IMO vs. XOM
IMO (Imperial Oil Limited) and XOM (Exxon Mobil Corporation) are both stocks. Both operate in the Oil & Gas Integrated industry within the Energy sector. Over the past 10 years, IMO returned 17.61%/yr vs 9.64%/yr for XOM. At a 0.47 correlation, their price movements are largely independent.
Performance
IMO vs. XOM - Performance Comparison
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Returns By Period
In the year-to-date period, IMO achieves a 41.99% return, which is significantly higher than XOM's 23.81% return. Over the past 10 years, IMO has outperformed XOM with an annualized return of 17.61%, while XOM has yielded a comparatively lower 9.64% 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%
XOM
- 1D
- 0.28%
- 1M
- -2.35%
- YTD
- 23.81%
- 6M
- 25.40%
- 1Y
- 38.24%
- 3Y*
- 15.15%
- 5Y*
- 23.23%
- 10Y*
- 9.64%
IMO vs. XOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMO Imperial Oil Limited | 41.99% | 43.85% | 10.47% | 20.89% | 38.00% | 95.29% | -25.37% | 7.16% | -17.21% | -8.36% |
XOM Exxon Mobil Corporation | 23.81% | 15.98% | 11.26% | -6.26% | 87.41% | 57.58% | -36.21% | 7.23% | -15.09% | -3.81% |
Correlation
The correlation between IMO and XOM is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 1986 | 0.47 |
The correlation between IMO and XOM shifts across timeframes, from 0.47 (all time) to 0.72 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
IMO:
$58.80B
XOM:
$614.94B
IMO:
$5.87
XOM:
$5.93
IMO:
20.67
XOM:
24.80
IMO:
0.45
XOM:
1.15
IMO:
1.30
XOM:
1.93
IMO:
2.58
XOM:
2.42
IMO:
$46.55B
XOM:
$326.01B
IMO:
$7.69B
XOM:
$83.11B
IMO:
$6.36B
XOM:
$60.44B
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Return for Risk
IMO vs. XOM — Risk / Return Rank
IMO
XOM
IMO vs. XOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Imperial Oil Limited (IMO) 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.
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.
| IMO | XOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.26 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 2.45 | +1.02 |
| Martin ratioReturn relative to average drawdown | 10.04 | 6.56 | +3.48 |
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Drawdowns
IMO vs. XOM - Drawdown Comparison
The maximum IMO drawdown since its inception was -84.82%, which is greater than XOM's maximum drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for IMO and XOM.
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Drawdown Indicators
| IMO | XOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.82% | -62.40% | -22.42% |
Max Drawdown (1Y)Largest decline over 1 year | -16.51% | -15.69% | -0.82% |
Max Drawdown (3Y)Largest decline over 3 years | -22.95% | -18.92% | -4.03% |
Max Drawdown (5Y)Largest decline over 5 years | -29.72% | -20.51% | -9.21% |
Max Drawdown (10Y)Largest decline over 10 years | -76.96% | -61.34% | -15.62% |
Current DrawdownCurrent decline from peak | -11.88% | -13.68% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -21.19% | -10.20% | -10.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.69% | 5.84% | -0.15% |
Volatility
IMO vs. XOM - Volatility Comparison
Imperial Oil Limited (IMO) has a higher volatility of 9.97% compared to Exxon Mobil Corporation (XOM) at 9.08%. This indicates that IMO'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.
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Volatility by Period
| IMO | XOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.97% | 9.08% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 22.21% | 20.51% | +1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.31% | 24.51% | +2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.66% | 26.77% | +5.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.55% | 28.20% | +7.35% |
Dividends
IMO vs. XOM - Dividend Comparison
IMO's dividend yield for the trailing twelve months is around 1.90%, less than XOM's 2.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XOM Exxon Mobil Corporation | 2.78% | 3.32% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% |
Financials
IMO vs. XOM - Financials Comparison
This section allows you to compare key financial metrics between Imperial Oil Limited and Exxon Mobil Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
IMO vs. XOM - Profitability Comparison
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%.
XOM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Exxon Mobil Corporation reported a gross profit of 31.36B and revenue of 83.16B. Therefore, the gross margin over that period was 37.7%.
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%.
XOM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Exxon Mobil Corporation reported an operating income of 5.29B and revenue of 83.16B, resulting in an operating margin of 6.4%.
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%.
XOM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Exxon Mobil Corporation reported a net income of 4.18B and revenue of 83.16B, resulting in a net margin of 5.0%.
Frequently Asked Questions
IMO and XOM have a correlation of 0.60, 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 XOM (9.08%). In terms of maximum drawdown, IMO dropped -84.82% vs XOM's -62.40%.
IMO currently has the higher Sharpe Ratio (2.10 vs 1.57), 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.
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