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

Correlation

The correlation between HERO and XOM is 0.18, 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.


-0.50.00.51.00.2

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.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.17%
-5.66%
HERO
XOM

Key characteristics

Sharpe Ratio

HERO:

0.94

XOM:

0.42

Sortino Ratio

HERO:

1.37

XOM:

0.72

Omega Ratio

HERO:

1.17

XOM:

1.08

Calmar Ratio

HERO:

0.43

XOM:

0.43

Martin Ratio

HERO:

5.63

XOM:

1.69

Ulcer Index

HERO:

3.67%

XOM:

4.81%

Daily Std Dev

HERO:

21.90%

XOM:

19.23%

Max Drawdown

HERO:

-54.02%

XOM:

-62.40%

Current Drawdown

HERO:

-33.16%

XOM:

-14.86%

Returns By Period

In the year-to-date period, HERO achieves a 20.31% return, which is significantly higher than XOM's 9.50% return.


HERO

YTD

20.31%

1M

3.15%

6M

14.46%

1Y

18.56%

5Y*

8.73%

10Y*

N/A

XOM

YTD

9.50%

1M

-13.17%

6M

-2.85%

1Y

7.43%

5Y*

13.97%

10Y*

5.74%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for HERO, currently valued at 0.94, compared to the broader market0.002.004.000.940.42
The chart of Sortino ratio for HERO, currently valued at 1.37, compared to the broader market-2.000.002.004.006.008.0010.001.370.72
The chart of Omega ratio for HERO, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.08
The chart of Calmar ratio for HERO, currently valued at 0.43, compared to the broader market0.005.0010.0015.000.430.43
The chart of Martin ratio for HERO, currently valued at 5.63, compared to the broader market0.0020.0040.0060.0080.00100.005.631.69
HERO
XOM

The current HERO Sharpe Ratio is 0.94, which is higher than the XOM Sharpe Ratio of 0.42. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.94
0.42
HERO
XOM

Dividends

HERO vs. XOM - Dividend Comparison

HERO's dividend yield for the trailing twelve months is around 0.67%, less than XOM's 3.63% yield.


TTM20232022202120202019201820172016201520142013
HERO
Global X Video Games & Esports ETF
0.67%0.73%0.28%0.79%0.71%0.17%0.00%0.00%0.00%0.00%0.00%0.00%
XOM
Exxon Mobil Corporation
3.63%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%

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. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-33.16%
-14.86%
HERO
XOM

Volatility

HERO vs. XOM - Volatility Comparison

Global X Video Games & Esports ETF (HERO) has a higher volatility of 6.72% compared to Exxon Mobil Corporation (XOM) at 4.42%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.72%
4.42%
HERO
XOM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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