MUR vs. XLE
Compare and contrast key facts about Murphy Oil Corporation (MUR) 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
MUR vs. XLE - Performance Comparison
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MUR vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MUR Murphy Oil Corporation | 33.39% | 8.68% | -26.77% | 1.98% | 68.50% | 121.37% | -52.74% | 19.48% | -22.09% | 3.41% |
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, MUR achieves a 33.39% return, which is significantly lower than XLE's 37.91% return. Over the past 10 years, MUR has underperformed XLE with an annualized return of 9.28%, while XLE has yielded a comparatively higher 11.65% annualized return.
MUR
- 1D
- -1.32%
- 1M
- 24.43%
- YTD
- 33.39%
- 6M
- 48.31%
- 1Y
- 52.69%
- 3Y*
- 7.74%
- 5Y*
- 22.69%
- 10Y*
- 9.28%
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
MUR vs. XLE — Risk / Return Rank
MUR
XLE
MUR vs. XLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Murphy Oil Corporation (MUR) 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.
| MUR | XLE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.42 | -0.46 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.84 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.28 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.96 | -0.35 |
Martin ratioReturn relative to average drawdown | 3.68 | 5.16 | -1.47 |
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
| MUR | XLE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.42 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.93 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.40 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.32 | -0.12 |
Correlation
The correlation between MUR and XLE is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MUR vs. XLE - Dividend Comparison
MUR's dividend yield for the trailing twelve months is around 3.21%, more than XLE's 2.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUR Murphy Oil Corporation | 3.21% | 4.16% | 3.97% | 2.58% | 1.92% | 1.91% | 5.17% | 3.73% | 4.28% | 3.22% | 3.85% | 6.24% |
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
MUR vs. XLE - Drawdown Comparison
The maximum MUR drawdown since its inception was -92.11%, which is greater than XLE's maximum drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for MUR and XLE.
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Drawdown Indicators
| MUR | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.11% | -71.26% | -20.85% |
Max Drawdown (1Y)Largest decline over 1 year | -32.83% | -18.79% | -14.04% |
Max Drawdown (5Y)Largest decline over 5 years | -58.47% | -26.04% | -32.43% |
Max Drawdown (10Y)Largest decline over 10 years | -86.10% | -66.81% | -19.29% |
Current DrawdownCurrent decline from peak | -14.72% | -2.08% | -12.64% |
Average DrawdownAverage peak-to-trough decline | -26.29% | -18.05% | -8.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.35% | 7.14% | +7.21% |
Volatility
MUR vs. XLE - Volatility Comparison
Murphy Oil Corporation (MUR) has a higher volatility of 12.37% compared to State Street Energy Select Sector SPDR ETF (XLE) at 5.05%. This indicates that MUR'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
| MUR | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.37% | 5.05% | +7.32% |
Volatility (6M)Calculated over the trailing 6-month period | 34.50% | 13.94% | +20.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.76% | 24.93% | +29.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.45% | 26.06% | +20.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.42% | 29.48% | +25.94% |