COP vs. XLE
Compare and contrast key facts about ConocoPhillips Company (COP) and State Street Energy Select Sector SPDR ETF (XLE).
XLE is a passively managed fund by State Street that tracks the performance of the Energy Select Sector Index. It was launched on Dec 16, 1998.
Performance
COP vs. XLE - Performance Comparison
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COP vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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Return for Risk
COP vs. XLE — Risk / Return Rank
COP
XLE
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.
| COP | XLE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.42 | -0.55 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.84 | -0.51 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.28 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.96 | -0.45 |
Martin ratioReturn relative to average drawdown | 2.91 | 5.16 | -2.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COP | XLE | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| COP | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.35% | -2.08% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -25.55% | -18.05% | -7.50% |
Ulcer IndexDepth 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
| COP | XLE | Difference | |
|---|---|---|---|
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% |