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NE vs. XOM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NE and XOM is 0.56, 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.


-0.50.00.51.00.6

Performance

NE vs. XOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Noble Corporation (NE) and Exxon Mobil Corporation (XOM). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
24.78%
94.35%
NE
XOM

Key characteristics

Sharpe Ratio

NE:

-0.97

XOM:

0.43

Sortino Ratio

NE:

-1.41

XOM:

0.73

Omega Ratio

NE:

0.85

XOM:

1.09

Calmar Ratio

NE:

-0.77

XOM:

0.44

Martin Ratio

NE:

-1.64

XOM:

1.79

Ulcer Index

NE:

20.21%

XOM:

4.63%

Daily Std Dev

NE:

34.12%

XOM:

19.32%

Max Drawdown

NE:

-43.20%

XOM:

-62.40%

Current Drawdown

NE:

-43.20%

XOM:

-14.42%

Fundamentals

Market Cap

NE:

$4.85B

XOM:

$474.71B

EPS

NE:

$3.40

XOM:

$8.03

PE Ratio

NE:

8.90

XOM:

13.45

Total Revenue (TTM)

NE:

$2.77B

XOM:

$342.95B

Gross Profit (TTM)

NE:

$776.15M

XOM:

$85.46B

EBITDA (TTM)

NE:

$923.23M

XOM:

$75.25B

Returns By Period

In the year-to-date period, NE achieves a -36.78% return, which is significantly lower than XOM's 10.07% return.


NE

YTD

-36.78%

1M

-12.24%

6M

-31.85%

1Y

-34.72%

5Y*

N/A

10Y*

N/A

XOM

YTD

10.07%

1M

-11.55%

6M

-1.12%

1Y

6.86%

5Y*

14.22%

10Y*

5.81%

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Risk-Adjusted Performance

NE vs. XOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Noble Corporation (NE) 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.


Sharpe ratio
The chart of Sharpe ratio for NE, currently valued at -0.97, compared to the broader market-4.00-2.000.002.00-0.970.43
The chart of Sortino ratio for NE, currently valued at -1.41, compared to the broader market-4.00-2.000.002.004.00-1.410.73
The chart of Omega ratio for NE, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.09
The chart of Calmar ratio for NE, currently valued at -0.77, compared to the broader market0.002.004.006.00-0.770.44
The chart of Martin ratio for NE, currently valued at -1.64, compared to the broader market0.0010.0020.00-1.641.79
NE
XOM

The current NE Sharpe Ratio is -0.97, which is lower than the XOM Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of NE and XOM, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.97
0.43
NE
XOM

Dividends

NE vs. XOM - Dividend Comparison

NE's dividend yield for the trailing twelve months is around 6.20%, more than XOM's 3.61% yield.


TTM20232022202120202019201820172016201520142013
NE
Noble Corporation
6.20%1.45%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XOM
Exxon Mobil Corporation
3.61%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%

Drawdowns

NE vs. XOM - Drawdown Comparison

The maximum NE drawdown since its inception was -43.20%, smaller than the maximum XOM drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for NE and XOM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-43.20%
-14.42%
NE
XOM

Volatility

NE vs. XOM - Volatility Comparison

Noble Corporation (NE) has a higher volatility of 9.30% compared to Exxon Mobil Corporation (XOM) at 4.85%. This indicates that NE'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.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
9.30%
4.85%
NE
XOM

Financials

NE vs. XOM - Financials Comparison

This section allows you to compare key financial metrics between Noble Corporation 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.


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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