IMO vs. VTLE

In the year-to-date period, IMO achieves a 18.32% return, which is significantly higher than VTLE's -45.92% return. Over the past 10 years, IMO has outperformed VTLE with an annualized return of 8.60%, while VTLE has yielded a comparatively lower -24.77% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Imperial Oil Limited (IMO) and Vital Energy Inc. (VTLE). 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 IMO Sharpe Ratio is 0.23, which is higher than the VTLE Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of IMO and VTLE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IMO's dividend yield for the trailing twelve months is around 2.50%, while VTLE has not paid dividends to shareholders.

The maximum IMO drawdown since its inception was -84.96%, smaller than the maximum VTLE drawdown of -98.99%. Use the drawdown chart below to compare losses from any high point for IMO and VTLE. For additional features, visit the drawdowns tool.

The current volatility for Imperial Oil Limited (IMO) is 7.69%, while Vital Energy Inc. (VTLE) has a volatility of 25.39%. This indicates that IMO experiences smaller price fluctuations and is considered to be less risky than VTLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Imperial Oil Limited and Vital Energy 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.