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

Performance

OXY vs. IMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Occidental Petroleum Corporation (OXY) 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, OXY achieves a 38.79% return, which is significantly lower than IMO's 41.99% return. Over the past 10 years, OXY has underperformed IMO with an annualized return of -0.06%, while IMO has yielded a comparatively higher 17.61% annualized return.


OXY

1D
1.93%
1M
1.11%
YTD
38.79%
6M
38.96%
1Y
28.93%
3Y*
0.48%
5Y*
16.40%
10Y*
-0.06%

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)

OXY vs. IMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OXY
Occidental Petroleum Corporation
38.79%-14.95%-15.91%-4.08%119.10%67.71%-56.63%-28.28%-13.05%8.49%
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 OXY and IMO is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.60

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

0.64

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

0.69

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

0.64

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

0.49

The correlation between OXY and IMO shifts across timeframes, from 0.49 (all time) to 0.69 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

OXY:

$6.02

IMO:

$5.87

PE Ratio

OXY:

9.40

IMO:

20.67

PEG Ratio

OXY:

0.06

IMO:

0.45

PS Ratio

OXY:

1.84

IMO:

1.30

Total Revenue (TTM)

OXY:

$23.18B

IMO:

$46.55B

Gross Profit (TTM)

OXY:

$5.46B

IMO:

$7.69B

EBITDA (TTM)

OXY:

$14.13B

IMO:

$6.36B

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Return for Risk

OXY vs. IMO — Risk / Return Rank

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

OXY
OXY Risk / Return Rank: 6767
Overall Rank
OXY Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
OXY Sortino Ratio Rank: 6464
Sortino Ratio Rank
OXY Omega Ratio Rank: 6363
Omega Ratio Rank
OXY Calmar Ratio Rank: 7070
Calmar Ratio Rank
OXY Martin Ratio Rank: 6868
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.

OXY vs. IMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Occidental Petroleum Corporation (OXY) 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.


OXYIMODifference
Sharpe ratioReturn per unit of total volatility

-1.26

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.16

1.33

-0.16

Calmar ratioReturn relative to maximum drawdown

1.46

3.47

-2.01

Martin ratioReturn relative to average drawdown

2.96

10.04

-7.08

OXY vs. IMO - Sharpe Ratio Comparison

The current OXY Sharpe Ratio is 0.84, which is lower than the IMO Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of OXY 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

OXY vs. IMO - Drawdown Comparison

The maximum OXY drawdown since its inception was -88.45%, roughly equal to the maximum IMO drawdown of -84.82%. Use the drawdown chart below to compare losses from any high point for OXY and IMO.


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Drawdown Indicators


OXYIMODifference

Max Drawdown

Largest peak-to-trough decline

-88.45%

-84.82%

-3.63%

Max Drawdown (1Y)

Largest decline over 1 year

-19.94%

-16.51%

-3.43%

Max Drawdown (3Y)

Largest decline over 3 years

-46.94%

-22.95%

-23.99%

Max Drawdown (5Y)

Largest decline over 5 years

-50.77%

-29.72%

-21.05%

Max Drawdown (10Y)

Largest decline over 10 years

-88.39%

-76.96%

-11.43%

Current Drawdown

Current decline from peak

-21.16%

-11.88%

-9.28%

Average Drawdown

Average peak-to-trough decline

-20.14%

-21.19%

+1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.80%

5.69%

+4.11%

Volatility

OXY vs. IMO - Volatility Comparison

Occidental Petroleum Corporation (OXY) and Imperial Oil Limited (IMO) have volatilities of 9.76% 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


OXYIMODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.76%

9.97%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

27.51%

22.21%

+5.30%

Volatility (1Y)

Calculated over the trailing 1-year period

34.65%

27.31%

+7.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.58%

32.66%

+6.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.77%

35.55%

+13.22%

Dividends

OXY vs. IMO - Dividend Comparison

OXY's dividend yield for the trailing twelve months is around 1.77%, less 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%
OXY
Occidental Petroleum Corporation
1.77%2.33%1.78%1.21%0.83%0.14%4.74%7.62%5.05%4.15%4.24%4.39%

Financials

OXY vs. IMO - Financials Comparison

This section allows you to compare key financial metrics between Occidental Petroleum Corporation 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


6.00B8.00B10.00B12.00B14.00B16.00B18.00B20222023202420252026
5.23B
12.45B
(OXY) Total Revenue
(IMO) Total Revenue
Values in USD except per share items

OXY vs. IMO - Profitability Comparison

The chart below illustrates the profitability comparison between Occidental Petroleum Corporation 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

0.0%10.0%20.0%30.0%40.0%50.0%202220232024202520260
20.2%
Portfolio components
OXY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Occidental Petroleum Corporation reported a gross profit of 0.00 and revenue of 5.23B. Therefore, the gross margin over that period was 0.0%.

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%.

OXY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Occidental Petroleum Corporation reported an operating income of 236.00M and revenue of 5.23B, resulting in an operating margin of 4.5%.

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%.

OXY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Occidental Petroleum Corporation reported a net income of 3.18B and revenue of 5.23B, resulting in a net margin of 60.7%.

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


OXY and IMO have a correlation of 0.60, 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 OXY (9.76%). In terms of maximum drawdown, OXY dropped -88.45% vs IMO's -84.82%.

IMO currently has the higher Sharpe Ratio (2.10 vs 0.84), 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 OXY and IMO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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