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COP vs. PSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between COP and PSX is 0.46, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

COP vs. PSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ConocoPhillips Company (COP) and Phillips 66 (PSX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
151.93%
388.38%
COP
PSX

Key characteristics

Sharpe Ratio

COP:

-0.86

PSX:

-0.95

Sortino Ratio

COP:

-1.09

PSX:

-1.25

Omega Ratio

COP:

0.85

PSX:

0.83

Calmar Ratio

COP:

-0.75

PSX:

-0.73

Martin Ratio

COP:

-1.50

PSX:

-1.79

Ulcer Index

COP:

18.33%

PSX:

18.03%

Daily Std Dev

COP:

32.03%

PSX:

34.06%

Max Drawdown

COP:

-70.66%

PSX:

-64.21%

Current Drawdown

COP:

-29.56%

PSX:

-37.72%

Fundamentals

Market Cap

COP:

$116.05B

PSX:

$42.65B

EPS

COP:

$7.81

PSX:

$5.00

PE Ratio

COP:

11.75

PSX:

20.94

PEG Ratio

COP:

8.24

PSX:

0.72

PS Ratio

COP:

2.06

PSX:

0.30

PB Ratio

COP:

1.75

PSX:

1.53

Total Revenue (TTM)

COP:

$41.43B

PSX:

$139.04B

Gross Profit (TTM)

COP:

$12.55B

PSX:

$38.15B

EBITDA (TTM)

COP:

$18.06B

PSX:

$5.90B

Returns By Period

In the year-to-date period, COP achieves a -6.76% return, which is significantly higher than PSX's -7.92% return. Both investments have delivered pretty close results over the past 10 years, with COP having a 6.37% annualized return and PSX not far behind at 6.31%.


COP

YTD

-6.76%

1M

-11.12%

6M

-10.95%

1Y

-27.71%

5Y*

25.00%

10Y*

6.37%

PSX

YTD

-7.92%

1M

-17.86%

6M

-17.42%

1Y

-31.59%

5Y*

16.24%

10Y*

6.31%

*Annualized

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Risk-Adjusted Performance

COP vs. PSX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COP
The Risk-Adjusted Performance Rank of COP is 99
Overall Rank
The Sharpe Ratio Rank of COP is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of COP is 1111
Sortino Ratio Rank
The Omega Ratio Rank of COP is 1111
Omega Ratio Rank
The Calmar Ratio Rank of COP is 77
Calmar Ratio Rank
The Martin Ratio Rank of COP is 88
Martin Ratio Rank

PSX
The Risk-Adjusted Performance Rank of PSX is 77
Overall Rank
The Sharpe Ratio Rank of PSX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of PSX is 99
Sortino Ratio Rank
The Omega Ratio Rank of PSX is 99
Omega Ratio Rank
The Calmar Ratio Rank of PSX is 88
Calmar Ratio Rank
The Martin Ratio Rank of PSX is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

COP vs. PSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ConocoPhillips Company (COP) and Phillips 66 (PSX). 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.


The chart of Sharpe ratio for COP, currently valued at -0.86, compared to the broader market-2.00-1.000.001.002.003.00
COP: -0.86
PSX: -0.95
The chart of Sortino ratio for COP, currently valued at -1.09, compared to the broader market-6.00-4.00-2.000.002.004.00
COP: -1.09
PSX: -1.25
The chart of Omega ratio for COP, currently valued at 0.85, compared to the broader market0.501.001.502.00
COP: 0.85
PSX: 0.83
The chart of Calmar ratio for COP, currently valued at -0.75, compared to the broader market0.001.002.003.004.005.00
COP: -0.75
PSX: -0.73
The chart of Martin ratio for COP, currently valued at -1.50, compared to the broader market-5.000.005.0010.0015.0020.00
COP: -1.50
PSX: -1.79

The current COP Sharpe Ratio is -0.86, which is comparable to the PSX Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of COP and PSX, 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.86
-0.95
COP
PSX

Dividends

COP vs. PSX - Dividend Comparison

COP's dividend yield for the trailing twelve months is around 2.97%, less than PSX's 4.42% yield.


TTM20242023202220212020201920182017201620152014
COP
ConocoPhillips Company
2.97%2.54%3.37%4.20%2.70%4.23%2.05%1.86%1.93%1.99%6.30%4.11%
PSX
Phillips 66
4.42%3.95%3.15%3.68%5.00%5.15%3.14%3.60%2.70%2.84%2.67%2.64%

Drawdowns

COP vs. PSX - Drawdown Comparison

The maximum COP drawdown since its inception was -70.66%, which is greater than PSX's maximum drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for COP and PSX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-29.56%
-37.72%
COP
PSX

Volatility

COP vs. PSX - Volatility Comparison

ConocoPhillips Company (COP) and Phillips 66 (PSX) have volatilities of 21.90% and 22.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.90%
22.39%
COP
PSX

Financials

COP vs. PSX - Financials Comparison

This section allows you to compare key financial metrics between ConocoPhillips Company and Phillips 66. 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