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EGY vs. COP
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

EGY vs. COP - Performance Comparison

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

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EGY vs. COP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EGY
VAALCO Energy, Inc.
76.35%-10.77%1.96%4.34%45.42%81.36%-20.27%51.02%110.90%-32.98%
COP
ConocoPhillips Company
42.11%-2.34%-12.02%1.98%71.69%86.60%-36.04%6.63%15.63%11.95%

Fundamentals

Market Cap

EGY:

$661.00M

COP:

$162.88B

EPS

EGY:

-$0.40

COP:

$6.39

PS Ratio

EGY:

2.20

COP:

2.76

PB Ratio

EGY:

1.49

COP:

2.53

Total Revenue (TTM)

EGY:

$300.11M

COP:

$59.65B

Gross Profit (TTM)

EGY:

$94.58M

COP:

$17.61B

EBITDA (TTM)

EGY:

$87.56M

COP:

$25.38B

Returns By Period

In the year-to-date period, EGY achieves a 76.35% return, which is significantly higher than COP's 42.11% return. Over the past 10 years, EGY has outperformed COP with an annualized return of 24.69%, while COP has yielded a comparatively lower 16.28% annualized return.


EGY

1D
-2.91%
1M
23.11%
YTD
76.35%
6M
62.54%
1Y
80.09%
3Y*
18.40%
5Y*
27.38%
10Y*
24.69%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

EGY vs. COP — Risk / Return Rank

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

EGY
EGY Risk / Return Rank: 8585
Overall Rank
EGY Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
EGY Sortino Ratio Rank: 8484
Sortino Ratio Rank
EGY Omega Ratio Rank: 8080
Omega Ratio Rank
EGY Calmar Ratio Rank: 9090
Calmar Ratio Rank
EGY Martin Ratio Rank: 8686
Martin Ratio Rank

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
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.

EGY vs. COP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VAALCO Energy, Inc. (EGY) and ConocoPhillips Company (COP). 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.


EGYCOPDifference

Sharpe ratio

Return per unit of total volatility

1.72

0.88

+0.84

Sortino ratio

Return per unit of downside risk

2.29

1.32

+0.97

Omega ratio

Gain probability vs. loss probability

1.28

1.18

+0.10

Calmar ratio

Return relative to maximum drawdown

3.84

1.51

+2.33

Martin ratio

Return relative to average drawdown

8.12

2.91

+5.21

EGY vs. COP - Sharpe Ratio Comparison

The current EGY Sharpe Ratio is 1.72, which is higher than the COP Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of EGY and COP, 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


EGYCOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

0.88

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.74

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.43

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.23

-0.24

Correlation

The correlation between EGY and COP 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.


Dividends

EGY vs. COP - Dividend Comparison

EGY's dividend yield for the trailing twelve months is around 3.94%, more than COP's 2.45% yield.


TTM20252024202320222021202020192018201720162015
EGY
VAALCO Energy, Inc.
3.94%6.87%5.72%5.57%2.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

EGY vs. COP - Drawdown Comparison

The maximum EGY drawdown since its inception was -99.09%, which is greater than COP's maximum drawdown of -84.55%. Use the drawdown chart below to compare losses from any high point for EGY and COP.


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Drawdown Indicators


EGYCOPDifference

Max Drawdown

Largest peak-to-trough decline

-99.09%

-84.55%

-14.54%

Max Drawdown (1Y)

Largest decline over 1 year

-20.22%

-22.09%

+1.87%

Max Drawdown (5Y)

Largest decline over 5 years

-58.85%

-36.19%

-22.66%

Max Drawdown (10Y)

Largest decline over 10 years

-78.20%

-70.66%

-7.54%

Current Drawdown

Current decline from peak

-49.18%

-1.35%

-47.83%

Average Drawdown

Average peak-to-trough decline

-76.54%

-25.55%

-50.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.57%

11.45%

-1.88%

Volatility

EGY vs. COP - Volatility Comparison

VAALCO Energy, Inc. (EGY) has a higher volatility of 12.81% compared to ConocoPhillips Company (COP) at 6.82%. This indicates that EGY's price experiences larger fluctuations and is considered to be riskier than COP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EGYCOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.81%

6.82%

+5.99%

Volatility (6M)

Calculated over the trailing 6-month period

31.17%

20.55%

+10.62%

Volatility (1Y)

Calculated over the trailing 1-year period

46.82%

34.39%

+12.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.83%

32.78%

+24.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.84%

37.68%

+28.16%

Financials

EGY vs. COP - Financials Comparison

This section allows you to compare key financial metrics between VAALCO Energy, Inc. and ConocoPhillips Company. 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


0.005.00B10.00B15.00B20.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
14.19B
(EGY) Total Revenue
(COP) Total Revenue
Values in USD except per share items