OXY vs. IVW
OXY (Occidental Petroleum Corporation) is a stock, while IVW (iShares S&P 500 Growth ETF) is Large Cap Growth Equities fund tracking the S&P 500 Growth Index. Over the past 10 years, OXY returned 0.56%/yr vs 18.07%/yr for IVW. At a 0.40 correlation, their price movements are largely independent.
Performance
OXY vs. IVW - Performance Comparison
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Returns By Period
In the year-to-date period, OXY achieves a 45.73% return, which is significantly higher than IVW's 13.68% return. Over the past 10 years, OXY has underperformed IVW with an annualized return of 0.56%, while IVW has yielded a comparatively higher 18.07% annualized return.
OXY
- 1D
- 0.93%
- 1M
- -1.05%
- YTD
- 45.73%
- 6M
- 41.98%
- 1Y
- 42.73%
- 3Y*
- 1.70%
- 5Y*
- 16.88%
- 10Y*
- 0.56%
IVW
- 1D
- -0.98%
- 1M
- 7.39%
- YTD
- 13.68%
- 6M
- 13.49%
- 1Y
- 33.77%
- 3Y*
- 27.99%
- 5Y*
- 15.93%
- 10Y*
- 18.07%
OXY vs. IVW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OXY Occidental Petroleum Corporation | 45.73% | -14.95% | -15.91% | -4.08% | 119.10% | 67.71% | -56.63% | -28.28% | -13.05% | 8.49% |
IVW iShares S&P 500 Growth ETF | 13.68% | 21.95% | 35.82% | 29.83% | -29.50% | 31.80% | 33.19% | 30.77% | -0.21% | 27.21% |
Correlation
The correlation between OXY and IVW is -0.26, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since May 30, 2000 | 0.40 |
The correlation between OXY and IVW shifts across timeframes, from -0.26 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
OXY vs. IVW — Risk / Return Rank
OXY
IVW
OXY vs. IVW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Occidental Petroleum Corporation (OXY) and iShares S&P 500 Growth ETF (IVW). 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.
| OXY | IVW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.37 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 2.47 | -0.31 |
| Martin ratioReturn relative to average drawdown | 4.50 | 10.19 | -5.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OXY | IVW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 2.14 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.76 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.88 | -0.87 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.45 | -0.25 |
Drawdowns
OXY vs. IVW - Drawdown Comparison
The maximum OXY drawdown since its inception was -88.45%, which is greater than IVW's maximum drawdown of -57.33%. Use the drawdown chart below to compare losses from any high point for OXY and IVW.
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Drawdown Indicators
| OXY | IVW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.45% | -57.33% | -31.12% |
Max Drawdown (1Y)Largest decline over 1 year | -19.94% | -13.75% | -6.19% |
Max Drawdown (3Y)Largest decline over 3 years | -46.94% | -22.15% | -24.79% |
Max Drawdown (5Y)Largest decline over 5 years | -50.77% | -32.72% | -18.05% |
Max Drawdown (10Y)Largest decline over 10 years | -88.39% | -32.72% | -55.67% |
Current DrawdownCurrent decline from peak | -17.22% | -1.12% | -16.10% |
Average DrawdownAverage peak-to-trough decline | -20.15% | -17.62% | -2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.52% | 3.32% | +6.20% |
Volatility
OXY vs. IVW - Volatility Comparison
Occidental Petroleum Corporation (OXY) has a higher volatility of 12.34% compared to iShares S&P 500 Growth ETF (IVW) at 4.30%. This indicates that OXY's price experiences larger fluctuations and is considered to be riskier than IVW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OXY | IVW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.34% | 4.30% | +8.04% |
Volatility (6M)Calculated over the trailing 6-month period | 27.12% | 12.37% | +14.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.57% | 15.87% | +18.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.54% | 21.16% | +18.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.75% | 20.62% | +28.13% |
Dividends
OXY vs. IVW - Dividend Comparison
OXY's dividend yield for the trailing twelve months is around 1.64%, more than IVW's 0.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVW iShares S&P 500 Growth ETF | 0.35% | 0.40% | 0.43% | 1.03% | 0.92% | 0.46% | 0.82% | 1.63% | 1.28% | 1.30% | 1.51% | 1.51% |
OXY Occidental Petroleum Corporation | 1.64% | 2.33% | 1.78% | 1.21% | 0.83% | 0.14% | 4.74% | 7.62% | 5.05% | 4.15% | 4.24% | 4.39% |
Frequently Asked Questions
OXY and IVW have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OXY has higher volatility (12.34%) compared to IVW (4.30%). In terms of maximum drawdown, OXY dropped -88.45% vs IVW's -57.33%.
IVW currently has the higher Sharpe Ratio (2.14 vs 1.25), 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.
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