BZ=F vs. XOM
Compare and contrast key facts about Crude Oil Brent (BZ=F) and Exxon Mobil Corporation (XOM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BZ=F or XOM.
Key characteristics
BZ=F | XOM | |
---|---|---|
YTD Return | 8.97% | 17.34% |
1Y Return | 16.07% | 11.55% |
3Y Return (Ann) | 7.16% | 30.87% |
5Y Return (Ann) | 3.33% | 14.13% |
10Y Return (Ann) | -2.39% | 5.71% |
Sharpe Ratio | 0.37 | 0.44 |
Daily Std Dev | 27.13% | 21.04% |
Max Drawdown | -86.77% | -62.40% |
Current Drawdown | -42.53% | -4.88% |
Correlation
The correlation between BZ=F and XOM is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
BZ=F vs. XOM - Performance Comparison
In the year-to-date period, BZ=F achieves a 8.97% return, which is significantly lower than XOM's 17.34% return. Over the past 10 years, BZ=F has underperformed XOM with an annualized return of -2.39%, while XOM has yielded a comparatively higher 5.71% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
BZ=F vs. XOM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Crude Oil Brent (BZ=F) 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.
Drawdowns
BZ=F vs. XOM - Drawdown Comparison
The maximum BZ=F drawdown since its inception was -86.77%, which is greater than XOM's maximum drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for BZ=F and XOM. For additional features, visit the drawdowns tool.
Volatility
BZ=F vs. XOM - Volatility Comparison
Crude Oil Brent (BZ=F) has a higher volatility of 6.81% compared to Exxon Mobil Corporation (XOM) at 4.54%. This indicates that BZ=F'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.