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CPE vs. XLE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CPE and XLE is 0.35, 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

CPE vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Callon Petroleum Company (CPE) and Energy Select Sector SPDR Fund (XLE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


CPE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

XLE

YTD

-2.70%

1M

0.38%

6M

-11.74%

1Y

-6.51%

3Y*

1.36%

5Y*

21.15%

10Y*

4.58%

*Annualized

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Callon Petroleum Company

Energy Select Sector SPDR Fund

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CPE vs. XLE — Risk-Adjusted Performance Rank

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

CPE
The Risk-Adjusted Performance Rank of CPE is 5454
Overall Rank
The Sharpe Ratio Rank of CPE is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of CPE is 5353
Sortino Ratio Rank
The Omega Ratio Rank of CPE is 5151
Omega Ratio Rank
The Calmar Ratio Rank of CPE is 5353
Calmar Ratio Rank
The Martin Ratio Rank of CPE is 5656
Martin Ratio Rank

XLE
The Risk-Adjusted Performance Rank of XLE is 88
Overall Rank
The Sharpe Ratio Rank of XLE is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of XLE is 1010
Sortino Ratio Rank
The Omega Ratio Rank of XLE is 99
Omega Ratio Rank
The Calmar Ratio Rank of XLE is 44
Calmar Ratio Rank
The Martin Ratio Rank of XLE is 66
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.

CPE vs. XLE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Callon Petroleum Company (CPE) and Energy Select Sector SPDR Fund (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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CPE vs. XLE - Dividend Comparison

CPE has not paid dividends to shareholders, while XLE's dividend yield for the trailing twelve months is around 3.46%.


TTM20242023202220212020201920182017201620152014
CPE
Callon Petroleum Company
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLE
Energy Select Sector SPDR Fund
3.46%3.36%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%

Drawdowns

CPE vs. XLE - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CPE vs. XLE - Volatility Comparison


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