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OKE vs. IMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

OKE vs. IMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ONEOK, Inc. (OKE) and Imperial Oil Limited (IMO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OKE achieves a 26.44% return, which is significantly lower than IMO's 41.99% return. Over the past 10 years, OKE has underperformed IMO with an annualized return of 13.77%, while IMO has yielded a comparatively higher 17.61% annualized return.


OKE

1D
1.56%
1M
2.03%
YTD
26.44%
6M
26.28%
1Y
15.65%
3Y*
20.59%
5Y*
16.74%
10Y*
13.77%

IMO

1D
0.26%
1M
-7.42%
YTD
41.99%
6M
33.35%
1Y
56.95%
3Y*
37.72%
5Y*
32.35%
10Y*
17.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OKE vs. IMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OKE
ONEOK, Inc.
26.44%-22.94%50.10%13.21%18.86%64.67%-43.45%47.76%6.27%-2.12%
IMO
Imperial Oil Limited
41.99%43.85%10.47%20.89%38.00%95.29%-25.37%7.16%-17.21%-8.36%

Correlation

The correlation between OKE and IMO is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Jul 16, 1986

0.37

The correlation between OKE and IMO shifts across timeframes, from 0.37 (all time) to 0.59 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

OKE:

$57.22B

IMO:

$58.80B

EPS

OKE:

$5.61

IMO:

$5.87

PE Ratio

OKE:

16.15

IMO:

20.67

PEG Ratio

OKE:

1.15

IMO:

0.45

PS Ratio

OKE:

1.62

IMO:

1.30

PB Ratio

OKE:

2.56

IMO:

2.58

Total Revenue (TTM)

OKE:

$35.20B

IMO:

$46.55B

Gross Profit (TTM)

OKE:

$8.43B

IMO:

$7.69B

EBITDA (TTM)

OKE:

$7.85B

IMO:

$6.36B

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Return for Risk

OKE vs. IMO — Risk / Return Rank

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

OKE
OKE Risk / Return Rank: 5858
Overall Rank
OKE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
OKE Sortino Ratio Rank: 5555
Sortino Ratio Rank
OKE Omega Ratio Rank: 5454
Omega Ratio Rank
OKE Calmar Ratio Rank: 5959
Calmar Ratio Rank
OKE Martin Ratio Rank: 6060
Martin Ratio Rank

IMO
IMO Risk / Return Rank: 8787
Overall Rank
IMO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IMO Sortino Ratio Rank: 8686
Sortino Ratio Rank
IMO Omega Ratio Rank: 8484
Omega Ratio Rank
IMO Calmar Ratio Rank: 8787
Calmar Ratio Rank
IMO Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OKE vs. IMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ONEOK, Inc. (OKE) and Imperial Oil Limited (IMO). 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.


OKEIMODifference
Sharpe ratioReturn per unit of total volatility

-1.50

Sortino ratioReturn per unit of downside risk

-1.73

Omega ratioGain probability vs. loss probability

1.12

1.33

-0.21

Calmar ratioReturn relative to maximum drawdown

0.75

3.47

-2.72

Martin ratioReturn relative to average drawdown

1.69

10.04

-8.35

OKE vs. IMO - Sharpe Ratio Comparison

The current OKE Sharpe Ratio is 0.60, which is lower than the IMO Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of OKE and IMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

OKE vs. IMO - Drawdown Comparison

The maximum OKE drawdown since its inception was -80.17%, smaller than the maximum IMO drawdown of -84.82%. Use the drawdown chart below to compare losses from any high point for OKE and IMO.


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Drawdown Indicators


OKEIMODifference

Max Drawdown

Largest peak-to-trough decline

-80.17%

-84.82%

+4.65%

Max Drawdown (1Y)

Largest decline over 1 year

-21.02%

-16.51%

-4.51%

Max Drawdown (3Y)

Largest decline over 3 years

-42.17%

-22.95%

-19.22%

Max Drawdown (5Y)

Largest decline over 5 years

-42.17%

-29.72%

-12.45%

Max Drawdown (10Y)

Largest decline over 10 years

-80.17%

-76.96%

-3.21%

Current Drawdown

Current decline from peak

-16.43%

-11.88%

-4.55%

Average Drawdown

Average peak-to-trough decline

-16.67%

-21.19%

+4.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.26%

5.69%

+3.57%

Volatility

OKE vs. IMO - Volatility Comparison

ONEOK, Inc. (OKE) and Imperial Oil Limited (IMO) have volatilities of 9.70% and 9.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OKEIMODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.70%

9.97%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

20.76%

22.21%

-1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

26.04%

27.31%

-1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.33%

32.66%

-4.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.88%

35.55%

+3.33%

Dividends

OKE vs. IMO - Dividend Comparison

OKE's dividend yield for the trailing twelve months is around 4.64%, more than IMO's 1.90% yield.


PositionTTM20252024202320222021202020192018201720162015
IMO
Imperial Oil Limited
1.90%2.40%2.84%2.73%2.30%2.28%3.50%2.41%2.36%2.02%1.70%1.66%
OKE
ONEOK, Inc.
4.64%5.61%3.94%5.44%5.69%6.36%9.74%4.66%6.01%5.09%4.28%9.85%

Financials

OKE vs. IMO - Financials Comparison

This section allows you to compare key financial metrics between ONEOK, Inc. and Imperial Oil Limited. 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


5.00B10.00B15.00B20222023202420252026
9.62B
12.45B
(OKE) Total Revenue
(IMO) Total Revenue
Values in USD except per share items

OKE vs. IMO - Profitability Comparison

The chart below illustrates the profitability comparison between ONEOK, Inc. and Imperial Oil Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%20222023202420252026
26.7%
20.2%
Portfolio components
OKE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ONEOK, Inc. reported a gross profit of 2.57B and revenue of 9.62B. Therefore, the gross margin over that period was 26.7%.

IMO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Imperial Oil Limited reported a gross profit of 2.51B and revenue of 12.45B. Therefore, the gross margin over that period was 20.2%.

OKE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ONEOK, Inc. reported an operating income of 1.43B and revenue of 9.62B, resulting in an operating margin of 14.9%.

IMO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Imperial Oil Limited reported an operating income of 1.23B and revenue of 12.45B, resulting in an operating margin of 9.9%.

OKE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ONEOK, Inc. reported a net income of 774.00M and revenue of 9.62B, resulting in a net margin of 8.1%.

IMO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Imperial Oil Limited reported a net income of 940.00M and revenue of 12.45B, resulting in a net margin of 7.6%.


Frequently Asked Questions


OKE and IMO have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IMO has higher volatility (9.97%) compared to OKE (9.70%). In terms of maximum drawdown, OKE dropped -80.17% vs IMO's -84.82%.

IMO currently has the higher Sharpe Ratio (2.10 vs 0.60), 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.

Portfolio Optimizer

Find the right allocation for OKE and IMO

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