OILT vs. SHEL

In the year-to-date period, OILT achieves a -15.17% return, which is significantly lower than SHEL's 7.98% return.

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This table presents a comparison of risk-adjusted performance metrics for Texas Capital Texas Oil Index ETF (OILT) and Shell plc (SHEL). 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 OILT Sharpe Ratio is -0.70, which is lower than the SHEL Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of OILT and SHEL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

OILT's dividend yield for the trailing twelve months is around 2.98%, less than SHEL's 4.24% yield.

The maximum OILT drawdown since its inception was -35.21%, smaller than the maximum SHEL drawdown of -67.46%. Use the drawdown chart below to compare losses from any high point for OILT and SHEL.

Texas Capital Texas Oil Index ETF (OILT) has a higher volatility of 8.65% compared to Shell plc (SHEL) at 4.84%. This indicates that OILT's price experiences larger fluctuations and is considered to be riskier than SHEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.