EXC vs. OII

Last updated Apr 1, 2026

Compare and contrast key facts about Exelon Corporation (EXC) and Oceaneering International, Inc. (OII).

Performance

EXC vs. OII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Exelon Corporation (EXC) and Oceaneering International, Inc. (OII). The values are adjusted to include any dividend payments, if applicable.

EXC vs. OII - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EXC Exelon Corporation	13.42%	20.02%	10.29%	-13.96%	8.29%	41.48%	-3.87%	4.27%	18.33%	15.08%
OII Oceaneering International, Inc.	47.61%	-7.86%	22.56%	21.67%	54.64%	42.26%	-46.68%	23.22%	-42.76%	-23.73%

Fundamentals

EPS EXC : $2.80 OII : $3.50
PE Ratio EXC : 17.51 OII : 10.13
PEG Ratio EXC : 2.91 OII : 0.11
PS Ratio EXC : 2.03 OII : 1.29
Total Revenue (TTM) EXC : $24.32B OII : $2.78B
Gross Profit (TTM) EXC : $10.33B OII : $568.44M
EBITDA (TTM) EXC : $8.94B OII : $414.87M

Returns By Period

In the year-to-date period, EXC achieves a 13.42% return, which is significantly lower than OII's 47.61% return. Over the past 10 years, EXC has outperformed OII with an annualized return of 10.70%, while OII has yielded a comparatively lower 1.45% annualized return.

EXC

• 1D: -0.18%
• 1M: -0.06%
• YTD: 13.42%
• 6M: 10.80%
• 1Y: 10.17%
• 3Y*: 9.74%
• 5Y*: 13.51%
• 10Y*: 10.70%

OII

• 1D: 2.93%
• 1M: -0.08%
• YTD: 47.61%
• 6M: 43.14%
• 1Y: 62.63%
• 3Y*: 26.24%
• 5Y*: 23.47%
• 10Y*: 1.45%

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

Return for Risk

EXC vs. OII — Risk / Return Rank

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

EXC

EXC Risk / Return Rank: 60
EXC Sharpe Ratio Rank: 62
EXC Sortino Ratio Rank: 54
EXC Omega Ratio Rank: 51
EXC Calmar Ratio Rank: 69
EXC Martin Ratio Rank: 63

OII

OII Risk / Return Rank: 79
OII Sharpe Ratio Rank: 81
OII Sortino Ratio Rank: 75
OII Omega Ratio Rank: 76
OII Calmar Ratio Rank: 79
OII Martin Ratio Rank: 82

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.

EXC vs. OII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Exelon Corporation (EXC) and Oceaneering International, Inc. (OII). 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.

	EXC	OII	Difference
Sharpe ratio Return per unit of total volatility	0.54	1.30	-0.76
Sortino ratio Return per unit of downside risk	0.90	1.84	-0.94
Omega ratio Gain probability vs. loss probability	1.11	1.25	-0.14
Calmar ratio Return relative to maximum drawdown	1.32	2.19	-0.88
Martin ratio Return relative to average drawdown	2.28	6.41	-4.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EXC vs. OII - Sharpe Ratio Comparison

The current EXC Sharpe Ratio is 0.54, which is lower than the OII Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of EXC and OII, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EXC	OII	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.54	1.30	-0.76
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	0.44	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	0.02	+0.43
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.14	+0.24

Correlation

The correlation between EXC and OII is 0.15, 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

EXC vs. OII - Dividend Comparison

EXC's dividend yield for the trailing twelve months is around 3.30%, while OII has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EXC Exelon Corporation	3.30%	3.67%	5.05%	4.01%	3.12%	2.65%	3.62%	3.18%	3.06%	3.32%	3.56%	4.47%
OII Oceaneering International, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	2.13%	3.40%	2.88%

Drawdowns

EXC vs. OII - Drawdown Comparison

The maximum EXC drawdown since its inception was -62.27%, smaller than the maximum OII drawdown of -97.37%. Use the drawdown chart below to compare losses from any high point for EXC and OII.

Drawdown Indicators

	EXC	OII	Difference
Max Drawdown Largest peak-to-trough decline	-62.27%	-97.37%	+35.10%
Max Drawdown (1Y) Largest decline over 1 year	-10.29%	-29.27%	+18.98%
Max Drawdown (5Y) Largest decline over 5 years	-29.06%	-59.89%	+30.83%
Max Drawdown (10Y) Largest decline over 10 years	-40.04%	-94.08%	+54.04%
Current Drawdown Current decline from peak	-2.53%	-55.11%	+52.58%
Average Drawdown Average peak-to-trough decline	-20.09%	-38.46%	+18.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.93%	10.01%	-4.08%

Volatility

EXC vs. OII - Volatility Comparison

The current volatility for Exelon Corporation (EXC) is 6.05%, while Oceaneering International, Inc. (OII) has a volatility of 12.91%. This indicates that EXC experiences smaller price fluctuations and is considered to be less risky than OII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EXC	OII	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.05%	12.91%	-6.86%
Volatility (6M) Calculated over the trailing 6-month period	13.74%	33.34%	-19.60%
Volatility (1Y) Calculated over the trailing 1-year period	19.16%	48.61%	-29.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.63%	53.61%	-32.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.91%	62.95%	-39.04%

Financials

EXC vs. OII - Profitability Comparison

The chart below illustrates the profitability comparison between Exelon Corporation and Oceaneering International, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

EXC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Exelon Corporation reported a gross profit of 2.89B and revenue of 6.71B. Therefore, the gross margin over that period was 43.1%.

OII - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Oceaneering International, Inc. reported a gross profit of 132.27M and revenue of 668.57M. Therefore, the gross margin over that period was 19.8%.

EXC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Exelon Corporation reported an operating income of 1.50B and revenue of 6.71B, resulting in an operating margin of 22.4%.

OII - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Oceaneering International, Inc. reported an operating income of 65.38M and revenue of 668.57M, resulting in an operating margin of 9.8%.

EXC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Exelon Corporation reported a net income of 875.00M and revenue of 6.71B, resulting in a net margin of 13.1%.

OII - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Oceaneering International, Inc. reported a net income of 177.65M and revenue of 668.57M, resulting in a net margin of 26.6%.