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HES vs. EOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HES and EOG is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

HES vs. EOG - Performance Comparison

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

2,000.00%4,000.00%6,000.00%8,000.00%NovemberDecember2025FebruaryMarchApril
1,397.70%
6,833.41%
HES
EOG

Key characteristics

Sharpe Ratio

HES:

-0.51

EOG:

-0.47

Sortino Ratio

HES:

-0.50

EOG:

-0.48

Omega Ratio

HES:

0.93

EOG:

0.94

Calmar Ratio

HES:

-0.62

EOG:

-0.57

Martin Ratio

HES:

-1.13

EOG:

-1.56

Ulcer Index

HES:

12.82%

EOG:

8.66%

Daily Std Dev

HES:

28.69%

EOG:

28.80%

Max Drawdown

HES:

-74.83%

EOG:

-77.13%

Current Drawdown

HES:

-18.72%

EOG:

-16.76%

Fundamentals

Market Cap

HES:

$40.93B

EOG:

$62.36B

EPS

HES:

$8.98

EOG:

$11.26

PE Ratio

HES:

14.74

EOG:

10.04

PEG Ratio

HES:

2.33

EOG:

66.45

PS Ratio

HES:

3.23

EOG:

2.66

PB Ratio

HES:

3.65

EOG:

2.13

Total Revenue (TTM)

HES:

$9.53B

EOG:

$17.57B

Gross Profit (TTM)

HES:

$6.47B

EOG:

$12.22B

EBITDA (TTM)

HES:

$5.21B

EOG:

$9.09B

Returns By Period

In the year-to-date period, HES achieves a -0.17% return, which is significantly higher than EOG's -6.25% return. Over the past 10 years, HES has outperformed EOG with an annualized return of 7.22%, while EOG has yielded a comparatively lower 4.13% annualized return.


HES

YTD

-0.17%

1M

-16.80%

6M

-3.45%

1Y

-17.44%

5Y*

26.98%

10Y*

7.22%

EOG

YTD

-6.25%

1M

-9.96%

6M

-6.70%

1Y

-14.11%

5Y*

26.21%

10Y*

4.13%

*Annualized

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Risk-Adjusted Performance

HES vs. EOG — Risk-Adjusted Performance Rank

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

HES
The Risk-Adjusted Performance Rank of HES is 2121
Overall Rank
The Sharpe Ratio Rank of HES is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of HES is 2424
Sortino Ratio Rank
The Omega Ratio Rank of HES is 2323
Omega Ratio Rank
The Calmar Ratio Rank of HES is 1313
Calmar Ratio Rank
The Martin Ratio Rank of HES is 2323
Martin Ratio Rank

EOG
The Risk-Adjusted Performance Rank of EOG is 1919
Overall Rank
The Sharpe Ratio Rank of EOG is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of EOG is 2424
Sortino Ratio Rank
The Omega Ratio Rank of EOG is 2424
Omega Ratio Rank
The Calmar Ratio Rank of EOG is 1515
Calmar Ratio Rank
The Martin Ratio Rank of EOG is 77
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.

HES vs. EOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hess Corporation (HES) and EOG Resources, Inc. (EOG). 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 chart of Sharpe ratio for HES, currently valued at -0.51, compared to the broader market-2.00-1.000.001.002.003.00
HES: -0.51
EOG: -0.47
The chart of Sortino ratio for HES, currently valued at -0.50, compared to the broader market-6.00-4.00-2.000.002.004.00
HES: -0.50
EOG: -0.48
The chart of Omega ratio for HES, currently valued at 0.93, compared to the broader market0.501.001.502.00
HES: 0.93
EOG: 0.94
The chart of Calmar ratio for HES, currently valued at -0.62, compared to the broader market0.001.002.003.004.005.00
HES: -0.62
EOG: -0.57
The chart of Martin ratio for HES, currently valued at -1.13, compared to the broader market-5.000.005.0010.0015.0020.00
HES: -1.13
EOG: -1.56

The current HES Sharpe Ratio is -0.51, which is comparable to the EOG Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of HES and EOG, 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 Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.51
-0.47
HES
EOG

Dividends

HES vs. EOG - Dividend Comparison

HES's dividend yield for the trailing twelve months is around 1.46%, less than EOG's 3.33% yield.


TTM20242023202220212020201920182017201620152014
HES
Hess Corporation
1.46%1.41%1.22%1.06%1.35%1.89%1.50%2.47%2.11%1.61%2.06%1.35%
EOG
EOG Resources, Inc.
3.33%2.97%4.80%6.79%4.07%2.83%1.21%0.87%0.62%0.66%0.95%0.56%

Drawdowns

HES vs. EOG - Drawdown Comparison

The maximum HES drawdown since its inception was -74.83%, roughly equal to the maximum EOG drawdown of -77.13%. Use the drawdown chart below to compare losses from any high point for HES and EOG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.72%
-16.76%
HES
EOG

Volatility

HES vs. EOG - Volatility Comparison

Hess Corporation (HES) and EOG Resources, Inc. (EOG) have volatilities of 18.43% and 18.32%, 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.43%
18.32%
HES
EOG

Financials

HES vs. EOG - Financials Comparison

This section allows you to compare key financial metrics between Hess Corporation and EOG Resources, Inc.. 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


Values in USD except per share items