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

Performance

OKE vs. OXY - Performance Comparison

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

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OKE vs. OXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OKE
ONEOK, Inc.
20.49%-22.94%50.10%13.21%18.86%64.67%-43.45%47.76%6.27%-2.12%
OXY
Occidental Petroleum Corporation
52.06%-14.95%-15.91%-4.08%119.10%67.71%-56.63%-28.28%-13.05%8.49%

Fundamentals

EPS

OKE:

$5.40

OXY:

$6.07

PE Ratio

OKE:

16.19

OXY:

10.25

PEG Ratio

OKE:

1.15

OXY:

0.07

PS Ratio

OKE:

1.63

OXY:

1.93

Total Revenue (TTM)

OKE:

$33.63B

OXY:

$21.59B

Gross Profit (TTM)

OKE:

$7.22B

OXY:

$0.00

EBITDA (TTM)

OKE:

$8.60B

OXY:

$11.66B

Returns By Period

In the year-to-date period, OKE achieves a 20.49% return, which is significantly lower than OXY's 52.06% return. Over the past 10 years, OKE has outperformed OXY with an annualized return of 18.80%, while OXY has yielded a comparatively lower 1.93% annualized return.


OKE

1D
-3.35%
1M
1.44%
YTD
20.49%
6M
23.24%
1Y
-7.31%
3Y*
17.18%
5Y*
17.68%
10Y*
18.80%

OXY

1D
-4.26%
1M
15.34%
YTD
52.06%
6M
31.79%
1Y
29.25%
3Y*
1.62%
5Y*
19.36%
10Y*
1.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

OKE vs. OXY — Risk / Return Rank

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

OKE
OKE Risk / Return Rank: 3030
Overall Rank
OKE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
OKE Sortino Ratio Rank: 2626
Sortino Ratio Rank
OKE Omega Ratio Rank: 2626
Omega Ratio Rank
OKE Calmar Ratio Rank: 3434
Calmar Ratio Rank
OKE Martin Ratio Rank: 3535
Martin Ratio Rank

OXY
OXY Risk / Return Rank: 6363
Overall Rank
OXY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
OXY Sortino Ratio Rank: 6060
Sortino Ratio Rank
OXY Omega Ratio Rank: 6060
Omega Ratio Rank
OXY Calmar Ratio Rank: 6363
Calmar Ratio Rank
OXY Martin Ratio Rank: 6363
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. OXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ONEOK, Inc. (OKE) and Occidental Petroleum Corporation (OXY). 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.


OKEOXYDifference

Sharpe ratio

Return per unit of total volatility

-0.24

0.75

-0.99

Sortino ratio

Return per unit of downside risk

-0.11

1.22

-1.33

Omega ratio

Gain probability vs. loss probability

0.98

1.17

-0.18

Calmar ratio

Return relative to maximum drawdown

-0.21

1.07

-1.29

Martin ratio

Return relative to average drawdown

-0.34

2.37

-2.70

OKE vs. OXY - Sharpe Ratio Comparison

The current OKE Sharpe Ratio is -0.24, which is lower than the OXY Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of OKE and OXY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OKEOXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

0.75

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.48

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.04

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.21

+0.19

Correlation

The correlation between OKE and OXY is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

OKE vs. OXY - Dividend Comparison

OKE's dividend yield for the trailing twelve months is around 4.76%, more than OXY's 1.57% yield.


TTM20252024202320222021202020192018201720162015
OKE
ONEOK, Inc.
4.76%5.61%3.94%5.44%5.69%6.36%9.74%4.66%6.01%5.09%4.28%9.85%
OXY
Occidental Petroleum Corporation
1.57%2.33%1.78%1.21%0.83%0.14%4.74%7.62%5.05%4.15%4.24%4.39%

Drawdowns

OKE vs. OXY - Drawdown Comparison

The maximum OKE drawdown since its inception was -80.17%, smaller than the maximum OXY drawdown of -88.45%. Use the drawdown chart below to compare losses from any high point for OKE and OXY.


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Drawdown Indicators


OKEOXYDifference

Max Drawdown

Largest peak-to-trough decline

-80.17%

-88.45%

+8.28%

Max Drawdown (1Y)

Largest decline over 1 year

-33.27%

-26.80%

-6.47%

Max Drawdown (5Y)

Largest decline over 5 years

-42.17%

-50.77%

+8.60%

Max Drawdown (10Y)

Largest decline over 10 years

-80.17%

-88.39%

+8.22%

Current Drawdown

Current decline from peak

-20.36%

-13.62%

-6.74%

Average Drawdown

Average peak-to-trough decline

-16.66%

-20.15%

+3.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.95%

12.18%

+8.77%

Volatility

OKE vs. OXY - Volatility Comparison

The current volatility for ONEOK, Inc. (OKE) is 6.91%, while Occidental Petroleum Corporation (OXY) has a volatility of 10.61%. This indicates that OKE experiences smaller price fluctuations and is considered to be less risky than OXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OKEOXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.91%

10.61%

-3.70%

Volatility (6M)

Calculated over the trailing 6-month period

18.15%

24.76%

-6.61%

Volatility (1Y)

Calculated over the trailing 1-year period

30.92%

39.09%

-8.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.98%

40.19%

-12.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.01%

48.54%

-9.53%

Financials

OKE vs. OXY - Financials Comparison

This section allows you to compare key financial metrics between ONEOK, Inc. and Occidental Petroleum 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


2.00B4.00B6.00B8.00B10.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
9.07B
1.74B
(OKE) Total Revenue
(OXY) Total Revenue
Values in USD except per share items