EPAM vs. XOM
EPAM (EPAM Systems, Inc.) and XOM (Exxon Mobil Corporation) are both stocks. EPAM operates in Information Technology Services (Technology), while XOM operates in Oil & Gas Integrated (Energy). Over the past 10 years, EPAM returned 2.97%/yr vs 9.64%/yr for XOM. At a 0.17 correlation, their price movements are largely independent.
Performance
EPAM vs. XOM - Performance Comparison
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Returns By Period
In the year-to-date period, EPAM achieves a -53.45% return, which is significantly lower than XOM's 23.81% return. Over the past 10 years, EPAM has underperformed XOM with an annualized return of 2.97%, while XOM has yielded a comparatively higher 9.64% annualized return.
EPAM
- 1D
- 2.82%
- 1M
- 2.54%
- YTD
- -53.45%
- 6M
- -54.50%
- 1Y
- -44.14%
- 3Y*
- -24.19%
- 5Y*
- -28.44%
- 10Y*
- 2.97%
XOM
- 1D
- 0.28%
- 1M
- -6.91%
- YTD
- 23.81%
- 6M
- 25.40%
- 1Y
- 35.30%
- 3Y*
- 15.15%
- 5Y*
- 23.23%
- 10Y*
- 9.64%
EPAM vs. XOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPAM EPAM Systems, Inc. | -53.45% | -12.38% | -21.36% | -9.28% | -50.97% | 86.54% | 68.91% | 82.88% | 7.99% | 67.05% |
XOM Exxon Mobil Corporation | 23.81% | 15.98% | 11.26% | -6.26% | 87.41% | 57.58% | -36.21% | 7.23% | -15.09% | -3.81% |
Correlation
The correlation between EPAM and XOM is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Feb 8, 2012 | 0.17 |
The correlation between EPAM and XOM shifts across timeframes, from 0.07 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
Fundamentals
EPAM:
$5.17B
XOM:
$614.94B
EPAM:
$6.96
XOM:
$5.93
EPAM:
13.70
XOM:
24.80
EPAM:
0.95
XOM:
1.93
EPAM:
1.51
XOM:
2.42
EPAM:
$5.56B
XOM:
$326.01B
EPAM:
$1.58B
XOM:
$83.11B
EPAM:
$670.13M
XOM:
$60.44B
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Return for Risk
EPAM vs. XOM — Risk / Return Rank
EPAM
XOM
EPAM vs. XOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EPAM Systems, Inc. (EPAM) and Exxon Mobil Corporation (XOM). 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.
| EPAM | XOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.60 | ||
| Sortino ratioReturn per unit of downside risk | -3.51 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.26 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 2.45 | -3.22 |
| Martin ratioReturn relative to average drawdown | -1.66 | 6.56 | -8.22 |
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Drawdowns
EPAM vs. XOM - Drawdown Comparison
The maximum EPAM drawdown since its inception was -87.50%, which is greater than XOM's maximum drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for EPAM and XOM.
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Drawdown Indicators
| EPAM | XOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.50% | -62.40% | -25.10% |
Max Drawdown (1Y)Largest decline over 1 year | -59.49% | -15.69% | -43.80% |
Max Drawdown (3Y)Largest decline over 3 years | -71.49% | -18.92% | -52.57% |
Max Drawdown (5Y)Largest decline over 5 years | -87.50% | -20.51% | -66.99% |
Max Drawdown (10Y)Largest decline over 10 years | -87.50% | -61.34% | -26.16% |
Current DrawdownCurrent decline from peak | -86.71% | -13.68% | -73.03% |
Average DrawdownAverage peak-to-trough decline | -25.77% | -10.20% | -15.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.61% | 5.84% | +21.77% |
Volatility
EPAM vs. XOM - Volatility Comparison
EPAM Systems, Inc. (EPAM) has a higher volatility of 15.10% compared to Exxon Mobil Corporation (XOM) at 9.08%. This indicates that EPAM's price experiences larger fluctuations and is considered to be riskier than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPAM | XOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.10% | 9.08% | +6.02% |
Volatility (6M)Calculated over the trailing 6-month period | 37.74% | 20.51% | +17.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.61% | 24.51% | +20.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.30% | 26.77% | +27.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.80% | 28.20% | +17.60% |
Dividends
EPAM vs. XOM - Dividend Comparison
EPAM has not paid dividends to shareholders, while XOM's dividend yield for the trailing twelve months is around 2.78%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPAM EPAM Systems, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XOM Exxon Mobil Corporation | 2.78% | 3.32% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% |
Financials
EPAM vs. XOM - Financials Comparison
This section allows you to compare key financial metrics between EPAM Systems, Inc. and Exxon Mobil Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
EPAM vs. XOM - Profitability Comparison
EPAM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, EPAM Systems, Inc. reported a gross profit of 388.01M and revenue of 1.40B. Therefore, the gross margin over that period was 27.7%.
XOM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Exxon Mobil Corporation reported a gross profit of 31.36B and revenue of 83.16B. Therefore, the gross margin over that period was 37.7%.
EPAM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, EPAM Systems, Inc. reported an operating income of 116.77M and revenue of 1.40B, resulting in an operating margin of 8.3%.
XOM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Exxon Mobil Corporation reported an operating income of 5.29B and revenue of 83.16B, resulting in an operating margin of 6.4%.
EPAM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, EPAM Systems, Inc. reported a net income of 82.52M and revenue of 1.40B, resulting in a net margin of 5.9%.
XOM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Exxon Mobil Corporation reported a net income of 4.18B and revenue of 83.16B, resulting in a net margin of 5.0%.
Frequently Asked Questions
EPAM and XOM have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPAM has higher volatility (15.10%) compared to XOM (9.08%). In terms of maximum drawdown, EPAM dropped -87.50% vs XOM's -62.40%.
XOM currently has the higher Sharpe Ratio (1.57 vs -1.03), 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.
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