NE vs. XOM
NE (Noble Corporation) and XOM (Exxon Mobil Corporation) are both stocks. Both are in the Energy sector — NE in Oil & Gas Drilling, XOM in Oil & Gas Integrated. Over the past 5 years, NE returned 17.68%/yr vs 26.54%/yr for XOM. Their 0.55 correlation means they have sometimes moved together and sometimes differently.
Performance
NE vs. XOM - Performance Comparison
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Returns By Period
In the year-to-date period, NE achieves a 53.45% return, which is significantly higher than XOM's 30.91% return.
NE
- 1D
- 2.32%
- 1M
- 11.61%
- 6M
- 21.66%
- YTD
- 53.45%
- 1Y
- 74.23%
- 3Y*
- -1.50%
- 5Y*
- 17.68%
- 10Y*
- —
- ALL TIME*
- 14.72%
XOM
- 1D
- -0.97%
- 1M
- 13.39%
- 6M
- 11.41%
- YTD
- 30.91%
- 1Y
- 46.29%
- 3Y*
- 17.24%
- 5Y*
- 26.54%
- 10Y*
- 10.67%
- ALL TIME*
- 11.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $85.08M | $69.89M | $69.38M | |
| $2.16B | $2.15B | $2.46B |
NE vs. XOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NE Noble Corporation | 53.45% | -3.21% | -31.57% | 29.54% | 52.00% | 1.27% |
XOM Exxon Mobil Corporation | 30.91% | 15.98% | 11.26% | -6.26% | 87.41% | 1.32% |
Correlation
The correlation between NE and XOM is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.51 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2021 | 0.55 |
The correlation between NE and XOM has been stable across timeframes, ranging from 0.51 to 0.55 - a consistent structural relationship.
Fundamentals
NE:
$6.77B
XOM:
$644.38B
NE:
$1.25
XOM:
$5.96
NE:
34.01
XOM:
26.10
NE:
9.25
XOM:
1.21
NE:
2.17
XOM:
2.03
NE:
$2.35B
XOM:
$326.01B
NE:
$545.37M
XOM:
$83.11B
NE:
$805.74M
XOM:
$60.44B
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Return for Risk
NE vs. XOM — Risk / Return Rank
NE
XOM
NE vs. XOM - Risk-Adjusted Trends 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.
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.
| NE | XOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.29 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 2.18 | -0.01 |
| Martin ratioReturn relative to average drawdown | 6.12 | 5.53 | +0.59 |
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Drawdowns
NE vs. XOM - Drawdown Comparison
The maximum NE drawdown since its inception was -63.16%, roughly equal to the maximum XOM drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for NE and XOM.
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Drawdown Indicators
| NE | XOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.16% | -62.40% | -0.76% |
Max Drawdown (1Y)Largest decline over 1 year | -31.06% | -20.11% | -10.95% |
Max Drawdown (3Y)Largest decline over 3 years | -63.16% | -20.11% | -43.05% |
Max Drawdown (5Y)Largest decline over 5 years | -63.16% | -20.51% | -42.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -61.01% | — |
Current DrawdownCurrent decline from peak | -21.17% | -8.73% | -12.44% |
Average DrawdownAverage peak-to-trough decline | -19.61% | -10.22% | -9.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.98% | 7.95% | +3.03% |
Volatility
NE vs. XOM - Volatility Comparison
Noble Corporation (NE) has a higher volatility of 14.73% compared to Exxon Mobil Corporation (XOM) at 7.52%. 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.
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Volatility by Period
| NE | XOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.73% | 7.52% | +7.21% |
Volatility (6M)Calculated over the trailing 6-month period | 30.99% | 20.71% | +10.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.22% | 25.02% | +17.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.88% | 26.65% | +17.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.53% | 28.28% | +15.25% |
Dividends
NE vs. XOM - Dividend Comparison
NE's dividend yield for the trailing twelve months is around 4.72%, more than XOM's 2.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NE Noble Corporation | 4.72% | 7.08% | 5.73% | 1.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XOM Exxon Mobil Corporation | 2.62% | 3.32% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
NE and XOM have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NE has higher volatility (14.73%) compared to XOM (7.52%). In terms of maximum drawdown, NE dropped -63.16% vs XOM's -62.40%.
XOM currently has the higher Sharpe Ratio (1.75 vs 1.60), 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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