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IMO vs. OKE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IMO vs. OKE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Imperial Oil Limited (IMO) and ONEOK, Inc. (OKE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IMO achieves a 41.99% return, which is significantly higher than OKE's 26.44% return. Over the past 10 years, IMO has outperformed OKE with an annualized return of 17.61%, while OKE has yielded a comparatively lower 13.77% annualized return.


IMO

1D
0.26%
1M
-7.42%
YTD
41.99%
6M
33.35%
1Y
56.95%
3Y*
37.72%
5Y*
32.35%
10Y*
17.61%

OKE

1D
1.56%
1M
2.03%
YTD
26.44%
6M
26.28%
1Y
15.65%
3Y*
20.59%
5Y*
16.74%
10Y*
13.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMO vs. OKE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMO
Imperial Oil Limited
41.99%43.85%10.47%20.89%38.00%95.29%-25.37%7.16%-17.21%-8.36%
OKE
ONEOK, Inc.
26.44%-22.94%50.10%13.21%18.86%64.67%-43.45%47.76%6.27%-2.12%

Correlation

The correlation between IMO and OKE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Jul 16, 1986

0.37

The correlation between IMO and OKE shifts across timeframes, from 0.37 (all time) to 0.59 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

IMO:

$58.80B

OKE:

$57.22B

EPS

IMO:

$5.87

OKE:

$5.61

PE Ratio

IMO:

20.67

OKE:

16.15

PEG Ratio

IMO:

0.45

OKE:

1.15

PS Ratio

IMO:

1.30

OKE:

1.62

PB Ratio

IMO:

2.58

OKE:

2.56

Total Revenue (TTM)

IMO:

$46.55B

OKE:

$35.20B

Gross Profit (TTM)

IMO:

$7.69B

OKE:

$8.43B

EBITDA (TTM)

IMO:

$6.36B

OKE:

$7.85B

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Return for Risk

IMO vs. OKE — Risk / Return Rank

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

IMO
IMO Risk / Return Rank: 8787
Overall Rank
IMO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IMO Sortino Ratio Rank: 8686
Sortino Ratio Rank
IMO Omega Ratio Rank: 8484
Omega Ratio Rank
IMO Calmar Ratio Rank: 8787
Calmar Ratio Rank
IMO Martin Ratio Rank: 8989
Martin Ratio Rank

OKE
OKE Risk / Return Rank: 5858
Overall Rank
OKE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
OKE Sortino Ratio Rank: 5555
Sortino Ratio Rank
OKE Omega Ratio Rank: 5454
Omega Ratio Rank
OKE Calmar Ratio Rank: 5959
Calmar Ratio Rank
OKE Martin Ratio Rank: 6060
Martin Ratio Rank
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.

IMO vs. OKE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Imperial Oil Limited (IMO) and ONEOK, Inc. (OKE). 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.


IMOOKEDifference
Sharpe ratioReturn per unit of total volatility

+1.50

Sortino ratioReturn per unit of downside risk

+1.73

Omega ratioGain probability vs. loss probability

1.33

1.12

+0.21

Calmar ratioReturn relative to maximum drawdown

3.47

0.75

+2.72

Martin ratioReturn relative to average drawdown

10.04

1.69

+8.35

IMO vs. OKE - Sharpe Ratio Comparison

The current IMO Sharpe Ratio is 2.10, which is higher than the OKE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of IMO and OKE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IMO vs. OKE - Drawdown Comparison

The maximum IMO drawdown since its inception was -84.82%, which is greater than OKE's maximum drawdown of -80.17%. Use the drawdown chart below to compare losses from any high point for IMO and OKE.


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Drawdown Indicators


IMOOKEDifference

Max Drawdown

Largest peak-to-trough decline

-84.82%

-80.17%

-4.65%

Max Drawdown (1Y)

Largest decline over 1 year

-16.51%

-21.02%

+4.51%

Max Drawdown (3Y)

Largest decline over 3 years

-22.95%

-42.17%

+19.22%

Max Drawdown (5Y)

Largest decline over 5 years

-29.72%

-42.17%

+12.45%

Max Drawdown (10Y)

Largest decline over 10 years

-76.96%

-80.17%

+3.21%

Current Drawdown

Current decline from peak

-11.88%

-16.43%

+4.55%

Average Drawdown

Average peak-to-trough decline

-21.19%

-16.67%

-4.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.69%

9.26%

-3.57%

Volatility

IMO vs. OKE - Volatility Comparison

Imperial Oil Limited (IMO) and ONEOK, Inc. (OKE) have volatilities of 9.97% and 9.70%, 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.


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Volatility by Period


IMOOKEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.97%

9.70%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

22.21%

20.76%

+1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

27.31%

26.04%

+1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.66%

28.33%

+4.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.55%

38.88%

-3.33%

Dividends

IMO vs. OKE - Dividend Comparison

IMO's dividend yield for the trailing twelve months is around 1.90%, less than OKE's 4.64% yield.


PositionTTM20252024202320222021202020192018201720162015
IMO
Imperial Oil Limited
1.90%2.40%2.84%2.73%2.30%2.28%3.50%2.41%2.36%2.02%1.70%1.66%
OKE
ONEOK, Inc.
4.64%5.61%3.94%5.44%5.69%6.36%9.74%4.66%6.01%5.09%4.28%9.85%

Financials

IMO vs. OKE - Financials Comparison

This section allows you to compare key financial metrics between Imperial Oil Limited and ONEOK, 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


5.00B10.00B15.00B20222023202420252026
12.45B
9.62B
(IMO) Total Revenue
(OKE) Total Revenue
Values in USD except per share items

IMO vs. OKE - Profitability Comparison

The chart below illustrates the profitability comparison between Imperial Oil Limited and ONEOK, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%20222023202420252026
20.2%
26.7%
Portfolio components
IMO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Imperial Oil Limited reported a gross profit of 2.51B and revenue of 12.45B. Therefore, the gross margin over that period was 20.2%.

OKE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ONEOK, Inc. reported a gross profit of 2.57B and revenue of 9.62B. Therefore, the gross margin over that period was 26.7%.

IMO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Imperial Oil Limited reported an operating income of 1.23B and revenue of 12.45B, resulting in an operating margin of 9.9%.

OKE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ONEOK, Inc. reported an operating income of 1.43B and revenue of 9.62B, resulting in an operating margin of 14.9%.

IMO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Imperial Oil Limited reported a net income of 940.00M and revenue of 12.45B, resulting in a net margin of 7.6%.

OKE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ONEOK, Inc. reported a net income of 774.00M and revenue of 9.62B, resulting in a net margin of 8.1%.


Frequently Asked Questions


IMO and OKE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IMO has higher volatility (9.97%) compared to OKE (9.70%). In terms of maximum drawdown, IMO dropped -84.82% vs OKE's -80.17%.

IMO currently has the higher Sharpe Ratio (2.10 vs 0.60), 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.

Portfolio Optimizer

Find the right allocation for IMO and OKE

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