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HERO vs. XOM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HERO and XOM is 0.38, 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.


Performance

HERO vs. XOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Video Games & Esports ETF (HERO) and Exxon Mobil Corporation (XOM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HERO:

1.89

XOM:

-0.30

Sortino Ratio

HERO:

2.64

XOM:

-0.30

Omega Ratio

HERO:

1.32

XOM:

0.96

Calmar Ratio

HERO:

1.02

XOM:

-0.41

Martin Ratio

HERO:

10.62

XOM:

-0.88

Ulcer Index

HERO:

4.18%

XOM:

8.95%

Daily Std Dev

HERO:

22.94%

XOM:

23.86%

Max Drawdown

HERO:

-54.02%

XOM:

-62.40%

Current Drawdown

HERO:

-18.38%

XOM:

-16.23%

Returns By Period

In the year-to-date period, HERO achieves a 24.87% return, which is significantly higher than XOM's -3.16% return.


HERO

YTD

24.87%

1M

4.68%

6M

21.07%

1Y

41.92%

3Y*

8.96%

5Y*

8.29%

10Y*

N/A

XOM

YTD

-3.16%

1M

-2.40%

6M

-11.69%

1Y

-9.72%

3Y*

5.71%

5Y*

23.08%

10Y*

6.42%

*Annualized

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Exxon Mobil Corporation

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

HERO vs. XOM — Risk-Adjusted Performance Rank

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

HERO
The Risk-Adjusted Performance Rank of HERO is 9090
Overall Rank
The Sharpe Ratio Rank of HERO is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of HERO is 9393
Sortino Ratio Rank
The Omega Ratio Rank of HERO is 9090
Omega Ratio Rank
The Calmar Ratio Rank of HERO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of HERO is 9393
Martin Ratio Rank

XOM
The Risk-Adjusted Performance Rank of XOM is 2929
Overall Rank
The Sharpe Ratio Rank of XOM is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of XOM is 2828
Sortino Ratio Rank
The Omega Ratio Rank of XOM is 2828
Omega Ratio Rank
The Calmar Ratio Rank of XOM is 2424
Calmar Ratio Rank
The Martin Ratio Rank of XOM is 3030
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HERO vs. XOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Video Games & Esports ETF (HERO) 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.


The current HERO Sharpe Ratio is 1.89, which is higher than the XOM Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of HERO and XOM, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

HERO vs. XOM - Dividend Comparison

HERO's dividend yield for the trailing twelve months is around 0.85%, less than XOM's 3.83% yield.


TTM20242023202220212020201920182017201620152014
HERO
Global X Video Games & Esports ETF
0.85%1.06%0.73%0.28%0.79%0.71%0.17%0.00%0.00%0.00%0.00%0.00%
XOM
Exxon Mobil Corporation
3.83%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%

Drawdowns

HERO vs. XOM - Drawdown Comparison

The maximum HERO drawdown since its inception was -54.02%, smaller than the maximum XOM drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for HERO and XOM.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

HERO vs. XOM - Volatility Comparison

Global X Video Games & Esports ETF (HERO) has a higher volatility of 5.75% compared to Exxon Mobil Corporation (XOM) at 5.34%. This indicates that HERO'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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