KOS vs. XLE
Compare and contrast key facts about Kosmos Energy Ltd. (KOS) and State Street Energy Select Sector SPDR ETF (XLE).
XLE is a passively managed fund by State Street that tracks the performance of the Energy Select Sector Index. It was launched on Dec 16, 1998.
Performance
KOS vs. XLE - Performance Comparison
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KOS vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KOS Kosmos Energy Ltd. | 206.37% | -73.47% | -49.03% | 5.50% | 83.82% | 47.23% | -58.06% | 44.22% | -40.58% | -2.28% |
XLE State Street Energy Select Sector SPDR ETF | 37.91% | 7.88% | 5.56% | -0.63% | 64.32% | 53.28% | -32.67% | 11.74% | -18.22% | -0.89% |
Returns By Period
In the year-to-date period, KOS achieves a 206.37% return, which is significantly higher than XLE's 37.91% return. Over the past 10 years, KOS has underperformed XLE with an annualized return of -6.35%, while XLE has yielded a comparatively higher 11.65% annualized return.
KOS
- 1D
- -6.08%
- 1M
- 19.31%
- YTD
- 206.37%
- 6M
- 67.47%
- 1Y
- 21.93%
- 3Y*
- -27.97%
- 5Y*
- -3.08%
- 10Y*
- -6.35%
XLE
- 1D
- -1.13%
- 1M
- 10.27%
- YTD
- 37.91%
- 6M
- 39.21%
- 1Y
- 35.32%
- 3Y*
- 17.71%
- 5Y*
- 23.99%
- 10Y*
- 11.65%
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Return for Risk
KOS vs. XLE — Risk / Return Rank
KOS
XLE
KOS vs. XLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kosmos Energy Ltd. (KOS) and State Street Energy Select Sector SPDR ETF (XLE). 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.
| KOS | XLE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.23 | 1.42 | -1.19 |
Sortino ratioReturn per unit of downside risk | 1.05 | 1.84 | -0.78 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.28 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.40 | 1.96 | -1.56 |
Martin ratioReturn relative to average drawdown | 0.77 | 5.16 | -4.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KOS | XLE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | 1.42 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.93 | -0.97 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | 0.40 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.17 | 0.32 | -0.49 |
Correlation
The correlation between KOS and XLE is 0.64, 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.
Dividends
KOS vs. XLE - Dividend Comparison
KOS has not paid dividends to shareholders, while XLE's dividend yield for the trailing twelve months is around 2.44%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KOS Kosmos Energy Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.92% | 3.17% | 0.00% | 0.00% | 0.00% | 0.00% |
XLE State Street Energy Select Sector SPDR ETF | 2.44% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
Drawdowns
KOS vs. XLE - Drawdown Comparison
The maximum KOS drawdown since its inception was -97.11%, which is greater than XLE's maximum drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for KOS and XLE.
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Drawdown Indicators
| KOS | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.11% | -71.26% | -25.85% |
Max Drawdown (1Y)Largest decline over 1 year | -63.57% | -18.79% | -44.78% |
Max Drawdown (5Y)Largest decline over 5 years | -89.82% | -26.04% | -63.78% |
Max Drawdown (10Y)Largest decline over 10 years | -94.28% | -66.81% | -27.47% |
Current DrawdownCurrent decline from peak | -84.86% | -2.08% | -82.78% |
Average DrawdownAverage peak-to-trough decline | -64.30% | -18.05% | -46.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.70% | 7.14% | +25.56% |
Volatility
KOS vs. XLE - Volatility Comparison
Kosmos Energy Ltd. (KOS) has a higher volatility of 32.03% compared to State Street Energy Select Sector SPDR ETF (XLE) at 5.05%. This indicates that KOS's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KOS | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 32.03% | 5.05% | +26.98% |
Volatility (6M)Calculated over the trailing 6-month period | 70.53% | 13.94% | +56.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 95.15% | 24.93% | +70.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.35% | 26.06% | +44.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 76.72% | 29.48% | +47.24% |