DVN vs. XLE
Compare and contrast key facts about Devon Energy Corporation (DVN) 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
DVN vs. XLE - Performance Comparison
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DVN vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DVN Devon Energy Corporation | 38.09% | 15.03% | -25.21% | -23.08% | 50.86% | 199.88% | -35.34% | 16.81% | -45.09% | -8.74% |
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
The year-to-date returns for both stocks are quite close, with DVN having a 38.09% return and XLE slightly lower at 37.91%. Over the past 10 years, DVN has underperformed XLE with an annualized return of 10.43%, while XLE has yielded a comparatively higher 11.65% annualized return.
DVN
- 1D
- -2.33%
- 1M
- 16.20%
- YTD
- 38.09%
- 6M
- 45.20%
- 1Y
- 38.03%
- 3Y*
- 2.94%
- 5Y*
- 22.40%
- 10Y*
- 10.43%
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
DVN vs. XLE — Risk / Return Rank
DVN
XLE
DVN vs. XLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Devon Energy Corporation (DVN) 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.
| DVN | XLE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 1.42 | -0.51 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.84 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.28 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.96 | -0.58 |
Martin ratioReturn relative to average drawdown | 3.75 | 5.16 | -1.41 |
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
| DVN | XLE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.42 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.93 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.40 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.32 | -0.10 |
Correlation
The correlation between DVN and XLE is 0.81, 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
DVN vs. XLE - Dividend Comparison
DVN's dividend yield for the trailing twelve months is around 1.91%, less than XLE's 2.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVN Devon Energy Corporation | 1.91% | 2.62% | 4.43% | 4.55% | 8.41% | 5.24% | 4.30% | 1.35% | 1.33% | 0.58% | 0.92% | 3.00% |
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
DVN vs. XLE - Drawdown Comparison
The maximum DVN drawdown since its inception was -94.93%, which is greater than XLE's maximum drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for DVN and XLE.
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Drawdown Indicators
| DVN | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.93% | -71.26% | -23.67% |
Max Drawdown (1Y)Largest decline over 1 year | -29.32% | -18.79% | -10.53% |
Max Drawdown (5Y)Largest decline over 5 years | -61.45% | -26.04% | -35.41% |
Max Drawdown (10Y)Largest decline over 10 years | -88.51% | -66.81% | -21.70% |
Current DrawdownCurrent decline from peak | -35.61% | -2.08% | -33.53% |
Average DrawdownAverage peak-to-trough decline | -35.91% | -18.05% | -17.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.78% | 7.14% | +3.64% |
Volatility
DVN vs. XLE - Volatility Comparison
Devon Energy Corporation (DVN) has a higher volatility of 8.08% compared to State Street Energy Select Sector SPDR ETF (XLE) at 5.05%. This indicates that DVN'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
| DVN | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.08% | 5.05% | +3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 22.26% | 13.94% | +8.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.67% | 24.93% | +16.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.74% | 26.06% | +15.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.76% | 29.48% | +20.28% |