OII vs. TGLR
OII (Oceaneering International, Inc.) is a stock, while TGLR (LAFFER|TENGLER Equity Income ETF) is Large Cap Value Equities fund actively managed by LAFFER TENGLER. Over the past year, OII returned 106.54% vs 23.45% for TGLR. At a 0.38 correlation, their price movements are largely independent.
Performance
OII vs. TGLR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, OII achieves a 76.03% return, which is significantly higher than TGLR's 11.71% return.
OII
- 1D
- -0.84%
- 1M
- 13.37%
- 6M
- 56.26%
- YTD
- 76.03%
- 1Y
- 106.54%
- 3Y*
- 23.83%
- 5Y*
- 26.50%
- 10Y*
- 3.64%
TGLR
- 1D
- -0.17%
- 1M
- -1.88%
- 6M
- 7.43%
- YTD
- 11.71%
- 1Y
- 23.45%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
OII vs. TGLR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
OII Oceaneering International, Inc. | 76.03% | -7.86% | 22.56% | 2.06% |
TGLR LAFFER|TENGLER Equity Income ETF | 11.71% | 23.30% | 18.71% | 4.88% |
Correlation
The correlation between OII and TGLR is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2023 | 0.38 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
OII vs. TGLR — Risk / Return Rank
OII
TGLR
OII vs. TGLR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oceaneering International, Inc. (OII) and LAFFER|TENGLER Equity Income ETF (TGLR). 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.
| OII | TGLR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.66 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.33 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 7.02 | 2.73 | +4.28 |
| Martin ratioReturn relative to average drawdown | 16.85 | 11.30 | +5.56 |
Loading charts...
Drawdowns
OII vs. TGLR - Drawdown Comparison
The maximum OII drawdown since its inception was -97.37%, which is greater than TGLR's maximum drawdown of -19.82%. Use the drawdown chart below to compare losses from any high point for OII and TGLR.
Loading charts...
Drawdown Indicators
| OII | TGLR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.37% | -19.82% | -77.55% |
Max Drawdown (1Y)Largest decline over 1 year | -15.27% | -8.62% | -6.65% |
Max Drawdown (3Y)Largest decline over 3 years | -47.84% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -57.97% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -93.29% | — | — |
Current DrawdownCurrent decline from peak | -46.47% | -1.88% | -44.59% |
Average DrawdownAverage peak-to-trough decline | -38.56% | -2.33% | -36.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.34% | 2.08% | +4.26% |
Volatility
OII vs. TGLR - Volatility Comparison
Oceaneering International, Inc. (OII) has a higher volatility of 12.74% compared to LAFFER|TENGLER Equity Income ETF (TGLR) at 2.67%. This indicates that OII's price experiences larger fluctuations and is considered to be riskier than TGLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| OII | TGLR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.74% | 2.67% | +10.07% |
Volatility (6M)Calculated over the trailing 6-month period | 33.44% | 10.08% | +23.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.19% | 12.95% | +30.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.99% | 15.17% | +35.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.85% | 15.17% | +47.68% |
Dividends
OII vs. TGLR - Dividend Comparison
OII has not paid dividends to shareholders, while TGLR's dividend yield for the trailing twelve months is around 1.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OII Oceaneering International, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.13% | 3.40% | 2.88% |
TGLR LAFFER|TENGLER Equity Income ETF | 1.01% | 1.16% | 1.02% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
OII and TGLR have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OII has higher volatility (12.74%) compared to TGLR (2.67%). In terms of maximum drawdown, OII dropped -97.37% vs TGLR's -19.82%.
OII currently has the higher Sharpe Ratio (2.48 vs 1.82), 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.
Find the right allocation for OII and TGLR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer