PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BSM vs. XOM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BSM and XOM is 0.47, 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.


-0.50.00.51.00.5

Performance

BSM vs. XOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Black Stone Minerals, L.P. (BSM) and Exxon Mobil Corporation (XOM). The values are adjusted to include any dividend payments, if applicable.

70.00%80.00%90.00%100.00%110.00%JulyAugustSeptemberOctoberNovemberDecember
76.96%
83.95%
BSM
XOM

Key characteristics

Sharpe Ratio

BSM:

-0.12

XOM:

0.43

Sortino Ratio

BSM:

-0.04

XOM:

0.74

Omega Ratio

BSM:

1.00

XOM:

1.09

Calmar Ratio

BSM:

-0.12

XOM:

0.44

Martin Ratio

BSM:

-0.38

XOM:

1.62

Ulcer Index

BSM:

5.19%

XOM:

5.14%

Daily Std Dev

BSM:

17.08%

XOM:

19.22%

Max Drawdown

BSM:

-75.58%

XOM:

-62.40%

Current Drawdown

BSM:

-12.19%

XOM:

-14.37%

Fundamentals

Market Cap

BSM:

$2.98B

XOM:

$467.99B

EPS

BSM:

$1.62

XOM:

$8.03

PE Ratio

BSM:

8.73

XOM:

13.26

PEG Ratio

BSM:

1.22

XOM:

5.43

Total Revenue (TTM)

BSM:

$394.47M

XOM:

$342.95B

Gross Profit (TTM)

BSM:

$279.63M

XOM:

$85.46B

EBITDA (TTM)

BSM:

$420.45M

XOM:

$75.25B

Returns By Period

In the year-to-date period, BSM achieves a -1.66% return, which is significantly lower than XOM's 10.13% return.


BSM

YTD

-1.66%

1M

-8.06%

6M

-5.03%

1Y

-0.91%

5Y*

12.02%

10Y*

N/A

XOM

YTD

10.13%

1M

-9.50%

6M

-5.99%

1Y

9.90%

5Y*

14.22%

10Y*

5.89%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BSM vs. XOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Black Stone Minerals, L.P. (BSM) 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 BSM, currently valued at -0.12, compared to the broader market-4.00-2.000.002.00-0.120.43
The chart of Sortino ratio for BSM, currently valued at -0.04, compared to the broader market-4.00-2.000.002.004.00-0.040.74
The chart of Omega ratio for BSM, currently valued at 0.99, compared to the broader market0.501.001.502.001.001.09
The chart of Calmar ratio for BSM, currently valued at -0.12, compared to the broader market0.002.004.006.00-0.120.44
The chart of Martin ratio for BSM, currently valued at -0.38, compared to the broader market0.005.0010.0015.0020.0025.00-0.381.62
BSM
XOM

The current BSM Sharpe Ratio is -0.12, which is lower than the XOM Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of BSM 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.12
0.43
BSM
XOM

Dividends

BSM vs. XOM - Dividend Comparison

BSM's dividend yield for the trailing twelve months is around 11.31%, more than XOM's 3.61% yield.


TTM20232022202120202019201820172016201520142013
BSM
Black Stone Minerals, L.P.
11.31%11.90%9.13%8.23%10.18%11.64%8.62%6.70%5.87%2.95%0.00%0.00%
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

BSM vs. XOM - Drawdown Comparison

The maximum BSM drawdown since its inception was -75.58%, which is greater than XOM's maximum drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for BSM and XOM. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.19%
-14.37%
BSM
XOM

Volatility

BSM vs. XOM - Volatility Comparison

Black Stone Minerals, L.P. (BSM) has a higher volatility of 5.29% compared to Exxon Mobil Corporation (XOM) at 3.93%. This indicates that BSM'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.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.29%
3.93%
BSM
XOM

Financials

BSM vs. XOM - Financials Comparison

This section allows you to compare key financial metrics between Black Stone Minerals, L.P. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab