Amex Oil Index (^XOI)
Share Price Chart
Loading data...
Compare to other instruments
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.
Returns By Period
Amex Oil Index had a return of -8.57% year-to-date (YTD) and -9.47% in the last 12 months. Over the past 10 years, Amex Oil Index had an annualized return of 2.14%, while the S&P 500 had an annualized return of 11.06%, indicating that Amex Oil Index did not perform as well as the benchmark.
^XOI
-8.57%
-13.10%
-14.55%
-9.47%
6.28%
2.14%
^GSPC (Benchmark)
24.34%
0.23%
8.53%
24.95%
13.01%
11.06%
Monthly Returns
The table below presents the monthly returns of ^XOI, 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 | 0.54% | 3.60% | 10.80% | -1.47% | -1.22% | -2.23% | 1.43% | -3.15% | -6.44% | -1.67% | 4.70% | -8.57% | |
| 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 | 17.75% | 5.67% | 7.54% | -1.84% | 15.81% | -16.63% | 6.69% | 3.52% | -8.76% | 22.24% | 2.03% | -4.72% | 51.87% |
| 2021 | 2.54% | 21.12% | 2.36% | 1.23% | 6.15% | 5.18% | -10.58% | -1.92% | 10.47% | 8.48% | -6.04% | 4.66% | 48.50% |
| 2020 | -12.23% | -14.60% | -34.66% | 25.62% | 0.94% | -0.61% | -5.44% | -2.87% | -15.55% | -7.16% | 32.19% | 6.16% | -37.63% |
| 2019 | 10.78% | 0.40% | 0.99% | 1.98% | -11.81% | 8.87% | -1.27% | -7.37% | 3.69% | 0.75% | -1.33% | 5.74% | 9.62% |
| 2018 | 5.29% | -9.31% | -15.50% | 36.61% | 3.85% | -0.84% | 3.15% | -3.69% | 3.30% | -12.61% | -4.16% | -11.05% | -13.21% |
| 2017 | -2.76% | -2.86% | -1.29% | -2.13% | -3.08% | -0.85% | 3.64% | -4.18% | 10.15% | 1.60% | 2.80% | 5.15% | 5.33% |
| 2016 | -5.65% | -3.06% | 9.29% | 8.21% | -3.87% | 2.70% | -2.57% | 0.88% | 2.37% | -0.70% | 6.58% | 3.95% | 18.20% |
| 2015 | -3.27% | 5.55% | -3.32% | 7.25% | -6.11% | -2.71% | -7.07% | -5.61% | -7.45% | 13.01% | -0.43% | -9.93% | -20.43% |
| 2014 | -6.37% | 4.79% | 2.32% | 6.74% | 1.03% | 3.36% | -2.37% | 2.88% | -8.12% | -4.31% | -10.05% | 0.92% | -10.31% |
| 2013 | 8.93% | -2.21% | -19.75% | 28.74% | 1.31% | -3.96% | 4.94% | -1.95% | 2.26% | 4.62% | 0.78% | 1.90% | 21.04% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^XOI is 5, meaning it’s performing worse than 95% of other indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Amex Oil Index (^XOI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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 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 554 trading sessions.
The current Amex Oil Index drawdown is 24.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -72.79% | Jun 24, 2014 | 1459 | Mar 18, 2020 | 554 | May 25, 2022 | 2013 |
| -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 current Amex Oil Index volatility is 5.35%, 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.