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

Correlation

The correlation between NE and XOM is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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.

Loading data...

Key characteristics

Sharpe Ratio

NE:

-0.94

XOM:

-0.17

Sortino Ratio

NE:

-1.37

XOM:

-0.10

Omega Ratio

NE:

0.83

XOM:

0.99

Calmar Ratio

NE:

-0.71

XOM:

-0.24

Martin Ratio

NE:

-1.40

XOM:

-0.52

Ulcer Index

NE:

32.26%

XOM:

8.55%

Daily Std Dev

NE:

47.85%

XOM:

23.93%

Max Drawdown

NE:

-63.16%

XOM:

-62.40%

Current Drawdown

NE:

-51.07%

XOM:

-11.19%

Fundamentals

Market Cap

NE:

$3.91B

XOM:

$470.44B

EPS

NE:

$2.97

XOM:

$7.54

PE Ratio

NE:

8.30

XOM:

14.48

PS Ratio

NE:

1.25

XOM:

1.38

PB Ratio

NE:

0.84

XOM:

1.72

Total Revenue (TTM)

NE:

$3.30B

XOM:

$341.97B

Gross Profit (TTM)

NE:

$967.33M

XOM:

$84.09B

EBITDA (TTM)

NE:

$1.16B

XOM:

$73.42B

Returns By Period

In the year-to-date period, NE achieves a -20.41% return, which is significantly lower than XOM's 2.67% return.


NE

YTD

-20.41%

1M

22.80%

6M

-27.68%

1Y

-44.60%

5Y*

N/A

10Y*

N/A

XOM

YTD

2.67%

1M

6.13%

6M

-7.48%

1Y

-4.03%

5Y*

26.46%

10Y*

6.79%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NE vs. XOM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NE
The Risk-Adjusted Performance Rank of NE is 77
Overall Rank
The Sharpe Ratio Rank of NE is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of NE is 66
Sortino Ratio Rank
The Omega Ratio Rank of NE is 88
Omega Ratio Rank
The Calmar Ratio Rank of NE is 88
Calmar Ratio Rank
The Martin Ratio Rank of NE is 99
Martin Ratio Rank

XOM
The Risk-Adjusted Performance Rank of XOM is 3636
Overall Rank
The Sharpe Ratio Rank of XOM is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of XOM is 3333
Sortino Ratio Rank
The Omega Ratio Rank of XOM is 3232
Omega Ratio Rank
The Calmar Ratio Rank of XOM is 3535
Calmar Ratio Rank
The Martin Ratio Rank of XOM is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current NE Sharpe Ratio is -0.94, which is lower than the XOM Sharpe Ratio of -0.17. 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.


Loading data...

Dividends

NE vs. XOM - Dividend Comparison

NE's dividend yield for the trailing twelve months is around 7.77%, more than XOM's 3.54% yield.


TTM20242023202220212020201920182017201620152014
NE
Noble Corporation
7.77%5.73%1.45%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XOM
Exxon Mobil Corporation
3.54%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%

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. For additional features, visit the drawdowns tool.


Loading data...

Volatility

NE vs. XOM - Volatility Comparison

Noble Corporation (NE) has a higher volatility of 12.82% compared to Exxon Mobil Corporation (XOM) at 6.56%. 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.


Loading data...

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


0.0020.00B40.00B60.00B80.00B100.00B120.00B20212022202320242025
874.49M
83.13B
(NE) Total Revenue
(XOM) Total Revenue
Values in USD except per share items

NE vs. XOM - Profitability Comparison

The chart below illustrates the profitability comparison between Noble Corporation and Exxon Mobil Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-40.0%-20.0%0.0%20.0%40.0%20212022202320242025
41.8%
31.6%
(NE) Gross Margin
(XOM) Gross Margin
NE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Noble Corporation reported a gross profit of 365.68M and revenue of 874.49M. Therefore, the gross margin over that period was 41.8%.

XOM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Exxon Mobil Corporation reported a gross profit of 26.26B and revenue of 83.13B. Therefore, the gross margin over that period was 31.6%.

NE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Noble Corporation reported an operating income of 187.34M and revenue of 874.49M, resulting in an operating margin of 21.4%.

XOM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Exxon Mobil Corporation reported an operating income of -14.10M and revenue of 83.13B, resulting in an operating margin of -0.0%.

NE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Noble Corporation reported a net income of 108.30M and revenue of 874.49M, resulting in a net margin of 12.4%.

XOM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Exxon Mobil Corporation reported a net income of 7.71B and revenue of 83.13B, resulting in a net margin of 9.3%.