BF-B vs. XOM
BF-B (Brown-Forman Corporation) and XOM (Exxon Mobil Corporation) are both stocks. BF-B operates in Beverages - Wineries & Distilleries (Consumer Defensive), while XOM operates in Oil & Gas Integrated (Energy). Over the past 10 years, BF-B returned -2.17%/yr vs 10.04%/yr for XOM. At a 0.31 correlation, their price movements are largely independent.
Performance
BF-B vs. XOM - Performance Comparison
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Returns By Period
In the year-to-date period, BF-B achieves a 2.39% return, which is significantly lower than XOM's 27.80% return. Over the past 10 years, BF-B has underperformed XOM with an annualized return of -2.17%, while XOM has yielded a comparatively higher 10.04% annualized return.
BF-B
- 1D
- 1.07%
- 1M
- -4.48%
- YTD
- 2.39%
- 6M
- -11.50%
- 1Y
- -2.80%
- 3Y*
- -24.03%
- 5Y*
- -17.21%
- 10Y*
- -2.17%
XOM
- 1D
- 1.22%
- 1M
- 5.68%
- YTD
- 27.80%
- 6M
- 32.61%
- 1Y
- 50.17%
- 3Y*
- 16.03%
- 5Y*
- 23.83%
- 10Y*
- 10.04%
BF-B vs. XOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BF-B Brown-Forman Corporation | 2.39% | -29.29% | -32.23% | -11.91% | -8.86% | -6.07% | 18.67% | 43.78% | -10.98% | 55.01% |
XOM Exxon Mobil Corporation | 27.80% | 15.98% | 11.26% | -6.26% | 87.41% | 57.58% | -36.21% | 7.23% | -15.09% | -3.81% |
Correlation
The correlation between BF-B and XOM is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 1984 | 0.31 |
Over the past year, the correlation between BF-B and XOM has dropped to 0.07 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
Fundamentals
BF-B:
$1.71
XOM:
$5.93
BF-B:
15.49
XOM:
25.60
BF-B:
19.25
XOM:
1.19
BF-B:
3.20
XOM:
1.99
BF-B:
$3.91B
XOM:
$326.01B
BF-B:
$2.32B
XOM:
$83.11B
BF-B:
$1.19B
XOM:
$60.44B
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Return for Risk
BF-B vs. XOM — Risk / Return Rank
BF-B
XOM
BF-B vs. XOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown-Forman Corporation (BF-B) and Exxon Mobil Corporation (XOM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| BF-B | XOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.14 | ||
| Sortino ratioReturn per unit of downside risk | -2.46 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.34 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 3.21 | -3.32 |
| Martin ratioReturn relative to average drawdown | -0.25 | 8.97 | -9.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BF-B | XOM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | 2.07 | -2.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.58 | 0.90 | -1.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | 0.36 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.48 | +0.01 |
Drawdowns
BF-B vs. XOM - Drawdown Comparison
The maximum BF-B drawdown since its inception was -68.96%, which is greater than XOM's maximum drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for BF-B and XOM.
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Drawdown Indicators
| BF-B | XOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.96% | -62.40% | -6.56% |
Max Drawdown (1Y)Largest decline over 1 year | -25.48% | -15.69% | -9.79% |
Max Drawdown (3Y)Largest decline over 3 years | -65.65% | -18.92% | -46.73% |
Max Drawdown (5Y)Largest decline over 5 years | -68.31% | -20.51% | -47.80% |
Max Drawdown (10Y)Largest decline over 10 years | -68.96% | -61.34% | -7.62% |
Current DrawdownCurrent decline from peak | -64.00% | -10.90% | -53.10% |
Average DrawdownAverage peak-to-trough decline | -11.60% | -10.20% | -1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.09% | 5.61% | +5.48% |
Volatility
BF-B vs. XOM - Volatility Comparison
The current volatility for Brown-Forman Corporation (BF-B) is 7.86%, while Exxon Mobil Corporation (XOM) has a volatility of 9.20%. This indicates that BF-B experiences smaller price fluctuations and is considered to be less risky than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BF-B | XOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.86% | 9.20% | -1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 31.44% | 20.29% | +11.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.33% | 24.44% | +13.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.94% | 26.73% | +3.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.02% | 28.19% | -0.17% |
Dividends
BF-B vs. XOM - Dividend Comparison
BF-B's dividend yield for the trailing twelve months is around 3.46%, more than XOM's 2.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BF-B Brown-Forman Corporation | 3.46% | 3.49% | 2.32% | 1.46% | 1.17% | 2.37% | 0.88% | 0.99% | 3.10% | 1.09% | 1.54% | 1.29% |
XOM Exxon Mobil Corporation | 2.69% | 3.32% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% |
Financials
BF-B vs. XOM - Financials Comparison
This section allows you to compare key financial metrics between Brown-Forman Corporation and Exxon Mobil Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
BF-B vs. XOM - Profitability Comparison
BF-B - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brown-Forman Corporation reported a gross profit of 640.00M and revenue of 1.06B. Therefore, the gross margin over that period was 60.6%.
XOM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Exxon Mobil Corporation reported a gross profit of 31.36B and revenue of 83.16B. Therefore, the gross margin over that period was 37.7%.
BF-B - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brown-Forman Corporation reported an operating income of 343.00M and revenue of 1.06B, resulting in an operating margin of 32.5%.
XOM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Exxon Mobil Corporation reported an operating income of 5.29B and revenue of 83.16B, resulting in an operating margin of 6.4%.
BF-B - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brown-Forman Corporation reported a net income of 267.00M and revenue of 1.06B, resulting in a net margin of 25.3%.
XOM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Exxon Mobil Corporation reported a net income of 4.18B and revenue of 83.16B, resulting in a net margin of 5.0%.
Frequently Asked Questions
BF-B and XOM have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XOM has higher volatility (9.20%) compared to BF-B (7.86%). In terms of maximum drawdown, BF-B dropped -68.96% vs XOM's -62.40%.
XOM currently has the higher Sharpe Ratio (2.07 vs -0.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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