^XOI is currently trading at $2,395 per share. Investors who bought $1,000 worth of ^XOI shares 5 years ago would now be looking at an investment worth $2,054.
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Returns By Period
Amex Oil Index (^XOI) has returned 28.98% so far this year and 31.93% over the past 12 months. Over the last ten years, ^XOI has returned 8.00% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.
Amex Oil Index
- 1D
- 0.30%
- 1M
- -7.07%
- YTD
- 28.98%
- 6M
- 29.76%
- 1Y
- 31.93%
- 3Y*
- 14.13%
- 5Y*
- 15.48%
- 10Y*
- 8.00%
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
^XOI Monthly Returns History
Based on dividend-adjusted daily data since Aug 26, 1983, ^XOI's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, an investment would double in approximately 7.2 years.
Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +32.2%, 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 Nov 9, 2020 with a return of +17.2%, while the worst single day was Mar 9, 2020 at -21.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 11.19% | 9.23% | 17.63% | -1.11% | -5.78% | -3.10% | 28.98% | ||||||
| 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 0.83%, beta of 0.90, and R2 of 0.43 versus S&P 500 Index. Calculated based on daily prices since August 26, 1983.
- This index participated in 84.00% of S&P 500 Index downside but only 77.89% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.43 means the benchmark explains less than half of this index's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 0.83%
- Beta
- 0.90
- R²
- 0.43
- Upside Capture
- 77.89%
- Downside Capture
- 84.00%
Return for Risk
Risk / Return Rank
^XOI ranks 47 for risk / return — on par with similar indices. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^XOI | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.32 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 2.46 | -0.03 |
| Martin ratioReturn relative to average drawdown | 6.65 | 10.92 | -4.26 |
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 552 trading sessions.
The current Amex Oil Index drawdown is 11.51%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -72.79%Mar 2020 | 5y 8mo | 2y 2mo | 7y 11moJun 2014 - May 2022 |
Financial crisis2007–2009 | -53.30%Nov 2008 | 6mo 3d | 5y 5mo | 5y 11moMay 2008 - May 2014 |
Black Monday1987 | -33.44%Oct 1987 | 2mo 16d | 1y 10mo | 2y 21dAug 1987 - Aug 1989 |
2025 selloff2025 | -32.99%Apr 2025 | 1y | 10mo 28d | 1y 10moApr 2024 - Mar 2026 |
2003 bear market2003 | -32.20%Feb 2003 | 1y 8mo | 1y 18d | 2y 9moMay 2001 - Mar 2004 |
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 | -13.22% | -9.10% | -4.12% |
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 | -11.51% | -3.21% | -8.30% |
Average DrawdownAverage peak-to-trough decline | -15.21% | -10.71% | -4.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.82% | 2.04% | +2.78% |
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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