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

Performance

EOG vs. COP - Performance Comparison

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

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Returns By Period

In the year-to-date period, EOG achieves a 28.69% return, which is significantly higher than COP's 18.98% return. Over the past 10 years, EOG has underperformed COP with an annualized return of 8.45%, while COP has yielded a comparatively higher 13.23% annualized return.


EOG

1D
2.19%
1M
-5.94%
YTD
28.69%
6M
30.67%
1Y
9.77%
3Y*
11.39%
5Y*
14.68%
10Y*
8.45%

COP

1D
1.82%
1M
-8.93%
YTD
18.98%
6M
19.36%
1Y
19.69%
3Y*
6.42%
5Y*
16.67%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EOG vs. COP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EOG
EOG Resources, Inc.
28.69%-11.37%4.30%-2.03%56.88%88.62%-38.64%-2.82%-18.66%7.47%
COP
ConocoPhillips Company
18.98%-2.34%-12.02%1.98%71.69%86.60%-36.04%6.63%15.63%11.95%

Correlation

The correlation between EOG and COP is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.84

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (10Y)
Calculated over the trailing 10-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Oct 4, 1989

0.60

Over the past year, EOG and COP have become more correlated (0.84) than their long-term average of 0.60, meaning their price movements have been converging.

Fundamentals

Market Cap

EOG:

$71.06B

COP:

$134.38B

EPS

EOG:

$10.16

COP:

$5.90

PE Ratio

EOG:

13.07

COP:

18.60

PEG Ratio

EOG:

1.66

COP:

1.07

PS Ratio

EOG:

3.06

COP:

2.34

PB Ratio

EOG:

2.30

COP:

2.08

Total Revenue (TTM)

EOG:

$23.48B

COP:

$58.31B

Gross Profit (TTM)

EOG:

$11.38B

COP:

$17.02B

EBITDA (TTM)

EOG:

$14.73B

COP:

$22.44B

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Return for Risk

EOG vs. COP — Risk / Return Rank

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

EOG
EOG Risk / Return Rank: 5252
Overall Rank
EOG Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
EOG Sortino Ratio Rank: 4848
Sortino Ratio Rank
EOG Omega Ratio Rank: 4646
Omega Ratio Rank
EOG Calmar Ratio Rank: 5555
Calmar Ratio Rank
EOG Martin Ratio Rank: 5353
Martin Ratio Rank

COP
COP Risk / Return Rank: 6161
Overall Rank
COP Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
COP Sortino Ratio Rank: 5858
Sortino Ratio Rank
COP Omega Ratio Rank: 5454
Omega Ratio Rank
COP Calmar Ratio Rank: 6464
Calmar Ratio Rank
COP Martin Ratio Rank: 6767
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.

EOG vs. COP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EOG Resources, Inc. (EOG) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EOGCOPDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.08

1.13

-0.04

Calmar ratioReturn relative to maximum drawdown

0.53

1.05

-0.52

Martin ratioReturn relative to average drawdown

1.02

2.79

-1.77

EOG vs. COP - Sharpe Ratio Comparison

The current EOG Sharpe Ratio is 0.37, which is lower than the COP Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of EOG and COP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EOG vs. COP - Drawdown Comparison

The maximum EOG drawdown since its inception was -77.13%, smaller than the maximum COP drawdown of -84.55%. Use the drawdown chart below to compare losses from any high point for EOG and COP.


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Drawdown Indicators


EOGCOPDifference

Max Drawdown

Largest peak-to-trough decline

-77.13%

-84.55%

+7.42%

Max Drawdown (1Y)

Largest decline over 1 year

-18.51%

-18.88%

+0.37%

Max Drawdown (3Y)

Largest decline over 3 years

-23.72%

-36.19%

+12.47%

Max Drawdown (5Y)

Largest decline over 5 years

-33.42%

-36.19%

+2.77%

Max Drawdown (10Y)

Largest decline over 10 years

-77.13%

-70.66%

-6.47%

Current Drawdown

Current decline from peak

-10.69%

-17.40%

+6.71%

Average Drawdown

Average peak-to-trough decline

-21.96%

-25.48%

+3.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.68%

7.11%

+2.57%

Volatility

EOG vs. COP - Volatility Comparison

EOG Resources, Inc. (EOG) and ConocoPhillips Company (COP) have volatilities of 8.94% and 9.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EOGCOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.94%

9.15%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

20.84%

22.91%

-2.07%

Volatility (1Y)

Calculated over the trailing 1-year period

26.27%

29.65%

-3.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.82%

32.77%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.15%

37.66%

+1.49%

Dividends

EOG vs. COP - Dividend Comparison

EOG's dividend yield for the trailing twelve months is around 3.04%, which matches COP's 3.01% yield.


PositionTTM20252024202320222021202020192018201720162015
COP
ConocoPhillips Company
3.01%3.40%3.35%3.37%4.23%2.70%4.23%2.05%1.86%1.93%1.99%6.30%
EOG
EOG Resources, Inc.
3.04%3.76%2.97%4.80%6.79%5.19%2.83%1.21%0.87%0.62%0.66%0.95%

Financials

EOG vs. COP - Financials Comparison

This section allows you to compare key financial metrics between EOG Resources, 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


5.00B10.00B15.00B20.00B20222023202420252026
6.76B
16.05B
(EOG) Total Revenue
(COP) Total Revenue
Values in USD except per share items

EOG vs. COP - Profitability Comparison

The chart below illustrates the profitability comparison between EOG Resources, Inc. and ConocoPhillips Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%202220232024202520260
46.7%
Portfolio components
EOG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, EOG Resources, Inc. reported a gross profit of 0.00 and revenue of 6.76B. Therefore, the gross margin over that period was 0.0%.

COP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ConocoPhillips Company reported a gross profit of 7.50B and revenue of 16.05B. Therefore, the gross margin over that period was 46.7%.

EOG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, EOG Resources, Inc. reported an operating income of 2.60B and revenue of 6.76B, resulting in an operating margin of 38.4%.

COP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ConocoPhillips Company reported an operating income of 3.36B and revenue of 16.05B, resulting in an operating margin of 21.0%.

EOG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, EOG Resources, Inc. reported a net income of 1.98B and revenue of 6.76B, resulting in a net margin of 29.3%.

COP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ConocoPhillips Company reported a net income of 2.18B and revenue of 16.05B, resulting in a net margin of 13.6%.


Frequently Asked Questions


EOG and COP have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COP has higher volatility (9.15%) compared to EOG (8.94%). In terms of maximum drawdown, EOG dropped -77.13% vs COP's -84.55%.

COP currently has the higher Sharpe Ratio (0.67 vs 0.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for EOG and COP

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