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COP vs. XLE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COP vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ConocoPhillips Company (COP) and State Street Energy Select Sector SPDR ETF (XLE). The values are adjusted to include any dividend payments, if applicable.

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COP vs. XLE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COP
ConocoPhillips Company
42.11%-2.34%-12.02%1.98%71.69%86.60%-36.04%6.63%15.63%11.95%
XLE
State Street Energy Select Sector SPDR ETF
37.91%7.88%5.56%-0.63%64.32%53.28%-32.67%11.74%-18.22%-0.89%

Returns By Period

In the year-to-date period, COP achieves a 42.11% return, which is significantly higher than XLE's 37.91% return. Over the past 10 years, COP has outperformed XLE with an annualized return of 16.28%, while XLE has yielded a comparatively lower 11.65% annualized return.


COP

1D
-0.67%
1M
16.34%
YTD
42.11%
6M
41.94%
1Y
30.00%
3Y*
13.58%
5Y*
23.95%
10Y*
16.28%

XLE

1D
-1.13%
1M
10.27%
YTD
37.91%
6M
39.21%
1Y
35.32%
3Y*
17.71%
5Y*
23.99%
10Y*
11.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

COP vs. XLE — Risk / Return Rank

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

COP
COP Risk / Return Rank: 6868
Overall Rank
COP Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
COP Sortino Ratio Rank: 6565
Sortino Ratio Rank
COP Omega Ratio Rank: 6565
Omega Ratio Rank
COP Calmar Ratio Rank: 7272
Calmar Ratio Rank
COP Martin Ratio Rank: 6868
Martin Ratio Rank

XLE
XLE Risk / Return Rank: 7373
Overall Rank
XLE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XLE Sortino Ratio Rank: 7676
Sortino Ratio Rank
XLE Omega Ratio Rank: 7777
Omega Ratio Rank
XLE Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLE Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COP vs. XLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ConocoPhillips Company (COP) and State Street Energy Select Sector SPDR ETF (XLE). 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.


COPXLEDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.42

-0.55

Sortino ratio

Return per unit of downside risk

1.32

1.84

-0.51

Omega ratio

Gain probability vs. loss probability

1.18

1.28

-0.10

Calmar ratio

Return relative to maximum drawdown

1.51

1.96

-0.45

Martin ratio

Return relative to average drawdown

2.91

5.16

-2.25

COP vs. XLE - Sharpe Ratio Comparison

The current COP Sharpe Ratio is 0.88, which is lower than the XLE Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of COP and XLE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


COPXLEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.42

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.93

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.40

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.32

-0.08

Correlation

The correlation between COP and XLE is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

COP vs. XLE - Dividend Comparison

COP's dividend yield for the trailing twelve months is around 2.45%, which matches XLE's 2.44% yield.


TTM20252024202320222021202020192018201720162015
COP
ConocoPhillips Company
2.45%3.40%3.35%3.37%4.23%2.70%4.23%2.05%1.86%1.93%1.99%6.30%
XLE
State Street Energy Select Sector SPDR ETF
2.44%3.28%3.36%3.55%3.68%4.21%5.62%6.72%3.54%3.03%2.26%3.39%

Drawdowns

COP vs. XLE - Drawdown Comparison

The maximum COP drawdown since its inception was -84.55%, which is greater than XLE's maximum drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for COP and XLE.


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Drawdown Indicators


COPXLEDifference

Max Drawdown

Largest peak-to-trough decline

-84.55%

-71.26%

-13.29%

Max Drawdown (1Y)

Largest decline over 1 year

-22.09%

-18.79%

-3.30%

Max Drawdown (5Y)

Largest decline over 5 years

-36.19%

-26.04%

-10.15%

Max Drawdown (10Y)

Largest decline over 10 years

-70.66%

-66.81%

-3.85%

Current Drawdown

Current decline from peak

-1.35%

-2.08%

+0.73%

Average Drawdown

Average peak-to-trough decline

-25.55%

-18.05%

-7.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.45%

7.14%

+4.31%

Volatility

COP vs. XLE - Volatility Comparison

ConocoPhillips Company (COP) has a higher volatility of 6.82% compared to State Street Energy Select Sector SPDR ETF (XLE) at 5.05%. This indicates that COP's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COPXLEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.82%

5.05%

+1.77%

Volatility (6M)

Calculated over the trailing 6-month period

20.55%

13.94%

+6.61%

Volatility (1Y)

Calculated over the trailing 1-year period

34.39%

24.93%

+9.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.78%

26.06%

+6.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.68%

29.48%

+8.20%