PortfoliosLab logo
OXY vs. HESM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OXY and HESM is 0.38, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

OXY vs. HESM - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
-20.77%
172.22%
OXY
HESM

Key characteristics

Sharpe Ratio

OXY:

-1.21

HESM:

0.74

Sortino Ratio

OXY:

-1.74

HESM:

1.07

Omega Ratio

OXY:

0.77

HESM:

1.15

Calmar Ratio

OXY:

-0.77

HESM:

0.93

Martin Ratio

OXY:

-1.67

HESM:

3.38

Ulcer Index

OXY:

23.43%

HESM:

5.39%

Daily Std Dev

OXY:

32.43%

HESM:

24.84%

Max Drawdown

OXY:

-88.42%

HESM:

-75.16%

Current Drawdown

OXY:

-45.06%

HESM:

-11.62%

Fundamentals

Market Cap

OXY:

$39.63B

HESM:

$8.89B

EPS

OXY:

$2.26

HESM:

$2.49

PE Ratio

OXY:

17.86

HESM:

15.65

PEG Ratio

OXY:

1.29

HESM:

1.57

PS Ratio

OXY:

1.48

HESM:

5.94

PB Ratio

OXY:

1.51

HESM:

8.57

Total Revenue (TTM)

OXY:

$20.75B

HESM:

$1.14B

Gross Profit (TTM)

OXY:

$7.61B

HESM:

$809.20M

EBITDA (TTM)

OXY:

$9.63B

HESM:

$861.60M

Returns By Period

In the year-to-date period, OXY achieves a -17.90% return, which is significantly lower than HESM's 6.51% return.


OXY

YTD

-17.90%

1M

-18.87%

6M

-21.00%

1Y

-39.49%

5Y*

25.11%

10Y*

-3.70%

HESM

YTD

6.51%

1M

-9.90%

6M

13.36%

1Y

19.56%

5Y*

28.85%

10Y*

N/A

*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

OXY vs. HESM — Risk-Adjusted Performance Rank

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

OXY
The Risk-Adjusted Performance Rank of OXY is 44
Overall Rank
The Sharpe Ratio Rank of OXY is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of OXY is 44
Sortino Ratio Rank
The Omega Ratio Rank of OXY is 44
Omega Ratio Rank
The Calmar Ratio Rank of OXY is 77
Calmar Ratio Rank
The Martin Ratio Rank of OXY is 44
Martin Ratio Rank

HESM
The Risk-Adjusted Performance Rank of HESM is 7676
Overall Rank
The Sharpe Ratio Rank of HESM is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of HESM is 6868
Sortino Ratio Rank
The Omega Ratio Rank of HESM is 6969
Omega Ratio Rank
The Calmar Ratio Rank of HESM is 8383
Calmar Ratio Rank
The Martin Ratio Rank of HESM is 8181
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.

OXY vs. HESM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Occidental Petroleum Corporation (OXY) and Hess Midstream LP (HESM). 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 chart of Sharpe ratio for OXY, currently valued at -1.21, compared to the broader market-2.00-1.000.001.002.003.00
OXY: -1.21
HESM: 0.74
The chart of Sortino ratio for OXY, currently valued at -1.74, compared to the broader market-6.00-4.00-2.000.002.004.00
OXY: -1.74
HESM: 1.07
The chart of Omega ratio for OXY, currently valued at 0.77, compared to the broader market0.501.001.502.00
OXY: 0.77
HESM: 1.15
The chart of Calmar ratio for OXY, currently valued at -0.77, compared to the broader market0.001.002.003.004.005.00
OXY: -0.77
HESM: 0.93
The chart of Martin ratio for OXY, currently valued at -1.67, compared to the broader market-5.000.005.0010.0015.0020.00
OXY: -1.67
HESM: 3.38

The current OXY Sharpe Ratio is -1.21, which is lower than the HESM Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of OXY and HESM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-1.21
0.74
OXY
HESM

Dividends

OXY vs. HESM - Dividend Comparison

OXY's dividend yield for the trailing twelve months is around 2.23%, less than HESM's 6.98% yield.


TTM20242023202220212020201920182017201620152014
OXY
Occidental Petroleum Corporation
2.23%1.78%1.21%0.83%0.14%4.74%7.62%5.05%4.15%4.24%4.39%3.46%
HESM
Hess Midstream LP
6.98%7.12%7.50%7.30%6.93%8.86%6.89%8.00%2.93%0.00%0.00%0.00%

Drawdowns

OXY vs. HESM - Drawdown Comparison

The maximum OXY drawdown since its inception was -88.42%, which is greater than HESM's maximum drawdown of -75.16%. Use the drawdown chart below to compare losses from any high point for OXY and HESM. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-44.98%
-11.62%
OXY
HESM

Volatility

OXY vs. HESM - Volatility Comparison

Occidental Petroleum Corporation (OXY) has a higher volatility of 22.92% compared to Hess Midstream LP (HESM) at 14.83%. This indicates that OXY's price experiences larger fluctuations and is considered to be riskier than HESM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
22.92%
14.83%
OXY
HESM

Financials

OXY vs. HESM - Financials Comparison

This section allows you to compare key financial metrics between Occidental Petroleum Corporation and Hess Midstream LP. 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


Values in USD except per share items