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IMO vs. VTLE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

IMO vs. VTLE - Performance Comparison

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

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
14.83%
-31.05%
IMO
VTLE

Returns By Period

In the year-to-date period, IMO achieves a 37.45% return, which is significantly higher than VTLE's -27.90% return. Over the past 10 years, IMO has outperformed VTLE with an annualized return of 7.08%, while VTLE has yielded a comparatively lower -20.81% annualized return.


IMO

YTD

37.45%

1M

0.60%

6M

14.83%

1Y

39.01%

5Y (annualized)

28.93%

10Y (annualized)

7.08%

VTLE

YTD

-27.90%

1M

16.44%

6M

-31.02%

1Y

-29.07%

5Y (annualized)

-6.31%

10Y (annualized)

-20.81%

Fundamentals


IMOVTLE
Market Cap$39.73B$1.19B
EPS$6.50$15.09
PE Ratio11.682.07
Total Revenue (TTM)$54.76B$1.86B
Gross Profit (TTM)$9.53B$907.08M
EBITDA (TTM)$8.23B$1.25B

Key characteristics


IMOVTLE
Sharpe Ratio1.44-0.71
Sortino Ratio1.99-0.85
Omega Ratio1.240.90
Calmar Ratio2.61-0.30
Martin Ratio6.47-1.02
Ulcer Index5.79%28.10%
Daily Std Dev26.07%40.77%
Max Drawdown-84.96%-98.99%
Current Drawdown-2.68%-95.11%

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Correlation

-0.50.00.51.00.6

The correlation between IMO and VTLE is 0.55, 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.

Risk-Adjusted Performance

IMO vs. VTLE - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for IMO, currently valued at 1.44, compared to the broader market-4.00-2.000.002.004.001.44-0.71
The chart of Sortino ratio for IMO, currently valued at 1.99, compared to the broader market-4.00-2.000.002.004.001.99-0.85
The chart of Omega ratio for IMO, currently valued at 1.24, compared to the broader market0.501.001.502.001.240.90
The chart of Calmar ratio for IMO, currently valued at 2.61, compared to the broader market0.002.004.006.002.61-0.30
The chart of Martin ratio for IMO, currently valued at 6.47, compared to the broader market0.0010.0020.0030.006.47-1.02
IMO
VTLE

The current IMO Sharpe Ratio is 1.44, which is higher than the VTLE Sharpe Ratio of -0.71. 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.

Rolling 12-month Sharpe Ratio-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
1.44
-0.71
IMO
VTLE

Dividends

IMO vs. VTLE - Dividend Comparison

IMO's dividend yield for the trailing twelve months is around 2.20%, while VTLE has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
IMO
Imperial Oil Limited
2.20%2.50%2.30%2.28%3.50%2.41%2.39%1.55%1.39%1.29%1.70%1.06%
VTLE
Vital Energy Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IMO vs. VTLE - Drawdown Comparison

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.68%
-95.11%
IMO
VTLE

Volatility

IMO vs. VTLE - Volatility Comparison

The current volatility for Imperial Oil Limited (IMO) is 7.92%, while Vital Energy Inc. (VTLE) has a volatility of 13.21%. 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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
7.92%
13.21%
IMO
VTLE

Financials

IMO vs. VTLE - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items