OXY vs. JPIE
OXY (Occidental Petroleum Corporation) is a stock, while JPIE (JPMorgan Income ETF) is Multisector Bonds fund actively managed by JPMorgan. Over the past 3 years, OXY returned -1.32%/yr vs 6.69%/yr for JPIE. Their 0.05 correlation means their historical movements had little consistent relationship.
Performance
OXY vs. JPIE - Performance Comparison
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Returns By Period
In the year-to-date period, OXY achieves a 40.09% return, which is significantly higher than JPIE's 1.77% return.
OXY
- 1D
- 2.00%
- 1M
- 16.68%
- 6M
- 26.91%
- YTD
- 40.09%
- 1Y
- 34.19%
- 3Y*
- -1.32%
- 5Y*
- 18.54%
- 10Y*
- 0.30%
- ALL TIME*
- 7.11%
JPIE
- 1D
- -0.09%
- 1M
- -0.11%
- 6M
- 1.34%
- YTD
- 1.77%
- 1Y
- 4.65%
- 3Y*
- 6.69%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $68.11M | $65.58M | $67.81M | |
| $444.45M | $488.52M | $571.80M |
OXY vs. JPIE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
OXY Occidental Petroleum Corporation | 40.09% | -14.95% | -15.91% | -4.08% | 119.10% | -16.69% |
JPIE JPMorgan Income ETF | 1.77% | 7.39% | 6.32% | 7.07% | -6.13% | 0.27% |
Correlation
The correlation between OXY and JPIE is -0.31, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.31 |
Correlation (3Y) Balances recent behavior with more history. | -0.04 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2021 | 0.05 |
The correlation between OXY and JPIE shifts across timeframes, from -0.31 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
OXY vs. JPIE — Risk / Return Rank
OXY
JPIE
OXY vs. JPIE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Occidental Petroleum Corporation (OXY) and JPMorgan Income ETF (JPIE). 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.
| OXY | JPIE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.07 | ||
| Sortino ratioReturn per unit of downside risk | -3.09 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.65 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 4.31 | -3.11 |
| Martin ratioReturn relative to average drawdown | 2.75 | 20.57 | -17.82 |
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Drawdowns
OXY vs. JPIE - Drawdown Comparison
The maximum OXY drawdown since its inception was -88.45%, which is greater than JPIE's maximum drawdown of -9.96%. Use the drawdown chart below to compare losses from any high point for OXY and JPIE.
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Drawdown Indicators
| OXY | JPIE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.45% | -9.96% | -78.49% |
Max Drawdown (1Y)Largest decline over 1 year | -27.29% | -1.15% | -26.14% |
Max Drawdown (3Y)Largest decline over 3 years | -46.94% | -1.72% | -45.22% |
Max Drawdown (5Y)Largest decline over 5 years | -50.77% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -88.39% | — | — |
Current DrawdownCurrent decline from peak | -20.42% | -0.20% | -20.22% |
Average DrawdownAverage peak-to-trough decline | -20.16% | -2.03% | -18.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.87% | 0.24% | +11.63% |
Volatility
OXY vs. JPIE - Volatility Comparison
Occidental Petroleum Corporation (OXY) has a higher volatility of 10.83% compared to JPMorgan Income ETF (JPIE) at 0.47%. This indicates that OXY's price experiences larger fluctuations and is considered to be riskier than JPIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OXY | JPIE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.83% | 0.47% | +10.36% |
Volatility (6M)Calculated over the trailing 6-month period | 28.07% | 1.40% | +26.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.82% | 1.64% | +33.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.87% | 3.48% | +35.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.90% | 3.48% | +45.42% |
Dividends
OXY vs. JPIE - Dividend Comparison
OXY's dividend yield for the trailing twelve months is around 1.75%, less than JPIE's 5.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPIE JPMorgan Income ETF | 5.15% | 5.65% | 6.11% | 5.70% | 4.49% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OXY Occidental Petroleum Corporation | 1.75% | 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 JPIE have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OXY has higher volatility (10.83%) compared to JPIE (0.47%). In terms of maximum drawdown, OXY dropped -88.45% vs JPIE's -9.96%.
JPIE currently has the higher Sharpe Ratio (3.01 vs 0.94), 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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