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BP vs. XOM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BP and XOM is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

BP vs. XOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BP p.l.c. (BP) and Exxon Mobil Corporation (XOM). The values are adjusted to include any dividend payments, if applicable.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,100.07%
3,992.60%
BP
XOM

Key characteristics

Sharpe Ratio

BP:

-0.66

XOM:

0.43

Sortino Ratio

BP:

-0.79

XOM:

0.73

Omega Ratio

BP:

0.90

XOM:

1.09

Calmar Ratio

BP:

-0.54

XOM:

0.44

Martin Ratio

BP:

-1.13

XOM:

1.79

Ulcer Index

BP:

12.56%

XOM:

4.63%

Daily Std Dev

BP:

21.47%

XOM:

19.32%

Max Drawdown

BP:

-69.44%

XOM:

-62.40%

Current Drawdown

BP:

-25.24%

XOM:

-14.42%

Fundamentals

Market Cap

BP:

$78.87B

XOM:

$474.71B

EPS

BP:

$1.00

XOM:

$8.03

PE Ratio

BP:

29.08

XOM:

13.45

PEG Ratio

BP:

13.74

XOM:

5.51

Total Revenue (TTM)

BP:

$190.73B

XOM:

$342.95B

Gross Profit (TTM)

BP:

$30.79B

XOM:

$85.46B

EBITDA (TTM)

BP:

$22.05B

XOM:

$75.25B

Returns By Period

In the year-to-date period, BP achieves a -14.89% return, which is significantly lower than XOM's 10.07% return. Over the past 10 years, BP has underperformed XOM with an annualized return of 2.68%, while XOM has yielded a comparatively higher 5.81% annualized return.


BP

YTD

-14.89%

1M

-2.99%

6M

-16.87%

1Y

-14.89%

5Y*

-0.27%

10Y*

2.68%

XOM

YTD

10.07%

1M

-11.55%

6M

-1.12%

1Y

6.86%

5Y*

14.22%

10Y*

5.81%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BP vs. XOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BP p.l.c. (BP) 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.


Sharpe ratio
The chart of Sharpe ratio for BP, currently valued at -0.66, compared to the broader market-4.00-2.000.002.00-0.660.43
The chart of Sortino ratio for BP, currently valued at -0.79, compared to the broader market-4.00-2.000.002.004.00-0.790.73
The chart of Omega ratio for BP, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.09
The chart of Calmar ratio for BP, currently valued at -0.54, compared to the broader market0.002.004.006.00-0.540.44
The chart of Martin ratio for BP, currently valued at -1.13, compared to the broader market0.0010.0020.00-1.131.79
BP
XOM

The current BP Sharpe Ratio is -0.66, which is lower than the XOM Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of BP and XOM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.66
0.43
BP
XOM

Dividends

BP vs. XOM - Dividend Comparison

BP's dividend yield for the trailing twelve months is around 6.40%, more than XOM's 3.61% yield.


TTM20232022202120202019201820172016201520142013
BP
BP p.l.c.
6.40%4.71%3.94%4.83%9.21%6.51%6.36%5.66%6.37%7.63%6.14%4.51%
XOM
Exxon Mobil Corporation
3.61%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%

Drawdowns

BP vs. XOM - Drawdown Comparison

The maximum BP drawdown since its inception was -69.44%, which is greater than XOM's maximum drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for BP and XOM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.24%
-14.42%
BP
XOM

Volatility

BP vs. XOM - Volatility Comparison

BP p.l.c. (BP) has a higher volatility of 7.56% compared to Exxon Mobil Corporation (XOM) at 4.85%. This indicates that BP's price experiences larger fluctuations and is considered to be riskier than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
7.56%
4.85%
BP
XOM

Financials

BP vs. XOM - Financials Comparison

This section allows you to compare key financial metrics between BP p.l.c. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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